The impact of the Russia-Ukraine conflict on the connectedness of financial markets
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, European financial markets, and the global commodity markets. We measure the …
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 …
Future directions in international financial integration research-A crowdsourced perspective
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 …
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
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 …
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
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 …
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
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 …
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 …
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
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 …
crude oil on stock price, and tests whether the effects are different for China and the US. The …