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Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model
Bouras, Christos; Christou, Christina; Gupta, Rangan; … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 8, pp. 1841-1856
Persistent link: https://www.econbiz.de/10012210912
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Predictable risk and returns in emerging markets
Harvey, Campbell R. - 1994
Persistent link: https://www.econbiz.de/10000881185
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The risk and return characteristics of developed and emerging stock markets : the recent evidence
Kohers, Gerald; Kohers, Ninon; Kohers, Theodor - In: Applied economics letters 13 (2006) 11, pp. 737-743
Persistent link: https://www.econbiz.de/10003377824
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Oil price risk and emerging stock markets
Basher, Syed Abul; Sadorsky, Perry A. - In: Global finance journal 17 (2006) 2, pp. 224-251
Persistent link: https://www.econbiz.de/10003395941
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Time-varying risk and risk premiums in frontier markets
Todorov, Galin; Bidarkota, Prasad V. - In: Journal of emerging markets 18 (2013) 3, pp. 18-35
Persistent link: https://www.econbiz.de/10010519779
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Assessing the impact of oil returns on emerging stock markets : a panel data approach for ten Central and Easten European countries
Asteriou, Dimitrios; Bashmakova, Yuliya - In: Energy economics 38 (2013), pp. 204-211
Persistent link: https://www.econbiz.de/10009764593
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Intertemporal relation between the expected return and risk : an evaluation of emerging market
Xiao, Zhongyi; Zhao, Peng - In: The journal of applied business research 29 (2013) 3, pp. 809-818
Persistent link: https://www.econbiz.de/10009771581
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The risk-return trade-off in emerging stock markets : evidence from Saudi Arabia and Egypt
Abdalla, Suliman Zakaria Suliman - In: International journal of economics and finance 4 (2012) 6, pp. 11-21
Persistent link: https://www.econbiz.de/10009618645
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Risk, return and trading volume relationship in an emerging stock market : a case study of Karachi stock exchange
Mustafa, Khalid; Nishat, Mohammed - In: Savings and development : quarterly review 34 (2010) 2, pp. 147-168
Persistent link: https://www.econbiz.de/10009408129
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The risk-return trade-off in emerging markets
Salvador, Enrique - In: Emerging markets finance & trade : a journal of the … 48 (2012) 6, pp. 106-128
Persistent link: https://www.econbiz.de/10009721133