This study investigates the short- and long-term effects of various sources of uncertainty on the share prices of key exchanges in emerging nations. The sample comprises monthly time series data from January 2017 to December 2021 for China, India, Russia, and Brazil. The study contains a version...

I examine the impact of asymmetry in the productivity jointly with uncertainty shocks on real quantities and asset prices. I find evidence that uncertainty shocks to productivity have a very little to contribute to generating a sizable LRR in consumption growth. Rather than the uncertainty...