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 …
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 …
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 …
C Bouras, C Christou, R Gupta… - … Markets Finance and …, 2019 - Taylor & Francis
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 …
UB Ndako, AA Salisu… - Asian Economics …, 2021 - ael.scholasticahq.com
In this paper, the predictive value of geopolitical risk (GPR) for the return volatility of Islamic stocks in Indonesia and Malaysia is examined. GPR data, whether global or country-specific …
J Yang, C Yang - Economic Analysis and Policy, 2021 - Elsevier
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 study examines nonlinear effects of global and country-specific geopolitical risk uncertainty on stock returns of Brazil, India, Indonesia, South Africa, and Turkey, employing …
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 …
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 …