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Nayanjyoti Bhattacharjee

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Sep 2026

Non-linear Dynamics of Economic Policy Uncertainty and Bank Stock Returns in India

The article investigates the dynamics of economic policy uncertainty and bank stock returns in India, a major emerging market economy. The analysis distinguishes between domestic and global sources of policy uncertainty and employs a non-linear Markov regime-switching model to capture regime-dependent behaviour in bank...

Nayanjyoti Bhattacharjee · 0 citations

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