The impact of political risk on return, volatility and discontinuity : evidence from the international stock and foreign exchange markets
Dimitrios I. Vortelinos, Shrabani Saha
| Year of publication: |
May 2016
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| Authors: | Vortelinos, Dimitrios I. ; Saha, Shrabani |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 17.2016, p. 222-226
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| Subject: | Political risk | Volatility | Jumps | Volatilität | Devisenmarkt | Foreign exchange market | Aktienmarkt | Stock market | Länderrisiko | Country risk | Welt | World | Politische Instabilität | Political instability | Börsenkurs | Share price | Schätzung | Estimation | Großbritannien | United Kingdom | Risiko | Risk | Deutschland | Germany |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.03.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011596530