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 …

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 …

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 …

Using a news-based gauge of geopolitical risk, we study its role in asset pricing in global
emerging markets. We find that changes in risk positively predict future stock returns. The …

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 …

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 …

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 …

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 analyses the impact of geopolitical risks and economic policy uncertainty on
stock returns. It uses an unbalanced panel dataset of monthly observations for 22 countries …