Browsing Economic and Management Sciences by Subject "Value added components of GDP"

Browsing Economic and Management Sciences by Subject "Value added components of GDP"

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  • Geopolitical risks and stock market dynamics of the BRICS 
    Balcilar, Mehmet; Bonato, Matteo; Demirer, Riza; Gupta, Rangan (Elsevier, 2018-06)
    This paper examines the effect of geopolitical uncertainty on return and volatility dynamics in the BRICS stock markets via nonparametric causality-in-quantiles tests. The effect of geopolitical risks (GPRs) is found to ...