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Mohamed Arouri and David Roubaud
 
''On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India''
( 2016, Vol. 36 No.2 )
 
 
We contribute to the ongoing literature on the effects of policy uncertainty on economic variables by investigating the relationship between economic policy uncertainty and stock markets in China, India and the USA. Our findings suggest that contrary to China, an increase in policy uncertainty in the USA and India reduces significantly stock returns and augments market volatility.
 
 
Keywords: Policy uncertainty, stock markets, emerging markets.
JEL:
F4 - Macroeconomic Aspects of International Trade and Finance: General
 
Manuscript Received : Jun 13 2014 Manuscript Accepted : Apr 14 2016

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