Global geopolitical risk and the long- and short-run impacts on the returns and volatilities of US Treasuries
Year of publication: |
2024
|
---|---|
Authors: | Jalkh, Naji ; Bouri, Elie |
Published in: |
Defence and peace economics. - London : Routledge, Taylor & Francis Group, ISSN 1476-8267, ZDB-ID 2069637-1. - Vol. 35.2024, 3, p. 339-366
|
Subject: | Global geopolitical risk | long- and short-run effects | returns and volatilities | threats and acts | US treasuries yield curve | Volatilität | Volatility | Kapitaleinkommen | Capital income | USA | United States | Geopolitik | Geopolitics | Staatspapier | Government securities | Globalisierung | Globalization | Risiko | Risk | Welt | World | Zinsstruktur | Yield curve | Börsenkurs | Share price |
-
Global geopolitical risk and volatility connectedness among China's sectoral stock markets
Pan, Changchun, (2023)
-
Nitschka, Thomas, (2018)
-
Apergēs, Nikolaos, (2018)
- More ...
-
Bouri, Elie, (2017)
-
Conditional quantiles and tail dependence in the volatilities of gold and silver
Bouri, Elie, (2019)
-
Geopolitical risk and the returns and volatility of global defense companies : a new race to arms?
Zhang, Zhengyong, (2022)
- More ...