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Climate risks and prediction of sectoral REITs volatility : international evidence

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Bouri, Elie - 2024

Persistent link: https://www.econbiz.de/10014635867

Climate risk and stock markets : implications for market efficiency and return predictability

Adediran, Idris A.; Bewaji, Phebian N.; Oyadeyi, Olajide O. - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 9, pp. 1908-1928

Persistent link: https://www.econbiz.de/10014567135

Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test

Balcilar, Mehmet; Gupta, Rangan; Kyei, Clement; Wohar, … - In: Open economies review 27 (2016) 2, pp. 229-250

Persistent link: https://www.econbiz.de/10011591762

Can economic policy uncertainty predict stock returns? : global evidence

Dinh Hoang Bach Phan; Sharma, Susan Sunila; Vuong Thao Tran - In: Journal of international financial markets, … 55 (2018), pp. 134-150

Persistent link: https://www.econbiz.de/10011984121

Predicting international stock returns with conditional price-to-fundamental ratios

Lawrenz, Jochen; Zorn, Josef - In: Journal of empirical finance 43 (2017), pp. 159-184

Persistent link: https://www.econbiz.de/10011817953

Historical geopolitical risk and the behaviour of stock returns in advanced economies

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 … Predictability in Conditionally Heteroskedastic Stock Returns." Journal of Financial Econometrics 13 (2): 342-375), to analyse over a … returns of advanced economies and further extend our analysis to out-of-sample predictability. Our findings reveal that GPR is …

Persistent link: https://www.econbiz.de/10013373348