Geopolitical Risk on Stock Returns : Evidence from Inter-Korea Geopolitics /

Geopolitical Risk on Stock Returns : Evidence from Inter-Korea Geopolitics /

We investigate how corporate stock returns respond to geopolitical risk in the case of South Korea, which has experienced large and unpredictable geopolitical swings that originate from North Korea. To do so, a monthly index of geopolitical risk from North Korea (the GPRNK index) is constructed usin...

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Bibliografiske detaljer
Hovedforfatter:	Jung, Seungho
Andre forfattere:	Lee, Jongmin, Lee, Seohyun
Format:	Tidsskrift
Sprog:	English
Udgivet:	Washington, D.C. : International Monetary Fund, 2021.
Serier:	IMF Working Papers; Working Paper ; No. 2021/251
Fag:	General Financial Markets Geopolitical Risk, Textual Analysis and Stock Returns GPRNK Index Information, Knowledge, and Uncertainty National Security and War Stock Return
Online adgang:	Full text available on IMF

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