Volatility jumps : the role of geopolitical risks
Year of publication: |
2018
|
---|---|
Authors: | Gillas, Konstantinos Gkillas ; Gupta, Rangan ; Wohar, Mark E. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 27.2018, p. 247-258
|
Subject: | Geopolitical risks | Stock market volatility jumps | Theorie | Theory | Volatilität | Volatility | Geopolitik | Geopolitics | Aktienmarkt | Stock market | Börsenkurs | Share price | Risiko | Risk |
-
Bouras, Christos, (2019)
-
Geopolitical risks and stock market dynamics of the BRICS
Balcilar, Mehmet, (2018)
-
Geopolitical risks and movements in Islamic bond and equity markets : a note
Bouri, Elie, (2019)
- More ...
-
Oil shocks and volatility jumps
Gillas, Konstantinos Gkillas, (2020)
-
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N., (2021)
-
Day-of-the-week effect and spread determinants : some international evidence from equity markets
Gillas, Konstantinos Gkillas, (2021)
- More ...