Global geopolitical risk and the long- and short-run impacts on the returns and volatilities of US Treasuries
Year of publication: |
2024
|
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Authors: | Jalkh, Naji ; Bouri, Elie |
Published in: |
Defence and peace economics. - London : Routledge, Taylor & Francis Group, ISSN 1476-8267, ZDB-ID 2069637-1. - Vol. 35.2024, 3, p. 339-366
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Subject: | Global geopolitical risk | long- and short-run effects | returns and volatilities | threats and acts | US treasuries yield curve | USA | United States | Volatilität | Volatility | Kapitaleinkommen | Capital income | Geopolitik | Geopolitics | Staatspapier | Government securities | Globalisierung | Globalization |
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