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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| מחברים אחרים: | , |
| פורמט: | כתב-עת |
| שפה: | English |
| יצא לאור: |
Washington, D.C. :
International Monetary Fund,
2021.
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| סדרה: | IMF Working Papers; Working Paper ;
No. 2021/251 |
| נושאים: | |
| גישה מקוונת: | Full text available on IMF |