The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach

By Xiao-lin Li, M. Balcılar, Rangan Gupta, Tsangyao Chang. 2016

222 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/f08913108628a3c15f1a96c7894e39e228bd0d63

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Rangan Gupta
2. Huiming Zhu
3. M. Wohar
4. Wensheng Kang
5. M. Balcılar
6. Yawei Guo
7. Clement Kyei
8. Ronald A. Ratti

Citations in the corpus

• Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression (2017, background): “As regards to the relationships between economic policy uncertainty and stock returns in China, the related studies include Arouri et al. (2014), Kang and Ratti (2015), Li et al. (2016) and so on.”
• How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique (2020, background): “For instance, Li et al. (2016) have shown that the stock market performance is negatively affected by EPU in the sense that uncertainty in economic policies causes participants to harbor pessimistic considerations about expected future dividends and/or discount rates, which may lead to a drop in…”
• Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test (2015, methodology): “Formalization of these channels based on new Keynesian general equilibrium frameworks can be found in the works of Martin and Urrea (2011) and Benigno et al.”
• Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production (2017, background): “…economic policy uncertainty and stock markets in various countries: Mensi et al. (2014) for BRICS; Arouri and Roubaud (2016) for the US and China; Li et al. (2016) for China and India; Dakhlaoui and Aloui (2016) for BRIC over time; Gao and Zhang (2016) for the UK; Wu et al. (2016) for a panel of…”