Konu "Volatilite" için Uluslararası Ticaret ve Lojistik Yönetimi Bölümü listeleme
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An Analysis of the Effects of Geopolitical Risks on Stock Returns and Exchange Rates Using a Nonparametric Method
(2021)This study explores whether there is a causal effect of geopolitical risk on stock returns and exchange rate return and volatility using Nonparametric Causality-In-Quantiles Test approach. Analysis was conducted on several ...