How Underlying Dimensions of Political Risk Affect Excess Return in Emerging and Developed Markets (Record no. 52501)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01482nam a2200241 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20190828172434.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190828b ||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Nesset, Ida Q. |
| 9 (RLIN) | 34381 |
| 245 ## - TITLE STATEMENT | |
| Title | How Underlying Dimensions of Political Risk Affect Excess Return in Emerging and Developed Markets |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 80-105 p. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Political risk is expected to increase due to emerging markets’ increasing influence on the world economy. We identify legal, tension, conflict and policy as underlying dimensions through principal component analysis by using a disaggregated political risk index. Using a two-way error correction model, ethnic and religious tension is identified as a new and distinct dimension of political risk. Consequently, global investors are likely to benefit from understanding which dimension implies a reward. Investors in particular should direct their attention towards tension, which seems to command a risk premium regardless of both market and time. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Political risk |
| Uncontrolled term | Emerging markets |
| Uncontrolled term | Principal component analysis |
| Uncontrolled term | Ethnic tensions |
| Uncontrolled term | Religious tension |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Bøgeberg, Ingrid |
| 9 (RLIN) | 34382 |
| Personal name | Kjærland, Frode |
| 9 (RLIN) | 34383 |
| Personal name | Molden, Lars H. |
| 9 (RLIN) | 33845 |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 29445 |
| Host Itemnumber | 74852 |
| Main entry heading | GANGOPADHYAY, SHUBHASIS |
| Place, publisher, and date of publication | NEW DELHI SAGE PUBLICATION PVT. LTD. |
| Other item identifier | 55510428 |
| Title | JOURNAL OF EMERGING MARKET FINANCE |
| International Standard Serial Number | 0972-6527 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main Library | Main Library | 28/08/2019 | Vol 18, No 1/ 55510428JA4 | 55510428JA4 | 28/08/2019 | 28/08/2019 |