… -varying stock–oil covariance, their returns and their variances are affected by geopolitical
risk, … The results reveal that geopolitical risk triggers a negative effect, mainly on oil returns and …

… of whether the uncertainty risk is priced in the cross-section of stocks. In another strand …
stock market returns and measures of EPU to examine the possible predictability of excess stock …

… Following the existing literature, we compute excess risk adjusted returns using risk free
rates, world stock returns, global economic policy uncertainty (GEPU), and the Chicago Board …

… the geopolitical risk, we do not find any significant dependence. However, after conditioning
for geopolitical risk … ) quantile dependence when both oil and stock returns are in the same (…

… to geopolitical risk induces persistent declines in investment, employment, and stock prices,
… We first describe the definitions of geopolitics and geopolitical risk adopted in our paper. We …

… However, the geopolitical risk index does predict … global geopolitical events over a period
of time is less likely to predict returns, such global risks are more inclined in affecting future risk …

… Stock returns are computed as the logarithmic first difference of the daily DJIA stock price
index, with data on the DJIA stock … are positively skewed and have excess returns, resulting in …

… GCC) stock sector indices over the period February 2010–30 June 2022, we capture the
effect of two global risk factors, namely oil implied volatility and geopolitical risk, on stock returns …

… effects among geopolitical risk, crude oil and Chinese disaggregated sectoral stock markets
… play a more important role in geopolitical risk and Chinese stock markets, especially for the …

… whether geopolitical risks can predict stock market returns. … of new historical geopolitical risk
indices for predicting stock market … for stock market return predictability on geopolitical risks. …