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Does geopolitical risks predict stock returns and volatility of leading defense companies? : evidence from a nonparametric approach
Apergēs, Nikolaos; Bonato, Matteo; Gupta, Rangan; … - In: Defence and peace economics 29 (2018) 6, pp. 684-696
Persistent link: https://www.econbiz.de/10011957107
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Does geopolitical risk and investors' sentiment matter for Turkish stock returns?
Saadli, Adel; Triki, Mohamed Bilel; Abderzag, Fouzi Tahar - In: Journal of economic cooperation & development 42 (2021) 1, pp. 2-29
Persistent link: https://www.econbiz.de/10013170678
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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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Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie; Zhang, Yuxuan; Ren, Xinrui; Jin, Meichen - In: Finance research letters 64 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
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Time variation in systematic risk, returns and trading volume : evidence from precious metals mining stocks
Ciner, Cetin - In: International review of financial analysis 41 (2015), pp. 277-283
Persistent link: https://www.econbiz.de/10011508966
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The role of economic and financial uncertainties in predicting commodity futures returns and volatility : evidence from a nonparametric causality-in-quantiles test
Bahloul, Walid; Balcilar, Mehmet; Cuñado Eizaguirre, Juncal - In: Journal of multinational financial management 45 (2018), pp. 52-71
Persistent link: https://www.econbiz.de/10012055774
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Oil-stock nexus in an oil-rich country : does geopolitical risk matter in terms of investment horizons?
Aloui, Chaker; Ben Hamida, Hela - In: Defence and peace economics 32 (2021) 4, pp. 468-488
Persistent link: https://www.econbiz.de/10012607758
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Is geopolitical risk priced in the cross-section of cryptocurrency returns?
Long, Huaigang; Demir, Ender; Będowska-Sójka, Barbara; … - In: Finance research letters 49 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013479434
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Do the carry trades respond to geopolitical risks? : evidence from BRICS countries
Cepni, Oguzhan; Emirmahmutoglu, Furkan; Güney, Ethem; … - In: Economic systems 47 (2023) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10014317399
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Is Geopolitical Risk Priced in the Cross-Section of Cryptocurrency Returns?
Long, Huaigang; Demir, Ender; Bedowska-Sojka, Barbara; … - 2022
We examine the role of geopolitical risk in the cross-sectional pricing of cryptocurrencies. We calculate … cryptocurrency exposure to changes in the geopolitical risk index and document that coins with the lowest geopolitical beta … outperform those with high geopolitical beta. Our findings suggest that risk-averse investors require additional compensation as …
Persistent link: https://www.econbiz.de/10013406340