Russia–Ukraine crisis: The effects on the European stock market

S Ahmed, MM Hasan, MR Kamal - European Financial …, 2023 - Wiley Online Library
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 …

Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis

R Khalfaoui, G Gozgor, JW Goodell - Finance Research Letters, 2023 - Elsevier
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 …

[HTML][HTML] The impact of the Russia-Ukraine crisis on the stock market: Evidence from Australia

MR Kamal, S Ahmed, MM Hasan - Pacific-Basin Finance Journal, 2023 - Elsevier
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 …

Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach

N Khan, A Saleem, O Ozkan - Resources Policy, 2023 - Elsevier
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 …

Geopolitical risk and stock market volatility in emerging markets: A GARCH–MIDAS approach

AA Salisu, AE Ogbonna, L Lasisi, A Olaniran - The North American Journal …, 2022 - Elsevier
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 …

[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 …

[HTML][HTML] Is geopolitical risk priced in the cross-section of cryptocurrency returns?

H Long, E Demir, B Będowska-Sójka, A Zaremba… - Finance Research …, 2022 - Elsevier
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 …

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 …

Do gold, oil, equities, and currencies hedge economic policy uncertainty and geopolitical risks during covid crisis?

JB Kamal, M Wohar, KB Kamal - Resources Policy, 2022 - Elsevier
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 …

What do border disputes cost? Evidence from an emerging market

V Kumari, DK Pandey, S Kumar, E Xu - International Journal of …, 2022 - emerald.com
What do border disputes cost? Evidence from an emerging market | Emerald Insight Books
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