The impact of the Russia-Ukraine conflict on the connectedness of financial markets

Z Umar, O Polat, SY Choi, T Teplova - Finance Research Letters, 2022 - Elsevier
We investigate the impact of geopolitical risks caused by the Russian-Ukrainian conflict on
Russia, European financial markets, and the global commodity markets. We measure the …

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 …

Future directions in international financial integration research-A crowdsourced perspective

BM Lucey, SA Vigne, L Ballester, L Barbopoulos… - International Review of …, 2018 - Elsevier
This paper is the result of a crowdsourced effort to surface perspectives on the present and
future direction of international finance. The authors are researchers in financial economics …

[HTML][HTML] Global and country-specific geopolitical risk uncertainty and stock return of fragile emerging economies

ME Hoque, MAS Zaidi - Borsa Istanbul Review, 2020 - Elsevier
This study examines nonlinear effects of global and country-specific geopolitical risk
uncertainty on stock returns of Brazil, India, Indonesia, South Africa, and Turkey, employing …

When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns

A Zaremba, N Cakici, E Demir, H Long - Journal of Financial Stability, 2022 - Elsevier
Using a news-based gauge of geopolitical risk, we study its role in asset pricing in global
emerging markets. We find that changes in risk positively predict future stock returns. The …

Country risks, government subsidies, and Chinese renewable energy firm performance: New evidence from a quantile regression

W Zhang, YB Chiu - Energy Economics, 2023 - Elsevier
Using an unbalanced panel of Chinese listed renewable energy firms, this study explores
how country risks and government subsidies affect the performance of renewable energy …

The cross section of country equity returns: A review of empirical literature

A Zaremba - Journal of Risk and Financial Management, 2019 - mdpi.com
The last three decades brought mounting evidence regarding the cross-sectional
predictability of country equity returns. The studies not only documented country-level …

The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US

Y Guo, J Li, Y Li, W You - Energy Economics, 2021 - Elsevier
This paper explores the quantile-specific short-and long-term impacts of political risk and
crude oil on stock price, and tests whether the effects are different for China and the US. The …