Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model
Christos Bouras, Christina Christou, Rangan Gupta, and Tahir Suleman
| Year of publication: |
2019
|
|---|---|
| Authors: | Bouras, Christos ; Christou, Christina ; Gupta, Rangan ; Suleman, Tahir |
| Subject: | emerging economies | geopolitical risks | panel GARCH | returns and volatility | stock markets | Volatilität | Volatility | Schwellenländer | Emerging economies | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Geopolitik | Geopolitics | Risiko | Risk | Börsenkurs | Share price | Welt | World | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2018.1507906 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012210912