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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| Altri autori: | , |
| Natura: | Periodico |
| Lingua: | English |
| Pubblicazione: |
Washington, D.C. :
International Monetary Fund,
2021.
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| Serie: | IMF Working Papers; Working Paper ;
No. 2021/251 |
| Soggetti: | |
| Accesso online: | Full text available on IMF |