Does geopolitical risks predict stock returns and volatility of leading defense companies? : evidence from a nonparametric approach
Nicholas Apergis, Matteo Bonato, Rangan Gupta and Clement Kyei
| Year of publication: |
November 2018
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|---|---|
| Authors: | Apergēs, Nikolaos ; Bonato, Matteo ; Gupta, Rangan ; Kyei, Clement |
| Published in: |
Defence and peace economics. - Abingdon : Routledge, ISSN 1024-2694, ZDB-ID 1184671-9. - Vol. 29.2018, 6, p. 684-696
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| Subject: | Geopolitical risks | returns | volatility | defense firms | nonparametric causality test | Volatilität | Volatility | Kapitaleinkommen | Capital income | Nichtparametrisches Verfahren | Nonparametric statistics | Geopolitik | Geopolitics | Börsenkurs | Share price | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Risiko | Risk | Welt | World | ARCH-Modell | ARCH model |