The last three decades brought mounting evidence regarding the cross-sectional
predictability of country equity returns. The studies not only documented country-level …

This study examines how the determinants of the political risk factor affect the forecasting
performance of the United Arab Emirates' stock market during the COVID-19 pandemic. The …

This study explores the time and frequency spillover relationship between the political risk
(PR) of major importers and exporters and the stock returns of China's rare earths (RE R) by …

This letter explores a single research question: How does political uncertainty, outside of the
election cycle, influence financial market uncertainty? Using the UK (Brexit) referendum on …

This study aims to pioneer in investigating the role of two major components of governance
(ie, corruption and political stability) in banking performance in the case of 21 emerging …

We propose a dynamic method to hedge foreign exchange risk of international equity
portfolios. The method is based on the currency return forecasts derived from a set of …

Can country risks predict Islamic stock index? Evidence from Indonesia | Emerald Insight
Books and journals Case studies Expert Briefings Open Access Publish with us Advanced …

We find ASEAN5 and G5 stock markets are weakly linked in normal conditions. ASEAN5
markets became more connected with G5 markets during global financial crisis, with …

We combine machine learning with empirical asset pricing research in order to investigate
the cross-section of country equity risk premia around the world. Having formed a …

This study investigates the effects of political risk on the exchange rate returns of Brazil,
Chile, Mexico, and Russia. The results indicate the presence of a risk premium for all …