Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries

Author:

Choi Sun-Yong

Funder

National Research Foundation of Korea

Ministry of Science and ICT, South Korea

Publisher

Elsevier BV

Subject

Finance

Reference53 articles.

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2. The 11/13 Paris terrorist attacks and stock prices: The case of the international defense industry;Apergis;Finance Res. Lett.,2016

3. Does geopolitical risks predict stock returns and volatility of leading defense companies? Evidence from a nonparametric approach;Apergis;Def. Peace Econ.,2018

4. The price of terror: The effects of terrorism on stock market returns and volatility;Arin;Econom. Lett.,2008

5. Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks;Asai;Int. J. Forecast.,2020

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