Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model
Year of publication: |
2019
|
---|---|
Authors: | Bouras, Christos ; Christou, Christina ; Gupta, Rangan ; Suleman, Tahir |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 55.2019, 8, p. 1841-1856
|
Subject: | emerging economies | geopolitical risks | panel GARCH | returns and volatility | stock markets | Volatilität | Volatility | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | Schätzung | Estimation | Aktienmarkt | Stock market | Risiko | Risk | Börsenkurs | Share price | Geopolitik | Geopolitics | Panel | Panel study | Welt | World |
-
Geopolitical risks and movements in Islamic bond and equity markets : a note
Bouri, Elie, (2019)
-
Mamman, Suleiman O., (2023)
-
Arberić, Josip, (2018)
- More ...
-
Christou, Christina, (2018)
-
Forecasting state- and MSA-level housing returns of the US : the role of mortgage default risks
Bouras, Christos, (2023)
-
Multi-horizon wealth effects across the G7 economies
Apergēs, Nikolaos, (2018)
- More ...