Geopolitical Risk and Stock Market Returns in North-East Asian Countries
نویسندگان
چکیده
This study examines the interdependence between geopolitical risk and stock returns in three main countries of North-East Asia. We find that reduces these countries. Although negative effect is more pronounced earlier periods both China South-Korean (0 to 16 months) recent Japan (16 128 months).
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ژورنال
عنوان ژورنال: Asian economics letters
سال: 2023
ISSN: ['2652-8681']
DOI: https://doi.org/10.46557/001c.74562