The effect of political risk on emerging and developed markets

About this item

Title

The effect of political risk on emerging and developed markets

Content partner

Victoria University of Wellington

Collection

Open Access Victoria University of Wellington

Description

This thesis consists of three substantive chapters (3, 4, 5) on the impact of political risk on equity and exchange rate returns and their volatilities.  Chapter 3 proposes a framework for predicting market returns and volatility using changes in the country’s political risk. We identify the appropriate lag to to calculate changes over, and how the changes should be included in mean and volatility equations. The level of aggregation of political risk variable is also examined. Analysing 47 em...

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Format

Research paper

Research format

Scholarly text / Thesis

Thesis level

Doctoral

Date created

2017

Creator

Suleman, Muhammad Tahir

URL

https://figshare.com/articles/thesis/The_effect_of_political_risk_on_emerging_and_developed_marke...

Related subjects

Financial economics / Political risk / Stock market / Exchange rate / School: School of Economics and Finance / Financial Economics / Exchange Rates / Degree Discipline: Finance / Degree Level: Doctoral / Degree Name: Doctor of Philosophy

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