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The explanatory power of political risk in emerging markets

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  1. Guo, Yawei & Li, Jianping & Li, Yehua & You, Wanhai, 2021. "The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US," Energy Economics, Elsevier, vol. 97(C).
  2. Adnen Ben Nasr & Juncal Cunado & Rıza Demirer & Rangan Gupta, 2018. "Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach," Risks, MDPI, vol. 6(3), pages 1-22, September.
  3. Wisniewski, Tomasz Piotr, 2016. "Is there a link between politics and stock returns? A literature survey," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 15-23.
  4. Marks, Joseph & Yezegel, Ari, 2018. "Do aggregate analyst recommendations predict market returns in international markets?," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 234-254.
  5. Dimic, Nebojsa & Orlov, Vitaly & Piljak, Vanja, 2015. "The political risk factor in emerging, frontier, and developed stock markets," Finance Research Letters, Elsevier, vol. 15(C), pages 239-245.
  6. Lucey, Brian M. & Vigne, Samuel A. & Ballester, Laura & Barbopoulos, Leonidas & Brzeszczynski, Janusz & Carchano, Oscar & Dimic, Nebojsa & Fernandez, Viviana & Gogolin, Fabian & González-Urteaga, Ana , 2018. "Future directions in international financial integration research - A crowdsourced perspective," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 35-49.
  7. Kollias Christos & Papadamou Stephanos & Psarianos Iacovos, 2014. "Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 20(2), pages 267-292, April.
  8. Nestmann, Thorsten, 2005. "German bank lending to industrial and non-industrial countries: driven by fundamentals or different treatment?," Discussion Paper Series 2: Banking and Financial Studies 2005,08, Deutsche Bundesbank.
  9. Stefano Battilossi & Stefan O. Houpt, 2009. "Predicting institutional collapse: stock markets, political violence and the Spanish Civil War, 1920-36," Working Papers 9002, Economic History Society.
  10. Shamrez Ali, Sundus Waqar, Muhammad Haris, 2019. "The Nexus between Political & Institutional Corruption Events with the Stock Market: A Study of Pakistan," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 4(1), pages 59-71, March.
  11. Ding, Qian & Huang, Jianbai & Gao, Wang & Zhang, Hongwei, 2022. "Does political risk matter for gold market fluctuations? A structural VAR analysis," Research in International Business and Finance, Elsevier, vol. 60(C).
  12. Ahmed, Walid M.A., 2020. "Stock market reactions to domestic sentiment: Panel CS-ARDL evidence," Research in International Business and Finance, Elsevier, vol. 54(C).
  13. Hani El-Chaarani, 2019. "The Impact of Oil Prices on Stocks Markets: New Evidence During and After the Arab Spring in Gulf Cooperation Council Economies," International Journal of Energy Economics and Policy, Econjournals, vol. 9(4), pages 214-223.
  14. Bouteska Ahmed & Regaieg Boutheina, 2017. "The accuracy of financial analysts’ earnings forecasts and the Tunisian market reliance with time," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1345186-134, January.
  15. Kyaw, NyoNyo A. & Manley, John & Shetty, Anand, 2011. "Factors in multinational valuations: Transparency, political risk and diversification," Journal of Multinational Financial Management, Elsevier, vol. 21(1), pages 55-67, February.
  16. Gong, Yuting & He, Zhongzhi & Xue, Wenjun, 2022. "EPU spillovers and stock return predictability: A cross-country study," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
  17. Damien Kunjal & Faeezah Peerbhai & Paul-Francois Muzindutsi, 2022. "Political, economic, and financial country risks and the volatility of the South African Exchange Traded Fund market: A GARCH-MIDAS approach," Risk Management, Palgrave Macmillan, vol. 24(3), pages 236-258, September.
  18. Lucía Morales & Bernadette Andreosso-O’Callaghan, 2019. "Challenges and Opportunities Brought to the Chinese Economy by Brexit and the New US Administration," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(2), pages 145-171, August.
  19. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2007. "The economics of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 93(Spr), pages 163-187.
  20. Adam Zaremba, 2019. "The Cross Section of Country Equity Returns: A Review of Empirical Literature," JRFM, MDPI, vol. 12(4), pages 1-26, October.
  21. Caglayan, Mustafa Onur & Xue, Wenjun & Zhang, Liwen, 2020. "Global investigation on the country-level idiosyncratic volatility and its determinants," Journal of Empirical Finance, Elsevier, vol. 55(C), pages 143-160.
  22. Karime Sleiman & Sayilir Özlem, 2019. "Political news and stock market reactions: evidence from Turkey over the period 2008–2017," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 55(2), pages 83-98, June.
  23. Ahmed Al Samman & Mostafa Kotb GabAlla, 2020. "Impact of Country Risk and Return on FPI," International Journal of Economics and Financial Issues, Econjournals, vol. 10(6), pages 57-68.
  24. Al Khattab, Adel & Anchor, John R. & Davies, Eleanor M.M., 2008. "The institutionalisation of political risk assessment (IPRA) in Jordanian international firms," International Business Review, Elsevier, vol. 17(6), pages 688-702, December.
  25. Gkillas, Konstantinos & Boako, Gideon & Vortelinos, Dimitrios & Vasiliadis, Lavrentios, 2020. "Non-parametric quantile dependencies between volatility discontinuities and political risk," Finance Research Letters, Elsevier, vol. 32(C).
  26. Ida Q. Nesset & Ingrid Bøgeberg & Frode Kjærland & Lars H. Molden, 2019. "How Underlying Dimensions of Political Risk Affect Excess Return in Emerging and Developed Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(1), pages 80-105, April.
  27. Civilize, Sireethorn & Wongchoti, Udomsak & Young, Martin, 2015. "Military regimes and stock market performance," Emerging Markets Review, Elsevier, vol. 22(C), pages 76-95.
  28. Tao, Fang & Liu, Xiaohui & Gao, Lan & Xia, Enjun, 2017. "Do cross-border mergers and acquisitions increase short-term market performance? The case of Chinese firms," International Business Review, Elsevier, vol. 26(1), pages 189-202.
  29. Sumit Kumar Maji & Arindam Laha & Debasish Sur, 2020. "Dynamic Nexuses between Macroeconomic Variables and Sectoral Stock Indices: Reflection from Indian Manufacturing Industry," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 45(3), pages 239-269, August.
  30. Jae Young Jang & Erdal Atukeren, 2019. "Sustainable Local Currency Debt: An Analysis of Foreigners’ Korea Treasury Bonds Investments Using a LA-VARX Model," Sustainability, MDPI, vol. 11(13), pages 1-23, June.
  31. Juttner, D. Johannes & Chung, David & Leung, Wayne, 2006. "Emerging market bond returns--An investor perspective," Journal of Multinational Financial Management, Elsevier, vol. 16(2), pages 105-121, April.
  32. Paulina Yuritha Amtiran, 2017. "Political Risk and Stock Returns in Indonesia," GATR Journals jfbr129, Global Academy of Training and Research (GATR) Enterprise.
  33. Suleman, Tahir & Gupta, Rangan & Balcilar, Mehmet, 2017. "Does country risks predict stock returns and volatility? Evidence from a nonparametric approach," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1173-1195.
  34. Belkhir, Mohamed & Grira, Jocelyn & Hassan, M. Kabir & Soumaré, Issouf, 2019. "Islamic banks and political risk: International evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 39-55.
  35. Demir, Firat, 2006. "Volatility of short term capital flows and socio-political instability in Argentina, Mexico and Turkey," MPRA Paper 1943, University Library of Munich, Germany.
  36. Tarek Ibrahim Eldomiaty & Marwa Anwar & Nebal Magdy & Mohamed Nabil Hakam, 2020. "Robust examination of political structural breaks and abnormal stock returns in Egypt," Future Business Journal, Springer, vol. 6(1), pages 1-9, December.
  37. Edson VENGESAI & Adefemi A. OBALADE & Paul-Francois MUZINDUTSI, 2021. "Country Risk Dynamics and Stock Market Volatility: Evidence from the JSE Cross-Sector Analysis," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 5(2), pages 63-84.
  38. Lehkonen, Heikki & Heimonen, Kari, 2015. "Democracy, political risks and stock market performance," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 77-99.
  39. Umar, Zaghum & Polat, Onur & Choi, Sun-Yong & Teplova, Tamara, 2022. "The impact of the Russia-Ukraine conflict on the connectedness of financial markets," Finance Research Letters, Elsevier, vol. 48(C).
  40. Ghulam Ghouse & Aribah Aslam & Muhammad Ishaq Bhatti, 2021. "Role of Islamic Banking during COVID-19 on Political and Financial Events: Application of Impulse Indicator Saturation," Sustainability, MDPI, vol. 13(21), pages 1-17, October.
  41. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009. "Heterogeneous Borrowers In Quantitative Models Of Sovereign Default," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(4), pages 1129-1151, November.
  42. Yener Cos‚kun & A. Sevtap Selcuk-Kestel & Bilgi Yilmaz, 2017. "Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 17(4), pages 199-215, December.
  43. Hooy Chee-Wooi & Robert D. Brooks, 2015. "The Components of Systematic Risk and Their Determinants in The Malaysian Equity Market," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 11(2), pages 151-176.
  44. Tomasz Piotr Wisniewski & Brendan John Lambe & Alexandra Dias, 2020. "The Influence of General Strikes against Government on Stock Market Behavior," Scottish Journal of Political Economy, Scottish Economic Society, vol. 67(1), pages 72-99, February.
  45. Jae Young Jang & Min Jae Park, 2019. "A Study on Global Investors’ Criteria for Investment in the Local Currency Bond Markets Using AHP Methods: The Case of the Republic of Korea," Risks, MDPI, vol. 7(4), pages 1-20, October.
  46. Cosset, Jean-Claude & Somé, Hyacinthe Y. & Valéry, Pascale, 2016. "Credible reforms and stock return volatility: Evidence from privatization," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 99-120.
  47. Ricardo Correa & Horacio Sapriza, 2014. "Sovereign Debt Crises," International Finance Discussion Papers 1104, Board of Governors of the Federal Reserve System (U.S.).
  48. Luis F. Brunstein, 2008. "Policies to reduce instability," Revista de Economía del Caribe 7100, Universidad del Norte.
  49. Zhou, Mei-Jing & Huang, Jian-Bai & Chen, Jin-Yu, 2022. "Time and frequency spillovers between political risk and the stock returns of China's rare earths," Resources Policy, Elsevier, vol. 75(C).
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