Investor behavior in times of conflict: A natural experiment on the interplay of geopolitical risk and defense stocks
-
Published:2024-06
Issue:
Volume:222
Page:294-313
-
ISSN:0167-2681
-
Container-title:Journal of Economic Behavior & Organization
-
language:en
-
Short-container-title:Journal of Economic Behavior & Organization
Reference40 articles.
1. Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions;Alqahtani;Energy,2021
2. The impact of oil price uncertainty on GCC stock markets;Alqahtani;Resour. Policy,2019
3. Answering the skeptics: Yes , standard volatility models do provide accurate forecasts;Andersen;Internat. Econom. Rev.,1998
4. Roughing it up: Including jump components in the measurement, modeling, and forecasting of return volatility;Andersen;Rev. Econ. Stat.,2007
5. Jump-robust volatility estimation using nearest neighbor truncation;Andersen;J. Econometrics,2012
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献