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
|
|---|---|
| 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
|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10242694.2017.1292097 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011957107