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dc.creatorVargas, Karen
dc.creatorGonzalez, Angelica
dc.creatorSilva, Jesus
dc.date.accessioned2020-12-16T21:21:06Z
dc.date.available2020-12-16T21:21:06Z
dc.date.issued2020-01
dc.identifier.urihttps://hdl.handle.net/11323/7606
dc.description.abstractGiven the rise of political uncertainty, it is important to develop an understanding of their effect on financial markets. We use a political risk measure to calculate their effect on stock markets based on a political risk measure. The political risk proxy is related to cross-country returns and two portfolios: one with upside and other with downside political risk. Time-series and cross-sectional analysis are conducted to measure the effectiveness of this measure on global markets. The results evidence that an increase in global political risk is negatively correlated with an upside portfolio containing global stock returns.spa
dc.format.mimetypeapplication/pdfspa
dc.language.isoengspa
dc.publisherCorporación Universidad de la Costaspa
dc.rightsCC0 1.0 Universal*
dc.rights.urihttp://creativecommons.org/publicdomain/zero/1.0/*
dc.sourceIntelligent Computing, Information and Control Systemsspa
dc.subjectFinancial marketsspa
dc.subjectPolitical risk measurespa
dc.subjectCost effectivenessspa
dc.titleThe effect of global political risk on stock returns: a cross-sectional and a time-series analysisspa
dc.typePreprintspa
dc.type.hasVersioninfo:eu-repo/semantics/draftspa
dc.source.urlhttps://www.researchgate.net/publication/336670897_The_Effect_of_Global_Political_Risk_on_Stock_Returns_A_Cross-Sectional_and_a_Time-Series_Analysisspa
dc.rights.accessrightsinfo:eu-repo/semantics/openAccessspa
dc.identifier.doiDOI: 10.1007/978-3-030-30465-2_60


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CC0 1.0 Universal
Except where otherwise noted, this item's license is described as CC0 1.0 Universal