Blar i NTNU Open på forfatter "Anik, Kaysul Islam"
-
Geopolitical threats, equity returns, and optimal hedging
Ali, Syed Riaz Mahmood; Anik, Kaysul Islam; Hasan, Mohammad Nurul; Kamal, Md Rajib (Journal article; Peer reviewed, 2023)In this paper, we demonstrate that the U.S. equity market and a few specific sectors produce significantly positive returns during high geopolitical threats, even with the presence of standard controls, whereas other major ...