The causal relationship between economic policy uncertainty and stock returns in China and India : evidence from a bootstrap rolling window approach
Xiao-lin Li, Mehmet Balcilar, Rangan Gupta and Tsangyao Chang
| Year of publication: |
2016
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| Authors: | Li, Xiao-Lin ; Balcilar, Mehmet ; Gupta, Rangan ; Chang, Tsangyao |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 52.2016, 1/3, p. 674-689
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| Subject: | economic policy uncertainty | stock returns | rolling window | bootstrap | time-varying causality | China | Indien | India | Wirtschaftspolitik | Economic policy | Kausalanalyse | Causality analysis | Kapitaleinkommen | Capital income | Risiko | Risk | Bootstrap-Verfahren | Bootstrap approach | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2014.998564 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011562548