Geopolitical risk and excess stock returns predictability: New evidence from a century of data
F Ma, F Lu, Y Tao - Finance Research Letters, 2022 - Elsevier
This study applies a new series of geopolitical risk historical indices developed by Caldara
and Iacoviello (2022) to predict stock returns. Empirical results show that the geopolitical …
and Iacoviello (2022) to predict stock returns. Empirical results show that the geopolitical …
Geopolitical risk and excess stock returns predictability: New evidence from a century of data
F Ma, F Lu, Y Tao - Finance Research Letters, 2022 - econpapers.repec.org
This study applies a new series of geopolitical risk historical indices developed by Caldara
and Iacoviello (2022) to predict stock returns. Empirical results show that the geopolitical …
and Iacoviello (2022) to predict stock returns. Empirical results show that the geopolitical …
[PDF][PDF] Geopolitical risk and excess stock returns predictability: New evidence from a century of data
F Ma, F Lu, Y Tao - Finance Research Letters, 2022 - drive.google.com
This study applies a new series of geopolitical risk historical indices developed by Caldara
and Iacoviello (2022) to predict stock returns. Empirical results show that the geopolitical …
and Iacoviello (2022) to predict stock returns. Empirical results show that the geopolitical …
Geopolitical risk and excess stock returns predictability: New evidence from a century of data
F Ma, F Lu, Y Tao - Finance Research Letters, 2022 - ideas.repec.org
This study applies a new series of geopolitical risk historical indices developed by Caldara
and Iacoviello (2022) to predict stock returns. Empirical results show that the geopolitical …
and Iacoviello (2022) to predict stock returns. Empirical results show that the geopolitical …