Geopolitical risks, returns, and volatility in emerging stock markets: Evidence from a panel GARCH model

C Bouras, C Christou, R Gupta… - … Markets Finance and …, 2019 - Taylor & Francis
In this article, we analyze the role of country-specific and global geopolitical risks (GPRs) on
the returns and volatility of 18 emerging market economies over the monthly period of 1998 …

Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model

C Bouras, C Christou, R Gupta, T Suleman - 2017 - ideas.repec.org
In this paper, we analyze the role of country-specific and global geopolitical risks (GPRs) on
the returns and volatility of eighteen emerging market economies over the monthly period of …

Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model

C Bouras, C Christou, R Gupta… - … Markets Finance and …, 2020 - econpapers.repec.org
In this article, we analyze the role of country-specific and global geopolitical risks (GPRs) on
the returns and volatility of 18 emerging market economies over the monthly period of 1998 …

Geopolitical risks, returns and volatility in emerging stock markets: evidence from a panel GARCH model

C Bouras, C Christou, R Gupta, T Suleman - 2019 - repository.up.ac.za
In this article, we analyze the role of country-specific and global geopolitical risks (GPRs) on
the returns and volatility of 18 emerging market economies over the monthly period of 1998 …

[引用][C] Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model

C Bouras, C Christou, R Gupta, T Suleman - Emerging Markets Finance …, 2018 - cir.nii.ac.jp
Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel
GARCH Model | CiNii Research CiNii 国立情報学研究所 学術情報ナビゲータ[サイニィ] 詳細へ …

Geopolitical risks, returns, and volatility in emerging stock markets: Evidence from a panel GARCH model

C Bouras, C Christou, R Gupta, T Suleman - 2019 - researcharchive.lincoln.ac.nz
In this article, we analyze the role of country-specific and global geopolitical risks (GPRs) on
the returns and volatility of 18 emerging market economies over the monthly period of 1998 …

Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model

C Bouras, C Christou, R Gupta… - … Markets Finance and …, 2020 - ideas.repec.org
In this article, we analyze the role of country-specific and global geopolitical risks (GPRs) on
the returns and volatility of 18 emerging market economies over the monthly period of 1998 …

Geopolitical risks, returns, and volatility in emerging stock markets: Evidence from a panel GARCH model

C Bouras, C Christou, R Gupta, T Suleman - 2019 - researcharchive.lincoln.ac.nz
In this article, we analyze the role of country-specific and global geopolitical risks (GPRs) on
the returns and volatility of 18 emerging market economies over the monthly period of 1998 …

Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model

C Bouras, C Christou, R Gupta, T Suleman - 2017 - econpapers.repec.org
In this paper, we analyze the role of country-specific and global geopolitical risks (GPRs) on
the returns and volatility of eighteen emerging market economies over the monthly period of …