Regression Analysis on the Impact of Economic Policy Uncertainty on Stock Index Returns

Chen, Jialong and Jiang, Nan and Wang, Lan (2000) Regression Analysis on the Impact of Economic Policy Uncertainty on Stock Index Returns. In: Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China.

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Abstract

The research study sought to investigate the effect of the China Economic Policy Uncertainty Index (CNEPU) effect on the Chinese stock index return rate. It uses monthly time series data for twenty years between January 2000 and December 2019. Some interesting results can be obtained from the coeffi

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 16:01
Last Modified: 17 Apr 2026 03:51
URI: http://eprints.eai.eu/id/eprint/41874

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