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Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns

Stock return predictability has always been one of the central themes of finance literature, given its crucial implications for investment decisions, risk management, and financial and monetary policymaking. This paper evaluates the in-sample and out-of-sample stock return predictive power of the gl...

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Detalles Bibliográficos
Publicado en:Econ Anal Policy
Main Authors: Alqahtani, Abdullah, Bouri, Elie, Vo, Xuan Vinh
Formato: Artigo
Idioma:Inglês
Publicado: Economic Society of Australia, Queensland. Published by Elsevier B.V. 2020
Assuntos:
Acceso en liña:https://ncbi.nlm.nih.gov/pmc/articles/PMC7524431/
https://ncbi.nlm.nih.gov/pubmed/33012960
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.eap.2020.09.017
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