To timely track and evaluate the impact of dynamic geopolitical risk (GPR) shocks, we use
mixed-frequency GPR to explain and forecast stock market returns. Our empirical findings …

In this study, we investigate the impact of global geopolitical risk (GPR) of different forms on
the economies of advanced countries (G7 and Switzerland). We construct a predictive …

In this study, we examine the connection between geopolitical risk (GPR) and stock market
volatility in emerging economies. Our motivation for this study is premised on the need to …

Previous studies have found that geopolitical risk (GPR) caused by geopolitical events such
as terrorist attacks can affect the movements of asset prices. However, the studies on …

This paper investigates the relationship between geopolitical risk (GPR) and stock market
volatility from a global perspective. We use dynamic panel data including 32 countries and …

This study applies a new series of geopolitical risk historical indices developed by Caldara
and Iacoviello (2022) to predict stock returns. Empirical results show that the geopolitical …

This paper examines the effect of real-time global geopolitical risks (GPRs), acts (GPAs),
and threats (GPTs) indices on monthly returns and volatility of several American commodity …

This paper aims to explore the relationship between geopolitical risks (GPR) and investor
sentiment in the US stock market based on Granger causality test and time-varying …

In this article, we analyze the role of country-specific and global geopolitical risks (GPRs) on
the returns and volatility of 18 emerging market economies over the monthly period of 1998 …

While previous literature has documented adverse impacts on financial markets in the days
following individual acts of terrorism or conflict-related events, we consider the more …