Li, Xiao-lin; Balcilar, Mehmet; Gupta, Rangan; Chang, … - Department of Economics, Faculty of Economic and … - 2013
This paper examines the causal link between economic policy uncertainty and stock returns in China and India, using bootstrap Granger full-sample causality test and sub-sample rolling window estimation. We use monthly data covering from 1995:02 to 2013:02 for China and 2003:02-2013:02 for India....
