The impact of mixed-frequency geopolitical risk on stock market returns
J Yang, C Yang - Economic Analysis and Policy, 2021 - Elsevier
To timely track and evaluate the impact of dynamic geopolitical risk (GPR) shocks, we use
mixed-frequency GPR to explain and forecast stock market returns. Our empirical findings …
mixed-frequency GPR to explain and forecast stock market returns. Our empirical findings …
The impact of mixed-frequency geopolitical risk on stock market returns
J Yang, C Yang - Economic Analysis and Policy, 2021 - ideas.repec.org
To timely track and evaluate the impact of dynamic geopolitical risk (GPR) shocks, we use
mixed-frequency GPR to explain and forecast stock market returns. Our empirical findings …
mixed-frequency GPR to explain and forecast stock market returns. Our empirical findings …
The impact of mixed-frequency geopolitical risk on stock market returns
J Yang, C Yang - Economic Analysis and Policy, 2021 - econpapers.repec.org
To timely track and evaluate the impact of dynamic geopolitical risk (GPR) shocks, we use
mixed-frequency GPR to explain and forecast stock market returns. Our empirical findings …
mixed-frequency GPR to explain and forecast stock market returns. Our empirical findings …