Geopolitical risk and stock market development

M Khraiche, JW Boudreau, MSR Chowdhury - Journal of International …, 2023 - Elsevier
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 …

Historical geopolitical risk and the behaviour of stock returns in advanced economies

AA Salisu, L Lasisi, JP Tchankam - The European Journal of …, 2022 - Taylor & Francis
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 …

Geopolitical risk and stock prices

H Yilmazkuday - European Journal of Political Economy, 2024 - Elsevier
This paper investigates the effects of global geopolitical risk on stock prices of 29 economies
by using the local projections method for the monthly period between 1985M1-2023M9. The …

Geopolitical risk and stock market volatility in emerging markets: A GARCH–MIDAS approach

AA Salisu, AE Ogbonna, L Lasisi, A Olaniran - The North American Journal …, 2022 - Elsevier
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 …

Geopolitical risks and financial stress in emerging economies

T NguyenHuu, DK Örsal - The World Economy, 2024 - Wiley Online Library
We investigate the impacts of geopolitical risks (GPRs) on financial stress (FS) in major
emerging economies from 1985 to 2019. Applying a recently developed panel quantile …

The effect of the US macroeconomic indicators on the international geopolitical risk

OD Sweidan - Defence and Peace Economics, 2023 - Taylor & Francis
The recent economic literature concludes that geopolitical risk has significantly impacted
various economic variables over the past years. This paper focuses on a new dimension …

Geopolitical risk and stock market volatility: A global perspective

Y Zhang, J He, M He, S Li - Finance Research Letters, 2023 - Elsevier
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 …

Stock market spillovers of global risks and hedging opportunities

E Salachas, GP Kouretas, NT Laopodis… - European Journal of …, 2024 - Elsevier
In this paper, we shed light on the linkage between several global risks and stock market
returns. We use a dataset including G7, BRICS, MENA, and SAHEL group countries for a …

Geopolitical risk and global financial cycle: Some forecasting experiments

AA Salisu, PC Omoke, AA Sikiru - Journal of Forecasting, 2023 - Wiley Online Library
In this study, we investigate the connection between geopolitical risk (GPR) and global
financial cycle (GFCy) as well as whether the former has predictive value for the out‐of …

Geopolitical Risk and Stock Market Volatility in Emerging Economies: Evidence from GARCH‐MIDAS Model

M Yang, Q Zhang, A Yi, P Peng - Discrete Dynamics in Nature …, 2021 - Wiley Online Library
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 …