Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model
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- Christos Bouras
- Department of Banking and Financial Management, University of Piraeus, Piraeus, Greece
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- Christina Christou
- School of Economics and Management, Open University of Cyprus, Latsia, Cyprus
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- Rangan Gupta
- Department of Economics, University of Pretoria, Pretoria, South Africa
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- Tahir Suleman
- School of Economics and Finance, Victoria University of Wellington, Wellington, New Zealand
収録刊行物
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- Emerging Markets Finance and Trade
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Emerging Markets Finance and Trade 55 (8), 1841-1856, 2018-10-04
Informa UK Limited