Russia–Ukraine crisis: The effects on the European stock market
We examine the effect of the Russia–Ukraine crisis on the European stock markets. Because
of increased political uncertainty, geographic proximity and the ramifications of the fresh …
of increased political uncertainty, geographic proximity and the ramifications of the fresh …
Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis
Cryptocurrency values have recently fallen substantially. Why? We examine the impact of
attention on the Russia-Ukraine War, proxied by Google Trends, on cryptocurrencies (and …
attention on the Russia-Ukraine War, proxied by Google Trends, on cryptocurrencies (and …
[HTML][HTML] The impact of the Russia-Ukraine crisis on the stock market: Evidence from Australia
This paper investigates the effect of the Russia–Ukraine crisis on the Australian stock
market. Using the event study methodology, we find significantly negative abnormal returns …
market. Using the event study methodology, we find significantly negative abnormal returns …
Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach
The influence of oil price disturbances and geopolitical risk on stock returns and volatility
has been investigated by many scholars in different settings, though few of these have …
has been investigated by many scholars in different settings, though few of these have …
Geopolitical risk and stock market volatility in emerging markets: A GARCH–MIDAS approach
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 …
volatility in emerging economies. Our motivation for this study is premised on the need to …
[HTML][HTML] Geopolitical risk and stock price crash risk: the mitigating role of ESG performance
P Fiorillo, A Meles, LR Pellegrino… - International Review of …, 2024 - Elsevier
We study the effect of geopolitical risk (GPR) on stock price crash risk and we investigate the
mediating role of the ESG factors in this relationship. Using a large international sample of …
mediating role of the ESG factors in this relationship. Using a large international sample of …
[HTML][HTML] Is geopolitical risk priced in the cross-section of cryptocurrency returns?
We examine the role of geopolitical risk in the cross-sectional pricing of cryptocurrencies.
We calculate cryptocurrency exposure to changes in the geopolitical risk index and …
We calculate cryptocurrency exposure to changes in the geopolitical risk index and …
Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model
D Li, L Zhang, L Li - International Review of Financial Analysis, 2023 - Elsevier
Given that policy uncertainty shocks in the economic environment can exacerbate financial
market volatility and pose financial risks, this paper utilizes a smooth transition version of the …
market volatility and pose financial risks, this paper utilizes a smooth transition version of the …
Do gold, oil, equities, and currencies hedge economic policy uncertainty and geopolitical risks during covid crisis?
Recent literature extensively studies the safe-haven properties of different asset classes in
crisis periods. The magnitude of the economic policy uncertainty index (EPU) and the …
crisis periods. The magnitude of the economic policy uncertainty index (EPU) and the …
What do border disputes cost? Evidence from an emerging market
What do border disputes cost? Evidence from an emerging market | Emerald Insight Books
and journals Case studies Expert Briefings Open Access Publish with us Advanced search …
and journals Case studies Expert Briefings Open Access Publish with us Advanced search …