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 …

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 …

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 …

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 …

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 …

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 …

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 …

This study conducted partial and multiple wavelet coherence analysis to investigate the
impact of geopolitical risks (GPR) on the volatility of stock indices in North-East Asian …

This study examines nonlinear effects of global and country-specific geopolitical risk
uncertainty on stock returns of Brazil, India, Indonesia, South Africa, and Turkey, employing …