This article mainly investigates whether the war in Ukraine-Russia induces uncertainties and
how this affects the returns of world stock market indices and commodity prices. To do so, we …

Investor sentiment, particularly fear sentiment, significantly influences financial markets by
increasing uncertainty and triggering extreme judgments during volatile periods. This study …

We examine the return and volatility spillover dynamics and their portfolio implications
among regional stock super-sectors, mineral (Energy, Industrial, and Precious Metals), and …

We assemble a data set of more than eight million German Twitter posts related to the war in
Ukraine. Based on state-of-the-art methods of text analysis, we construct a daily index of …

Geopolitical risk notably affects cross-market linkages and risk spillovers. However, the void
remains in the extant literature, providing little empirical evidence on the risk spillover …

Purpose This study examines the immediate impact of the Israel-Iran conflict on global stock
markets and currency pairs, focusing on how these effects vary by market maturity and …

Purpose The purpose of the study is to examine factors influencing cash holding of firms
during periods of crisis. In recent times, the level of cash holdings in firms has seen a steady …

We utilize the cross-quantilogram method to assess the predictive capacity of geopolitical
risk (GPR) on volatility spillovers calculated by the time-varying parameter vector …

We investigate the event-based geopolitical shocks from the Russian invasion of Ukraine on
agricultural and energy commodities using daily event-based structural vector …

Purpose This study investigates the impact of the Russian Ruble on the Czech crown, Polish
zloty, and Hungarian forint during the Russia-Ukraine war. The euro is used as a …