Article ID Journal Published Year Pages File Type
5069433 Finance Research Letters 2015 14 Pages PDF
Abstract
This paper investigates how determinants of the political risk factor affect the stock returns of developed, emerging and frontier markets. We find that composite political risk is priced in all three stock market categories, but the effect of individual components varies across different markets.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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The political risk factor in emerging, frontier, and developed stock markets
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