Browsing NTNU Open by Author "Hasan, Mohammad Nurul"
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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 ...