Political beta

DOI10.1093/ROF/RFAC012MaRDI QIDQ5043416zbMATH OpenOpenAlexFDO

Authors Raymond Fisman, April Knill, Sergey Mityakov, Margarita Portnykh, Chris Parsons

Publication date 21 October 2022

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/rof/rfac012

zbMATH Keywords

asset pricing theorybetacapital asset pricing modeldiversificationexportspolitical riskportfolio theory

Mathematics Subject Classification ID

Trade models (91B60) History, political science (91F10) Portfolio theory (91G10)

Recommendations

• Heterogeneous firms' responses to political uncertainty with business-cycle fluctuations in profitability
• Political risk and adjusted present value
• Firm-destination heterogeneity and the distribution of export intensity
• Business conditions and exit risks across countries
• Firm-level investment and export dynamics

Cited in

(4)

• Business conditions and exit risks across countries
• Heterogeneous firms' responses to political uncertainty with business-cycle fluctuations in profitability
• Political risk and adjusted present value
• Hedging political risk in international portfolios

This page was built for publication: Political beta

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5043416)