بررسی تأثیر تحریم‌های اقتصادی و نا اطمینانی سیاست‌های دفاعی- امنیتی بر تعدیل پویای نوسانات بازده سهام

 

Abbas, A., Ahmed, E., & Husain, F. (2019). Political and economic uncertainty and investment behaviour in Pakistan. The Pakistan Development Review, 58(3), 307-331.

Akkaya, M. (2021). Behavioral portfolio theory. In Applying Particle Swarm Optimization: New Solutions and Cases for Optimized Portfolios (pp. 29-48). Cham: Springer International Publishing.

Al-Thaqeb, S. A., & Algharabali, B. G. (2019). Economic policy uncertainty: A literature review. The Journal of Economic Asymmetries, 20, e00133.

Ankudinov, A., Ibragimov, R., & Lebedev, O. (2017). Sanctions and the Russian stock market. Research in International Business and Finance, 40, 150-162.

Apergis, N., Bonato, M., Gupta, R., & Kyei, C. (2018). Does geopolitical risks predict stock returns and volatility of leading defense companies? Evidence from a nonparametric approach. Defence and Peace Economics, 29(6), 684-696.

Arieftiara, D., Utama, S., & Wardhani, R. (2017). Environmental uncertainty as a contingent factor of business strategy decisions: Introducing an alternative measure of uncertainty. Australasian Accounting, Business and Finance Journal, 11(4), 116-130.

Asmara, J., Saputro, G. E., & Prakoso, L. Y. (2023). Reserve components as a non-military defense strategy to support defense economic. Journal of Social Work and Science Education, 4(2), 432-443.

Barillas, F., & Shanken, J. (2018). Comparing asset pricing models. The Journal of Finance, 73(2), 715-754.

Boateng, R. N., Tawiah, V., & Tackie, G. (2022). Corporate governance and voluntary disclosures in annual reports: a post-International Financial Reporting Standard adoption evidence from an emerging capital market. International Journal of Accounting & Information Management, 30(2), 252-276.

Brogaard, J., Dai, L., Ngo, P. T., & Zhang, B. (2020). Global political uncertainty and asset prices. The Review of Financial Studies, 33(4), 1737-1780.

Ehiedu, V. C., & Obi, C. K. (2022). Efficient market hypothesis (EMH) and the Nigerian stock exchange in the midst of global financial crises. International Journal of Academic Management Science Research (IJAMSR), 6(8), 263-273.

Erdoğan, S., Çevik, E. İ., & Gedikli, A. (2020). Relationship between oil price volatility and military expenditures in GCC countries. Environmental Science and Pollution Research, 27(14), 17072-17084.

Federle, J., Müller, G. J., Meier, A., & Sehn, V. (2022). Proximity to war: The stock market response to the Russian invasion of Ukraine. CEPR Discussion Paper No. DP17185.

French, J. (2017). Macroeconomic forces and arbitrage pricing theory. Journal of Comparative Asian Development, 16(1), 1-20.

Haffa Jr, R. P. (2018). The future of conventional deterrence: Strategies for great power competition. Strategic Studies Quarterly, 12(4), 94-115.

Hartvig, A. H. (2024). The effect of liquidity provision and artificial supply and demand on the stock market: A study of high-frequency data and market microstructures. MSc in Advanced Economics and Finance, Copenhagen Business School.

Hatipoglu, E., & Peksen, D. (2018). Economic sanctions and banking crises in target economies. Defence and Peace Economics, 29(2), 171-189.

Heath, J. B. (2019). The new national security challenge to the economic order. Yale LJ, 129, 1020.

Ho, E., Rajagopalan, A., Skvortsov, A., Arulampalam, S., & Piraveenan, M. (2022). Game theory in defence applications: A review. Sensors, 22(3), 1032.

Hu, M., Zhang, D., Ji, Q., & Wei, L. (2020). Macro factors and the realized volatility of commodities: a dynamic network analysis. Resources Policy, 68, 101813.

Huo, R., & Ahmed, A. D. (2017). Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong stock connect. Economic Modelling, 61, 260-272.

Husted, L., Rogers, J., & Sun, B. (2020). Monetary policy uncertainty. Journal of Monetary Economics, 115, 20-36.

Kiçmari, S. (2024). Theories of international relations. In Introduction into Diplomacy (pp. 65-89). Singapore: Springer Nature Singapore.

Komalasari, P. T., Asri, M., Purwanto, B. M., & Setiyono, B. (2022). Herding behaviour in the capital market: what do we know and what is next?. Management Review Quarterly, 72(3), 745-787.

Koumou, G. B. (2020). Diversification and portfolio theory: A review. Financial Markets and Portfolio Management, 34(3), 267-312.

Kimball, A. L. (2023). Theoretical perspectives on collective (defense and security) burden sharing. In Beyond 2%—NATO Partners, Institutions & Burden Management: Concepts, Risks & Models (pp. 83-115). Cham: Springer International Publishing.

Nakhli, S. R., Rafat, M., Bakhshi Dastjerdi, R., & Rafei, M. (2021). How do the financial and oil sanctions affect the Iran's economy: a DSGE framework. Journal of Economic Studies, 48(4), 761-785.

Nemes, L., & Kiss, A. (2021). Prediction of stock values changes using sentiment analysis of stock news headlines. Journal of Information and Telecommunication, 5(3), 375-394.

Odehnal, J., & Neubauer, J. (2020). Economic, security, and political determinants of military spending in NATO countries. Defence and peace economics, 31(5), 517-531.

Ostrom, E. (2019). Institutional rational choice: An assessment of the institutional analysis and development framework. In Theories of the Policy Process, Second Edition (pp. 21-64). Routledge.

Pala, T. (2021). The effectiveness of economic sanctions: a literature review. NISPAcee Journal of Public Administration and Policy, 14(1), 239-259.

Peksen, D. (2019). When do imposed economic sanctions work? A critical review of the sanctions effectiveness literature. Defence and Peace Economics, 30(6), 635-647.

Peksen, D., & Jeong, J. M. (2022). Coercive diplomacy and economic sanctions reciprocity: explaining targets’ counter-sanctions. Defence and Peace Economics, 33(8), 895-911.

Pynnöniemi, K. (2018). Russia’s national security strategy: Analysis of conceptual evolution. The Journal of Slavic Military Studies, 31(2), 240-256.

Ram, R. (2019). Conceptual linkages between defense spending and economic growth and development: A selective review. Defense spending and economic growth, 19-39.

Ridi, N., & Fikfak, V. (2022). Sanctioning to change state behaviour. Journal of International Dispute Settlement, 13(2), 210-232.

Rupande, L., Muguto, H. T., Muzindutsi, P. F., & Yang, Z. (2019). Investor sentiment and stock return volatility: Evidence from the Johannesburg Stock Exchange. Cogent Economics & Finance, 7(1), e1600233.

Samadi, A. H., Owjimehr, S., & Halafi, Z. N. (2021). The cross-impact between financial markets, Covid-19 pandemic, and economic sanctions: The case of Iran. Journal of policy modeling, 43(1), 34-55.

Sanders, M., Serebriakova, A., Fragkos, P., Polzin, F., Egli, F., & Steffen, B. (2022). Representation of financial markets in macro-economic transition models—a review and suggestions for extensions. Environmental Research Letters, 17(8), 083001.

Saputro, G. E., Andreas, D., & Yulivan, I. (2021). Implementation of economic policy facing the China American trade war in the framework of nirmilitary defense. International Journal of Social Science And Human Research, 4(12), 3709-3716.

Siregar, E. I. (2019). The impact of political risk and macro economics on stock return at Indonesia stock exchange (An approach of Arbritage Pricing Theory (APT)). KnE Social Sciences, 744-772.

Suhirwan, L. Y. P., & Dohamid, A. G. (2021). National defense policy by strengthening defense strategy: Study of the development of a naval air base in Bengkulu. National Defense, 11(2), 335-347.

Sulehri, F. A., & Ali, A. (2020). Impact of political uncertainty on Pakistan stock exchange: An event study approach. Journal of Advanced Studies in Finance, 11(2), 194-207.

Thampanya, N., Wu, J., Nasir, M. A., & Liu, J. (2020). Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries. Journal of International Financial Markets, Institutions and Money, 65, 101193.

Wei, J., Govindan, K., Li, Y., & Zhao, J. (2015). Pricing and collecting decisions in a closed-loop supply chain with symmetric and asymmetric information. Computers & operations research, 54, 257-265.