Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression

Z Umar, A Bossman, SY Choi, T Teplova - Finance Research Letters, 2022 - Elsevier
We investigate the impact of geopolitical risk (GPR) generated by the Russian-Ukrainian
conflict on European and Russian bonds, equity, and global commodity markets. We employ …
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Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression

Z Umar, A Bossman, SY Choi… - Finance Research Letters, 2022 - ideas.repec.org
We investigate the impact of geopolitical risk (GPR) generated by the Russian-Ukrainian
conflict on European and Russian bonds, equity, and global commodity markets. We employ …

[引用][C] Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression

Z Umar, A Bossman, SY Choi, T Teplova - Finance Research Letters, 2022 - elibrary.ru
The article was prepared within the framework of the Basic Research program at HSE
University. The work of S.-Y. Choi was supported by the National Research Foundation of …

Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression

Z Umar, A Bossman, SY Choi… - Finance Research …, 2022 - zuscholars.zu.ac.ae
We investigate the impact of geopolitical risk (GPR) generated by the Russian-Ukrainian
conflict on European and Russian bonds, equity, and global commodity markets. We employ …

Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression

Z Umar, A Bossman, SY Choi, T Teplova - 2022 - scholarworks.bwise.kr
We investigate the impact of geopolitical risk (GPR) generated by the Russian-Ukrainian
conflict on European and Russian bonds, equity, and global commodity markets. We employ …

Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression

Z Umar, A Bossman, SY Choi… - Finance Research …, 2022 - nchr.elsevierpure.com
We investigate the impact of geopolitical risk (GPR) generated by the Russian-Ukrainian
conflict on European and Russian bonds, equity, and global commodity markets. We employ …

Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression

Z Umar, A Bossman, SY Choi… - Finance Research …, 2022 - econpapers.repec.org
We investigate the impact of geopolitical risk (GPR) generated by the Russian-Ukrainian
conflict on European and Russian bonds, equity, and global commodity markets. We employ …