Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Tahir Suleman, Rangan Gupta, Mehmet Balcilar
| Year of publication: |
December 2017
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|---|---|
| Authors: | Suleman, Tahir ; Gupta, Rangan ; Balcilar, Mehmet |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 42.2017, p. 1173-1195
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| Subject: | Country risks | Returns | Volatility | Nonparametric higher-order causality | Volatilität | Länderrisiko | Country risk | Kapitaleinkommen | Capital income | Nichtparametrisches Verfahren | Nonparametric statistics | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Börsenkurs | Share price | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2017.07.055 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011760918