The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach

PE Mandaci, A Azimli, N Mandaci - Resources Policy, 2023 - Elsevier
This study examines the impact of global geopolitical risk on connectedness among major
natural resource commodities. We implemented a Quantile Vector Autoregressive …

An event study on the reaction of equity and commodity markets to the onset of the Russia–Ukraine conflict

P Obi, F Waweru, M Nyangu - Journal of Risk and Financial Management, 2023 - mdpi.com
Using a standard event study methodology and the EGARCH model, this study examined
the depth of market anomaly at the onset of the Russia–Ukraine conflict in 2022. Equity …

Global geopolitical risk and the long-and short-run impacts on the returns and volatilities of US treasuries

N Jalkh, E Bouri - Defence and Peace Economics, 2024 - Taylor & Francis
We examine the impact of global geopolitical risk (GPR) measures on US Treasuries' returns
and volatilities, differentiating between long-and short-run investment behaviours among an …

Does Terrorism Hamper Foreign Greenfield Investment Inflows? Empirical Evidence from MENA Countries

F Alshubiri, A AlGhazali - Asia-Pacific Financial Markets, 2024 - Springer
The present study aimed to investigate whether terrorism hampered foreign greenfield
investment inflows in 14 MENA countries from 2011 to 2021. One-step system generalized …

Topical dynamics of terrorism from a global perspective and a call for action on global risk

HSM Abbas, X Xu - International Journal of Disaster Risk Reduction, 2024 - Elsevier
Research on terrorism is a sensitive and critical aspect globally from a security perspective
that calls for an action policy. Since 9/11, terrorism has been considered a high risk or a …

Research on the cross-contagion between international stock markets and geopolitical risks: the two-layer network perspective

XL Gong, HY Ning, X Xiong - Financial Innovation, 2025 - Springer
As the international environment changes, frequent geopolitical crises continue to hinder the
healthy development of global stock markets. To analyze in-depth the risk contagion path …

Terror and wealth: how does terrorism affect global business-class travel?

Z Zhou, Z Wang, G Okafor - Asia Pacific Journal of Tourism …, 2024 - Taylor & Francis
Using a country-month-level data set that links passenger flows with reports on terrorist
attacks, this paper provides the first quantitative assessment of the impact of terrorist attacks …

Impact of terrorism on financial inclusion: evidence from the most terrorized countries in the world

PK Ozili - Safer Communities, 2024 - emerald.com
Purpose This study aims to investigate the impact of terrorism on financial inclusion that is
achieved through automated teller machine penetration and bank branch expansion …

The Impact of Terrorism on Liquidity and Information Asymmetry: Evidence from Non-US Stocks Listed on the NYSE

T Elliott, D Fatemi, JC Kim, Q Su - Defence and Peace Economics, 2024 - Taylor & Francis
In this paper, we examine the impact of a country's terrorism activity on the liquidity and
information asymmetry of non-US stocks listed on the New York Stock Exchange (NYSE) …

A Survey on Blockchain and Artificial Intelligence for Improved Security Facilities in Stock Market Data

K Swanthana, SS Aravinth - 2023 3rd International Conference …, 2023 - ieeexplore.ieee.org
Stock trades over the globe are revealing the finest probability of solution which may
increase trading effectiveness, decrease the risk rate, and enhancing the range of security …