Do geopolitical risks from the economic powers dominate world gold return? Evidence from the quantile connectedness approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
https://link.springer.com/content/pdf/10.1007/s10644-023-09572-y.pdf
Reference56 articles.
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3. Apergis N, Bonato M, Gupta R, Kyei C (2018) Does geopolitical risks predict stock returns and volatility of leading defense companies? Evidence from a nonparametric approach. Def Peace Econ 29(6):684–696. https://doi.org/10.1080/10242694.2017.1292097
4. Aysan AF, Demir E, Gozgor G, Lau CKM (2019) Effects of the geopolitical risks on bitcoin returns and volatility. Res Int Bus Finance 47:511–518. https://doi.org/10.1016/j.ribaf.2018.09.011
5. Balcilar M, Bonato M, Demirer R, Gupta R (2018) Geopolitical risks and stock market dynamics of the BRICS. Econ Syst 42(2):295–306. https://doi.org/10.1016/j.ecosys.2017.05.008
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