Derivatives Markets Development and Country Political Risk

Škrabić Perić, Blanka; Rimac Smiljanić, Ana

Scientific paper - Original scientific paper

Derivatives Markets Development and Country Political Risk

In: SOR '21 proceedings : the 16th International Symposium on Operational Research in Slovenia. / Drobne, S.; Zadnik Stirn, L.; Kljajic Borstnar, M.; Povh, J. (Ed.). Slovenian Society INFORMATIKA – Section for Operational Research, 2021. urn:nbn:hr:124:285954

Škrabić Perić, Blanka; Rimac Smiljanić, Ana

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APA 6th Edition

Škrabić Perić, B. & Rimac Smiljanić, A. (2021). Derivatives Markets Development and Country Political Risk. In S. Drobne, (Ed.), L. Zadnik Stirn, (Ed.), M. Kljajic Borstnar, (Ed.), J. Povh, (Ed.), SOR '21 proceedings : the 16th International Symposium on Operational Research in Slovenia (pp. 519). Slovenian Society INFORMATIKA – Section for Operational Research. Retrieved from https://urn.nsk.hr/urn:nbn:hr:124:285954

MLA 8th Edition

Škrabić Perić, Blanka and Ana Rimac Smiljanić. "Derivatives Markets Development and Country Political Risk." SOR '21 proceedings : the 16th International Symposium on Operational Research in Slovenia, edited by S. Drobne, edited by L. Zadnik Stirn, edited by M. Kljajic Borstnar, edited by J. Povh, Slovenian Society INFORMATIKA – Section for Operational Research, 2021, pp. 519. https://urn.nsk.hr/urn:nbn:hr:124:285954

Chicago 17th Edition

Škrabić Perić, Blanka and Ana Rimac Smiljanić. "Derivatives Markets Development and Country Political Risk." In SOR '21 proceedings : the 16th International Symposium on Operational Research in Slovenia, 519. Slovenian Society INFORMATIKA – Section for Operational Research, 2021. Accessed 2024 April 29. https://urn.nsk.hr/urn:nbn:hr:124:285954

Harvard

Škrabić Perić, B. and Rimac Smiljanić, A. (2021) 'Derivatives Markets Development and Country Political Risk', in Drobne, S. (ed.), Zadnik Stirn, L. (ed.), Kljajic Borstnar, M. (ed.), Povh, J. (ed.), SOR '21 proceedings : the 16th International Symposium on Operational Research in Slovenia, Slovenian Society INFORMATIKA – Section for Operational Research, pp. 519. Available at: https://urn.nsk.hr/urn:nbn:hr:124:285954 (Accessed 29 April 2024)

Vancouver

Škrabić Perić B, Rimac Smiljanić A. Derivatives Markets Development and Country Political Risk. In: S. Drobne, ed., L. Zadnik Stirn, ed., M. Kljajic Borstnar, ed., J. Povh, ed. SOR '21 proceedings : the 16th International Symposium on Operational Research in Slovenia. Slovenian Society INFORMATIKA – Section for Operational Research; 2021. Pp. 519. [cited 2024 April 29] Available at: https://urn.nsk.hr/urn:nbn:hr:124:285954

IEEE

B. Škrabić Perić and A. Rimac Smiljanić, "Derivatives Markets Development and Country Political Risk", SOR '21 proceedings : the 16th International Symposium on Operational Research in Slovenia, S. Drobne et al., Eds. Slovenian Society INFORMATIKA – Section for Operational Research, 2021. [Online] Available at: https://urn.nsk.hr/urn:nbn:hr:124:285954 [Accessed: 29 April 2024]

Cite this item: https://urn.nsk.hr/urn:nbn:hr:124:285954

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Metadata

Title (english)	Derivatives Markets Development and Country Political Risk
Author	Blanka Škrabić Perić
Author	Ana Rimac Smiljanić
Editor	S. Drobne
Editor	L. Zadnik Stirn
Editor	M. Kljajic Borstnar
Editor	J. Povh
Author's institution	University of Split Faculty of economics Split
Scientific / art field, discipline and subdiscipline	SOCIAL SCIENCES Economics Finance
Abstract (english)	This paper investigates the impact of country political risk on currency derivatives market turnover for 19 countries. Previous empirical literature has confirmed the role that political risk has on financial institutions and the stock market development, whereas the relationship between currency derivatives and political risk has not been empirically investigated Therefore, taking into account the heterogeneity of the selected currency derivatives markets and a possible heterogeneity in the relationship between derivatives turnover and political risk, heterogeneous non-causality test in panels are employed. This method successfully deals with both types of heterogeneity. The results have confirmed the heterogeneous causality of political risk on currency derivatives markets. Moreover, political risk has a more significant effect on currency derivatives turnover in countries with a less developed financial system.
Keywords (english)
Language	english
Publication type	Scientific paper - Original scientific paper
Publication status	Published
Peer review	Peer review - international
Publication version	Published version
Publication title	SOR '21 proceedings : the 16th International Symposium on Operational Research in Slovenia
Series title	Proceedings of SOR symposiums
Numbering	p. 519, 524
ISBN	978-961-6165-57-0
URN:NBN	urn:nbn:hr:124:285954
Online first	2021-09
Conference	Title: 16th International Symposium on Operations Research in Slovenia (SOR '21) Acronym: SOR '21 Location: Bled, Slovenia Organizer: Slovenian Society INFORMATIKA – Section for Operational Research Start date: 2021-09-22 End date: 2021-09-24 Assembly type: Lecture
Document URL	http://fgg-web.fgg.uni-lj.si/~/sdrobne/sor/SOR'21%20-%20Proceedings.pdf
Type of resource	Text
Publisher	Slovenian Society INFORMATIKA – Section for Operational Research
Access conditions	Open access
Terms of use
Repository	REFST
Created on	2023-08-31 17:03:23