Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns
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DOI: 10.1016/j.eap.2020.09.017
Abstract: 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… read more here.
Keywords: oil returns; crude oil; stock; geopolitical risk ... See more keywords