Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach-Reference-Cited by-同舟云学术

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Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach

Published:2017-02-17 Issue: Volume: Page:1-13
ISSN:1024-2694
Container-title:Defence and Peace Economics
language:en
Short-container-title:Defence and Peace Economics

Author:

Apergis Nicholas¹,Bonato Matteo²,Gupta Rangan³,Kyei Clement³

Affiliation:

1. Department of Banking and Financial Management, University of Piraeus, Piraeus, Greece

2. Department of Economics and Econometrics, University of Johannesburg, Auckland Park, South Africa

3. Department of Economics, University of Pretoria, Pretoria, South Africa

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/10242694.2017.1292097

Reference47 articles.

1. Terrorism and the world economy

2. The global arms trade network 1950–2007

3. Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts

4. The 11/13 Paris terrorist attacks and stock prices: The case of the international defense industry

5. The price of terror: The effects of terrorism on stock market returns and volatility

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