Does Geopolitical Risk and Investors’ Sentiment Matter for Turkish Stock Returns?

SAADLI Adel; Mohamed Bilel Triki; Fouzi Tahar Abderzag

doi:https://doi.org/10.5281/zenodo.16919695

Does Geopolitical Risk and Investors’ Sentiment Matter for Turkish Stock Returns?

SAADLI Adel, Mohamed Bilel Triki, Fouzi Tahar Abderzag

Abstract

Keywords:

BEKK/DCC form , Geopolitical risk index , Investors’ sentiment , Multivariate GARCH models , Turkish stock returns

Jel Code:

H56; G1; G15

Article Details

Year: 2021

Volume: 42

Issue: 1

Pages: 1 - 30

Accepted: 22.03.2021

DOI:
https://doi.org/10.5281/zenodo.16919695

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How to Cite?

SAADLI Adel, Mohamed Bilel Triki, Fouzi Tahar Abderzag (2021). Does Geopolitical Risk and Investors’ Sentiment Matter for Turkish Stock Returns?. Journal of Economic Cooperation and Development, 42(1), 1-30. https://doi.org/10.5281/zenodo.16919695