This paper examines the effect of geopolitical uncertainty on return and volatility dynamics in
the BRICS stock markets via nonparametric causality-in-quantiles tests. The effect of …

We examine the effects of international (US based) economic policy uncertainty, geopolitical
risk and financial stress alike on the emerging stock markets. We consider 24 emerging …

This study applies a non-parametric causality-in-quantiles test to examine the causal effect
of geopolitical risks on return and volatility dynamics of Islamic equity and bond markets …

In a nonparametric quantile-on-quantile regression model, we analyze the asymmetric
financial impact of the Russian-Ukrainian conflict-induced geopolitical risk (GPR) on the top …

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 …

We use the k-th-order nonparametric causality test at monthly frequency over the period of
1985: 1 to 2016: 06 to analyze whether geopolitical risks can predict movements in stock …

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 …

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 …

This paper examines the effect of geopolitical risk (GPR) on return and volatility dynamics in
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …

We investigate the impact of geopolitical risk (GPR) generated by the Russian-Ukrainian
conflict on European and Russian bonds, equity, and global commodity markets. We employ …