Salisu, Afees A.; Lasisi, Lukman; Tchankam, Jean Paul - In: The European journal of finance 28 (2022) 9, pp. 889-906
In this study, we investigate the impact of global geopolitical risk (GPR) of different forms on the economies of … returns with financial ratios." Journal of Financial Economics 74 (2): 209-235) and Westerlund and Narayan (2012. "Does the … choice of estimator matter when forecasting returns?" Journal of Banking & Finance 36 (9): 2632-2640; 2015. "Testing for …