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 …

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 a nonparametric quantile-on-quantile regression analysis, we study the asymmetric
effects of the Russia-Ukraine geopolitical risk (GPR) on the seven major currencies in terms …

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 …

The study uses wavelet power spectrum and wavelet coherence transformation
methodologies to examine how geopolitical risk affected the returns on stocks, oil, and gold …

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 …

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 …

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 …

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 …

We empirically examine the impact of Geopolitical Risk (GPR) on tradable precious metal
returns for a period spanning over January 1985 to December 2017. We report the evidence …