Geopolitical risks and stock market dynamics of the BRICS

M Balcilar, M Bonato, R Demirer, R Gupta - Economic Systems, 2018 - Elsevier
This paper examines the effect of geopolitical uncertainty on return and volatility dynamics in
the BRICS stock markets via nonparametric causality-in-quantiles tests. The effect of …

Geopolitical risks and stock market dynamics of the BRICS

M Balcilar, M Bonato, R Demirer… - Economic Systems, 2018 - econpapers.repec.org
This paper examines the effect of geopolitical uncertainty on return and volatility dynamics in
the BRICS stock markets via nonparametric causality-in-quantiles tests. The effect of …

Geopolitical Risks and Stock Market Dynamics of the BRICS

M Balcilar, M Bonato, R Demirer, R Gupta - 2016 - ideas.repec.org
This paper examines the effect of geopolitical uncertainty on return and volatility dynamics in
the BRICS stock markets via nonparametric causality-in-quantiles tests. The effect of …

[PDF][PDF] Geopolitical Risks and Stock Market Dynamics of the BRICS

M Balcilar, M Bonato, R Demirer, R Gupta - researchgate.net
This paper examines the effect of geopolitical uncertainty on return and volatility dynamics in
the BRICS stock markets via nonparametric causality-in-quantiles tests. The effect of …

Geopolitical risks and stock market dynamics of the BRICS

M Balcilar, M Bonato, R Demirer, R Gupta - 2018 - repository.up.ac.za
This paper examines the effect of geopolitical uncertainty on return and volatility dynamics in
the BRICS stock markets via nonparametric causality-in-quantiles tests. The effect of …

[引用][C] Geopolitical risks and stock market dynamics of the BRICS

M Balcilar, M Bonato, R Demirer, R Gupta - Economic Systems, 2018 - cir.nii.ac.jp
Geopolitical risks and stock market dynamics of the BRICS | CiNii Research CiNii 国立情報学
研究所 学術情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 論文・データをさがす 大学 …

[PDF][PDF] Geopolitical Risks and Stock Market Dynamics of the BRICS

M Balcilar, M Bonato, R Demirer, R Gupta - academia.edu
This paper examines the effect of geopolitical uncertainty on return and volatility dynamics in
the BRICS stock markets via nonparametric causality-in-quantiles tests. The effect of …

Geopolitical Risks and Stock Market Dynamics of the BRICS

M Balcilar, M Bonato, R Demirer, R Gupta - 2016 - econpapers.repec.org
This paper examines the effect of geopolitical uncertainty on return and volatility dynamics in
the BRICS stock markets via nonparametric causality-in-quantiles tests. The effect of …

Geopolitical risks and stock market dynamics of the BRICS

M Balcilar, M Bonato, R Demirer, R Gupta - Economic Systems, 2018 - ideas.repec.org
This paper examines the effect of geopolitical uncertainty on return and volatility dynamics in
the BRICS stock markets via nonparametric causality-in-quantiles tests. The effect of …