06 Jun
2023
Economic Policy Uncertainty and Government Bond Prices
Authors :- Muhammadriyaj Faniband, Pravin Jadhav
Publication :- Indian Journals of Finance, Volume 17, Issue 6, June 2023.
This paper investigated the impact of economic policy uncertainty (EPU) in the US, UK, Japan, Italy, India, Germany, France, China, Canada, and Brazil on Indian government bond prices using a new dataset of the Clearing Corporation of India Limited Broad Total Return Index (BTRI) and Liquid Total Return Index (LTRI).