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Measuring Geopolitical Risk. (2018). Iacoviello, Matteo.
In: 2018 Meeting Papers.
RePEc:red:sed018:79.

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Cited: 334

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  1. Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Cheng, Sheng ; Liang, Ruibin.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764.

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  2. Exploring the ingredients, mixtures, and inclinations of geopolitical risk. (2024). Kannadhasan, M ; Halder, Abhishek ; Tamilselvan, M.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:90:y:2024:i:c:p:187-206.

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  3. Modeling the Nexus between geopolitical risk, oil price volatility and renewable energy investment; evidence from Chinese listed firms. (2024). Chaudhry, Muhammad Omer ; Sibt, Muhammad ; Zhao, Dong ; Ullah, Irfan ; Waqas, Muhammad ; Ayub, Bakhtawer.
    In: Renewable Energy.
    RePEc:eee:renene:v:225:y:2024:i:c:s0960148124003744.

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  4. Not all are alike: Assessing the effect of geopolitical risk on regional renewable energy development in China. (2024). Lee, Chi-Chuan.
    In: Renewable Energy.
    RePEc:eee:renene:v:222:y:2024:i:c:s0960148123016786.

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  5. The energy transition: The behavior of renewable energy stock during the times of energy security uncertainty. (2024). Yahya, Muhammad ; Schroeder, Leon ; Igeland, Philip ; Uddin, Gazi Salah ; Okhrin, Yarema.
    In: Renewable Energy.
    RePEc:eee:renene:v:221:y:2024:i:c:s0960148123016610.

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  6. Racing towards zero carbon: Unraveling the interplay between natural resource rents, green innovation, geopolitical risk and environmental pollution in BRICS countries. (2024). Liang, Zhentang ; Wang, Wenju ; Zhao, Yunying ; Luo, Peng.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010905.

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  7. Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods. (2024). Zhao, Rongjie ; Nie, HE ; Mo, Bin.
    In: Energy.
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  8. How do political tensions and geopolitical risks impact oil prices?. (2024). Saadaoui, Jamel ; Mignon, Valérie.
    In: Energy Economics.
    RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300717x.

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  9. Geopolitical risks, investor sentiment and industry stock market volatility in China: Evidence from a quantile regression approach. (2024). Shi, Jing ; Guo, Peng.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000640.

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  10. Partisan conflict and corporate credit spreads: The role of political connection. (2024). Wang, Liyao.
    In: Journal of Corporate Finance.
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  11. Forecasting stock volatility with a large set of predictors: A new forecast combination method. (2023). Zhang, Weiguo ; Gong, Xue ; Ye, Xin ; Zhao, Yuan.
    In: Journal of Forecasting.
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  12. Uncertainty?driven oil volatility risk premium and international stock market volatility forecasting. (2023). Yin, Libo ; Su, Zhi ; Miao, Deyu ; Fang, Tong.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:42:y:2023:i:4:p:872-904.

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  13. Geopolitical risk and global financial cycle: Some forecasting experiments. (2023). Salisu, Afees ; Sikiru, Abdulsalam Abidemi ; Omoke, Philip C.
    In: Journal of Forecasting.
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  14. Global factors and the transmission between United States and emerging stock markets. (2023). Farid, Saqib ; Naeem, Muhammad Abubakr ; Taghizadehhesary, Farhad ; Qureshi, Fiza.
    In: International Journal of Finance & Economics.
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  15. Persistence and dependence in geopolitical risks in various developed and developing countries. (2023). Gonzalezblanch, Maria Jesus ; Gilalana, Luis A ; Solarin, Sakiru Adebola.
    In: International Journal of Finance & Economics.
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  16. From financial wealth shocks to ill?health: Allostatic load and overload. (2023). French, Declan.
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    RePEc:wly:hlthec:v:32:y:2023:i:4:p:939-952.

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  17. Dynamic Common Correlated Effects of Geopolitical Risk on International Tourism Arrivals. (2023). Suzana, Herman.
    In: Folia Oeconomica Stetinensia.
    RePEc:vrs:foeste:v:23:y:2023:i:2:p:132-149:n:8.

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  18. How Political Tensions and Geopolitical Risks Impact Oil Prices?. (2023). Saadaoui, Jamel ; Mignon, Valérie.
    In: Working Papers of BETA.
    RePEc:ulp:sbbeta:2023-15.

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  19. How do countries deal with global uncertainty? Domestic ability to absorb shock through the lens of the economic complexity and export diversification. (2023). Schinckus, Christophe ; Nguyen, Canh Phuc.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01478-7.

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  20. The impact of pandemic on dynamic volatility spillover network of international stock markets. (2023). Shao, Liuguo ; Lan, Tingting ; Yuan, Caijun ; Zhang, Hua.
    In: Empirical Economics.
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  21. Interaction among geopolitical risk, trade openness, economic growth, carbon emissions and Its implication on climate change in india. (2023). Odu, Ada Tony ; Riti, Joshua Sunday ; Akadiri, Seyi Saint ; Adebayo, Tomiwa Sunday.
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  22. Text-Based Recession Probabilities. (2023). Mezo, Helena ; Lebastard, Laura ; Minesso, Massimo Ferrari.
    In: IMF Economic Review.
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  23. How political tensions and geopolitical risks impact oil prices?. (2023). Saadaoui, Jamel ; Mignon, Valrie.
    In: Working Papers.
    RePEc:inf:wpaper:2023.07.

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  24. Assessing the Causality Relationship between the Geopolitical Risk Index and the Agricultural Commodity Markets. (2023). Rupeika-Apoga, Ramona ; Spiteri, Jonathan ; Grima, Simon ; Micallef, Joseph.
    In: Risks.
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  25. Does Geopolitical Risk Matter for Sovereign Credit Risk? Fresh Evidence from Nonlinear Analysis. (2023). Aljarba, Shumokh ; Naifar, Nader.
    In: JRFM.
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  26. Forecasting gold volatility with geopolitical risk indices. (2023). Umar, Muhammad ; Liang, Chao ; Guo, Qiang.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002434.

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  27. How do economic policy uncertainty and geopolitical risk drive Bitcoin volatility?. (2023). ben Haj, Hayet ; ben Nouir, Jihed.
    In: Research in International Business and Finance.
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  28. Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective. (2023). Shahzad, Umer ; Cifuentes-Faura, Javier ; Si, Kamel ; Lorente, Daniel Balsalobre.
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  29. Geopolitical risks and tourism stocks: New evidence from causality-in-quantile approach. (2023). le Roux, Sara ; Raheem, Ibrahim D.
    In: The Quarterly Review of Economics and Finance.
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  30. Sustainable energy development in an era of geopolitical multi-crisis. Applying productivity indices within institutional framework. (2023). HALKOS, GEORGE ; Stavros, Panagiotis.
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  31. How do economic policy uncertainty, geopolitical risk, and natural resources rents affect economic complexity? Evidence from advanced and emerging market economies. (2023). To, Trung Thanh ; Chu, Lan Khanh ; Hoang, Dung Phuong.
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  32. Energy security analysis in a geopolitically volatile world: A causal study. (2023). Cifuentes-Faura, Javier ; Khurshid, Adnan ; Khan, Khalid.
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  33. The reaction of the metal and gold resource planning in the post-COVID-19 era and Russia-Ukrainian conflict: Role of fossil fuel markets for portfolio hedging strategies. (2023). Mentel, Urszula ; Sharma, Gagan Deep ; Doan, Buhari ; Khalfaoui, Rabeh ; Si, Kamel.
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  34. Managing natural resource prices in a geopolitical risk environment. (2023). Mzoughi, Hela ; Guesmi, Khaled ; Benkraiem, Ramzi ; Aloui, Donia.
    In: Resources Policy.
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  35. Relationships among geopolitical risk, trade policy uncertainty, and crude oil import prices: Evidence from China. (2023). Zhang, Xiaoyu ; Song, Yuegang ; Hu, Guoheng.
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  36. The time-varying impact of uncertainty on oil market fear: Does climate policy uncertainty matter?. (2023). Liu, Hong ; Xiao, Jihong.
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  37. Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach. (2023). Ozkan, Oktay ; Saleem, Asima ; Khan, Nasir.
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  38. Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective. (2023). Nakonieczny, Joanna ; Tiwari, Sunil ; Si, Kamel ; Shahzad, Umer ; Nesterowicz, Renata.
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  39. Gold risk premium estimation with machine learning methods. (2023). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D.
    In: Journal of Commodity Markets.
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  40. Does commodity price uncertainty matter for the cost of credit? Evidence from developing and advanced economies. (2023). Karadimitropoulou, Aikaterini ; Alshalahi, Jebreel ; Triantafyllou, Athanasios ; Bermpei, Theodora.
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  41. Equity market connectedness across regimes of geopolitical risks: Historical evidence and theory. (2023). Miescu, Mirela ; Jalloul, Maya.
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  42. Global financial stress index and long-term volatility forecast for international stock markets. (2023). Huynh, Luu Duc Toan ; Luo, Qin ; Liang, Chao.
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  43. Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret.
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  44. Geopolitical, economic uncertainty and bank risk: Do CEO power and board strength matter?. (2023). Wang, Peng ; Shahab, Yasir ; Jiang, Ping ; Shabir, Mohsin.
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  45. Does energy security improve renewable energy? A geopolitical perspective. (2023). Qin, Meng ; Khurshid, Adnan ; Su, Chi Wei ; Khan, Khalid.
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  47. The impact of geopolitical risk on the behavior of oil prices and freight rates. (2023). Gil-Alana, Luis ; Romero, Maria Fatima ; Monge, Manuel.
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  48. Investment in renewable energy and electricity output: Role of green finance, environmental tax, and geopolitical risk: Empirical evidence from China. (2023). Abbas, Jaffar ; Najam, Hina ; Pawar, Puja Sunil ; ben Belgacem, Samira ; Wang, Lisu.
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  49. Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong.
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  50. Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie.
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  60. Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market.. (2022). Saadaoui, Jamel ; Mignon, Valerie ; Cai, Yifei.
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  61. Does the impact of geopolitical risk reduce with the financial structure of an economy? A perspective from market vs. bank-based emerging economies. (2022). Ordu-Akkaya, Beyza Mina ; Ugurlu-Yildirim, Ecenur.
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  66. Analyzing the Nexus Between Geopolitical Risk, Policy Uncertainty, and Tourist Arrivals: Evidence From the United States. (2022). Ajmi, Ahdi Noomen ; Doaan, Buhari ; Shah, Muhammad Ibrahim ; Ramzan, Muhammad ; Shahzad, Umer.
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  68. Geopolitical risks, GDP and tourism: an ARDL-ECM cointegration study on Ukraine. (2022). Ari, Yilmaz Onur ; Sayar, Ramazan ; Stryzhak, Olena.
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  70. Is Geopolitical Risk Powerful Enough to Affect Carbon Dioxide Emissions? Evidence from China. (2022). Jiang, Cui-Feng ; Kan, Jia-Min ; Wang, Kai-Hua ; Su, Chi-Wei.
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  71. Tracing the Optimal Level of Political and Social Change under Risks and Uncertainties: Some Lessons from Ancient Sparta and Athens. (2022). Kyriazis, Nicholas C ; Halkos, George E.
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  72. Geopolitical Risk as a Determinant of Renewable Energy Investments. (2022). Plakandaras, Vasilios ; Pistikou, Victoria ; Flouros, Floros.
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  74. Correlation between geopolitical risk, economic policy uncertainty, and Bitcoin using partial and multiple wavelet coherence in P5 + 1 nations. (2022). Bhardwaj, Nav ; Bansal, Pooja ; Singh, Sanjeet.
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  75. Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks. (2022). Guo, Jiaqi ; Long, Shaobo.
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  76. Is oil risk important for commodity-related currency returns?. (2022). Lu, Man ; Su, Zhi ; Yin, Libo.
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    RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002257.

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  77. Islamic Stock indices and COVID-19 pandemic. (2022). Salisu, Afees ; Shaik, Muneer.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:80:y:2022:i:c:p:282-293.

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  78. Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach. (2022). Gong, XU ; Cheng, Yuxiang ; Shui, Aojie ; Wen, Fenghua.
    In: International Review of Economics & Finance.
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  79. Time-varying geopolitical risk and oil prices. (2022). Hailemariam, Abebe ; Ivanovski, Kris.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:77:y:2022:i:c:p:206-221.

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  80. Renewable energy in prism of technological innovation and economic uncertainty. (2022). Chang, Tsangyao ; Umar, Muhammad ; Khan, Khalid ; Su, Chi-Wei.
    In: Renewable Energy.
    RePEc:eee:renene:v:189:y:2022:i:c:p:467-478.

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  81. Uncertainty and gender inequality: A global investigation. (2022). Nguyen, Canh Phuc.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:86:y:2022:i:c:p:31-47.

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  82. Economic policy uncertainty and price pass-through effect of exchange rate in China. (2022). Hong, Songzhi ; Pan, Changchun ; Wang, Lijun.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001391.

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  83. Geopolitical risk and corporate innovation: Evidence from China. (2022). Zhou, Fangzhao ; Yang, Liuyong ; Jia, Shaoqing.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:66:y:2022:i:c:s1042444x22000433.

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  84. Forecasting crude oil market volatility: A newspaper-based predictor regarding petroleum market volatility. (2022). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi ; Song, Yixuan.
    In: Resources Policy.
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  85. Exploring the influence of the main factors on the crude oil price volatility: An analysis based on GARCH-MIDAS model with Lasso approach. (2022). Zhao, Jing.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004743.

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  86. Can precious metals hedge geopolitical risk? Fresh sight using wavelet coherence analysis. (2022). Cao, Yan ; Zhang, Zongyou ; Cheng, Sheng.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004159.

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  87. Do gold, oil, equities, and currencies hedge economic policy uncertainty and geopolitical risks during covid crisis?. (2022). Kamal, Javed Bin ; Wohar, Mark.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003646.

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  88. Effects of fundamentals, geopolitical risk and expectations factors on crude oil prices. (2022). Visalakshmi, S ; Manickavasagam, Jeevananthan ; Gkillas, Konstantinos.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003324.

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  89. Do pandemic, trade policy and world uncertainties affect oil price returns?. (2022). Sousa, Ricardo ; Sharmi, Rubaiya Zaman ; Wadstrom, Christoffer ; Uddin, Gazi Salah ; Hammoudeh, Shawkat.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001532.

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  90. Presidential honeymoons, political cycles and the commodity market. (2022). Idilbi, Yasmeen ; Qadan, Mahmoud.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722000800.

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  91. The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach. (2022). Gao, Wang ; Niu, Zibo ; Yang, Cai.
    In: Resources Policy.
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  92. Modeling global real economic activity: Evidence from variable selection across quantiles. (2022). Stolbov, Mikhail ; Shchepeleva, Maria.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:25:y:2022:i:c:s1703494921000438.

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  93. Spillovers among energy commodities and the Russian stock market. (2022). Lorusso, Marco ; Costola, Michele.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000071.

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  94. Uncertainty-dependent and sign-dependent effects of oil market shocks. (2022). Okimoto, Tatsuyoshi ; Tran, Trung Duc ; Nguyen, Bao H.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000404.

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  95. Policy uncertainty in Japan. (2022). Davis, Steven ; Miake, Naoko ; Ito, Arata ; Arbatli, Elif C.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:64:y:2022:i:c:s0889158322000028.

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  96. What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254.

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  97. The diplomacy discount in global syndicated loans. (2022). Politsidis, Panagiotis ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Gu, Xian.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001935.

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  98. Salience theory and the cross-section of stock returns: International and further evidence. (2022). Zaremba, Adam ; Cakici, Nusret.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:146:y:2022:i:2:p:689-725.

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  99. Adopting big data to create an “outside-in” global perspective of guanxi. (2022). Barnes, Bradley R ; Sharma, Piyush.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:139:y:2022:i:c:p:614-628.

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  100. Understanding the transmission of COVID-19 news to French financial markets in early 2020. (2022). Thorbecke, Willem.
    In: International Economics.
    RePEc:eee:inteco:v:170:y:2022:i:c:p:103-114.

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  101. Searching the nature of uncertainty: Macroeconomic and financial risks VS geopolitical and pandemic risks. (2022). Himounet, Nicolas.
    In: International Economics.
    RePEc:eee:inteco:v:170:y:2022:i:c:p:1-31.

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  102. Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns. (2022). Bouri, Elie ; Zhou, Wenyu ; Zaremba, Adam ; Long, Huaigang.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:61:y:2022:i:c:s1386418122000295.

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  103. An interesting finding about the ability of geopolitical risk to forecast aggregate equity return volatility out-of-sample. (2022). Nonejad, Nima.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pb:s154461232200037x.

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  104. Disaster risk matters in the bond market. (2022). Zhu, Xiaoneng ; Ying, Chengwei ; Su, Hao.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612322000800.

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  105. Do economic policy uncertainty indices matter in joint volatility cycles between U.S. and Japanese stock markets?. (2022). Chang, Kuang-Liang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005304.

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  106. Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries. (2022). Choi, Sun-Yong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004451.

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  107. Geopolitical risk and bank stability. (2022). Iyke, Bernard Njindan ; Tran, Vuong Thao ; Bach, Dinh Hoang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004402.

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  108. Forecasting crude oil price volatility out-of-sample using news-based geopolitical risk index: What forms of nonlinearity help improve forecast accuracy the most?. (2022). Nonejad, Nima.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003408.

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  109. The impacts of rare disasters on asset returns and risk premiums in advanced economies (1870–2015). (2022). Nguyenhuu, Tam.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321001999.

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  110. Oil price uncertainty and corporate cash holdings: Global evidence. (2022). Alsubaiei, Bader Jawid ; Alomran, Abdulaziz Ahmed.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000837.

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  111. Exchange rate return predictability in times of geopolitical risk. (2022). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Iyke, Bernard Njindan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000692.

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  112. Geopolitical risk and environmental degradation in BRICS: Aggregation bias and policy inference. (2022). Riti, Miriam-Kamah J ; Shu, Yang.
    In: Energy Policy.
    RePEc:eee:enepol:v:166:y:2022:i:c:s030142152200235x.

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  113. Geopolitical risk and Chinas oil security. (2022). Du, Zhili ; Sun, YI ; Gong, XU.
    In: Energy Policy.
    RePEc:eee:enepol:v:163:y:2022:i:c:s0301421522000817.

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  114. Not all political relation shocks are alike: Assessing the impacts of US–China tensions on the oil market. (2022). Saadaoui, Jamel ; Mignon, Valérie ; Cai, Yifei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003498.

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  115. Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks. (2022). Sohag, Kazi ; Mariev, Oleg ; Hammoudeh, Shawkat ; Elsayed, Ahmed H ; Safonova, Yulia.
    In: Energy Economics.
    RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002341.

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  116. Geopolitical risk and dynamic connectedness between commodity markets. (2022). Xu, Jun ; Gong, XU.
    In: Energy Economics.
    RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001979.

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  117. Forecasting crude oil prices with shrinkage methods: Can nonconvex penalty and Huber loss help?. (2022). Zhang, Yue-Jun ; Xing, Li-Min.
    In: Energy Economics.
    RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001852.

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  118. Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions. (2022). Zhong, Juandan ; Bouri, Elie ; Ma, Feng ; Wang, Jiqian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000846.

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  119. Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements. (2022). Vega, Clara ; Scotti, Chiara ; Gardner, Ben.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:231:y:2022:i:2:p:387-409.

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  120. Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach. (2022). Olaniran, Abeeb ; Lasisi, Lukman ; Ogbonna, Ahamuefula E ; Salisu, Afees A.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001024.

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  121. A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy. (2022). Hamori, Shigeyuki ; Zhang, Yulian.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:76:y:2022:i:c:p:182-203.

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  122. The roles of oil shocks and geopolitical uncertainties on China’s green bond returns. (2022). Li, Ding ; Tang, Huayun ; Lee, Chi-Chuan.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:74:y:2022:i:c:p:494-505.

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  123. Relationship Between Geopolitical Risk In Major Oil Producing Countries and Oil Price. (2022). Thomas, Wai Kee ; Alpha, Tin Hei.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2022-05-14.

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  124. A Positive Effect of Uncertainty Shocks on the Economy: Is the Chase Over ?. (2022). Himounet, Nicolas ; Vauday, Julien ; Serranito, Francisco.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2022-26.

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  125. Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market. (2022). Saadaoui, Jamel ; Cai, Yifei ; Mignon, Valerie.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2022-19.

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  126. Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market. (2022). Saadaoui, Jamel ; Mignon, Valerie ; Cai, Yifei.
    In: Working Papers.
    RePEc:cii:cepidt:2022-07.

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  127. Backcasting world trade growth using data reduction methods. (2022). Darné, Olivier ; Charles, Amelie.
    In: The World Economy.
    RePEc:bla:worlde:v:45:y:2022:i:10:p:3169-3191.

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  128. The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula. (2022). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:84:y:2022:i:1:p:21-56.

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  129. Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli.
    In: Papers.
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  130. Economic Policy Uncertainty Index: Extension and optimization of Scott R. Baker, Nicholas Bloom and Steven J. Daviss search term. (2021). Brandt, Richard.
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  131. The information content of uncertainty indices for natural gas futures volatility forecasting. (2021). Zeng, Qing ; Wang, LU ; Ma, Feng ; Liang, Chao.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:40:y:2021:i:7:p:1310-1324.

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  132. Macrofinancial linkages in Europe: Evidence from quantile local projections. (2021). Shchepeleva, Maria ; Stolbov, Mikhail.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5557-5569.

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  133. Determinants of financial stress in emerging market economies: Are spatial effects important?. (2021). Onder, Ozlem A ; Kosedali, Begum Yurteri.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4653-4669.

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  134. Are Happier Nations More Responsible? Examining the Link Between Happiness and Sustainability. (2021). Mertzanis, Charilaos ; Elmassah, Suzanna ; el Massah, Suzanna ; Sameer, Yomna M ; El-Maghraby, Lujain.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
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  135. The causal nexus of geopolitical risks, consumer and producer confidence indexes: evidence from selected economies. (2021). Alola, Andrew ; Akda, Saffet ; Pehlivanolu, Ferhat.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:55:y:2021:i:4:d:10.1007_s11135-020-01053-y.

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  136. FDI, growth and trade partisan conflict in the US: TVP-BVAR approach. (2021). Cai, Yifei ; Menegaki, Angeliki.
    In: Empirical Economics.
    RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01795-1.

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  137. The impact of CHF/EUR exchange rate uncertainty on Swiss exports to the Eurozone: evidence from a threshold VAR. (2021). Loermann, Julius.
    In: Empirical Economics.
    RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01780-8.

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  138. Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk. (2021). Helmi, Mohamad Husam ; Elsayed, Ahmed H.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:305:y:2021:i:1:d:10.1007_s10479-021-04081-5.

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  139. Revisiting Bitcoin Price Behavior Under Global Economic Uncertainty. (2021). Koseoglu, Sinem Derindere ; Sun, Jiluo ; Khan, Khalid ; Rehman, Ashfaq U.
    In: SAGE Open.
    RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211040411.

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  140. The Impact of Global Uncertainties on Economic Growth: Evidence from the US Economy (1996: Q1-2018: Q4). (2021). Elk, Ali Kemal ; Yalinkaya, Omer.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2021:i:2:p:35-54.

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  141. Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests. (2021). GUPTA, RANGAN ; Apergis, Nicholas ; Gavriilidis, Konstantinos.
    In: Working Papers.
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  142. Exchange Rate Jumps and Geopolitical Risks. (2021). GUPTA, RANGAN ; Vortelinos, Dimitrios ; Konstantatos, Christoforos ; Gkillas, Konstantinos.
    In: Working Papers.
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  143. Spillover effects from China and the US to global emerging markets: a dynamic analysis. (2021). Bonga-Bonga, Lumengo ; Mpoha, Salifya.
    In: MPRA Paper.
    RePEc:pra:mprapa:109349.

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  144. Spillovers among Energy Commodities and the Russian Stock Market. (2021). Lorusso, Marco ; Costola, Michele.
    In: MPRA Paper.
    RePEc:pra:mprapa:108990.

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  145. Leviathan as foreign investor: Geopolitics and sovereign wealth funds. (2021). Weiner, Robert J ; Wang, DI ; Jandhyala, Srividya ; Li, Quan.
    In: Journal of International Business Studies.
    RePEc:pal:jintbs:v:52:y:2021:i:7:d:10.1057_s41267-021-00415-4.

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  146. Searching for the Nature of Uncertainty: Macroeconomic VS Financial. (2021). Himounet, Nicolas.
    In: Working Papers.
    RePEc:inf:wpaper:2021.05.

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  147. Uncertainty is bad for Business. Really?. (2021). Vauday, Julien ; Serranito, Francisco ; Himounet, Nicolas.
    In: Working Papers.
    RePEc:inf:wpaper:2021.03.

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  148. Pricing Protest: The Response of Financial Markets to Social Unrest. (2021). Igan, Deniz ; Bondar, Mariia ; Barrett, Philip ; Chivakul, Mali ; Chen, Sophia.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2021/079.

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  149. Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Oros, Cornel ; Albulescu, Claudiu ; Mina, Michel.
    In: Working Papers.
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  150. Geopolitical-Risk and Economic Policy—Uncertainty Impacts on Tourist Flows from Neighboring Countries: A Wavelet Analysis. (2021). Kim, Insin ; Kazakova, Alisa.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:24:p:13751-:d:701539.

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  151. Do Economic Policy Uncertainty and Geopolitical Risk Lead to Environmental Degradation? Evidence from Emerging Economies. (2021). Lean, Hooi Hooi ; Alola, Andrew ; Anser, Muhammad Khalid ; Ahmad, Munir ; Syed, Qasim Raza.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:11:p:5866-:d:560588.

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  152. The Exposure of French and South Korean Firm Stock Returns to Exchange Rates and the COVID-19 Pandemic. (2021). Thorbecke, Willem.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:154-:d:528131.

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  153. The Impact of Israeli and Saudi Arabian Geopolitical Risks on the Lebanese Financial Market. (2021). Mansour-Ichrakieh, Layal.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:94-:d:507601.

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  154. Baltic Offshore Wind Energy Development—Poland’s Public Policy Tools Analysis and the Geostrategic Implications. (2021). Ksiopolski, Krzysztof ; Proniska, Kamila.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:16:p:4883-:d:611740.

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  155. The Dynamic Spillover Effects of Macroeconomic and Financial Uncertainty on Commodity Markets Uncertainties. (2021). Gouider, Abdessalem ; Mezghani, Imed ; ben Haddad, Hedi.
    In: Economies.
    RePEc:gam:jecomi:v:9:y:2021:i:2:p:91-:d:575121.

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  156. Macroeconomic and Financial Risks: A Tale of Mean and Volatility. (2021). Zhong, Molin ; Scotti, Chiara ; Caldara, Dario.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1326.

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  157. Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements. (2021). Vega, Clara ; Scotti, Chiara ; Gardner, Benjamin.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2021-74.

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  158. Understanding the Transmission of COVID-19 News to French Financial Markets. (2021). Thorbecke, Willem.
    In: Discussion papers.
    RePEc:eti:dpaper:21037.

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  159. Emerging market exchange rates during quantitative tapering: The effect of US and domestic news. (2021). Tamgac, Unay.
    In: Research in International Business and Finance.
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  160. Insurance and geopolitical risk: Fresh empirical evidence. (2021). Nakhli, Mohamed Sahbi ; Hemrit, Wael.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:82:y:2021:i:c:p:320-334.

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  161. Geopolitical risk and volatility spillovers in oil and stock markets. (2021). Smales, Lee.
    In: The Quarterly Review of Economics and Finance.
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  162. Does geopolitical risk uncertainty strengthen or depress cash holdings of oil enterprises? Evidence from China. (2021). Yue, Xiao-Guang ; Shao, Xue-Feng ; Mirza, Nawazish ; Xiong, De-Ping ; Wang, Kai-Hua.
    In: Pacific-Basin Finance Journal.
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  163. Does geopolitical risk matter for corporate investment? Evidence from emerging countries in Asia. (2021). Tran, Thao Phuong ; Le, Anh-Tuan.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:62:y:2021:i:c:s1042444x2100027x.

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  164. Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries. (2021). Tiwari, Aviral ; Khalfaoui, Rabeh ; Kumar, Satish.
    In: Resources Policy.
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  165. Economic drivers of commodity volatility: The case of copper. (2021). Hansen, Erwin ; Cabrera, Gabriel ; Diaz, Juan D.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s030142072100235x.

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  166. (A)symmetric time-varying effects of uncertainty fluctuations on oil price volatility: A nonlinear ARDL investigation. (2021). Kisswani, Khalid.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002233.

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  167. Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?. (2021). Charif, Husni ; Assaf, Ata ; Mokni, Khaled.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001264.

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  168. The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis. (2021). Huang, Jianbai ; Ding, Qian ; Zhang, Hongwei.
    In: Resources Policy.
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  169. Analyzing the impacts of geopolitical risk and economic uncertainty on natural resources rents. (2021). Luni, Tania ; Majeed, Muhammad Tariq ; Dogan, Eyup.
    In: Resources Policy.
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  170. The day-of-the-week-effect on the volatility of commodities. (2021). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud.
    In: Resources Policy.
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  171. Dynamic spillovers of geopolitical risks and gold prices: New evidence from 18 emerging economies. (2021). Chen, Jinyu ; Huang, Jianbai ; Li, Yingli.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309685.

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  172. Analyzing the (a)symmetric impacts of oil price, economic policy uncertainty, and global geopolitical risk on exchange rate. (2021). Elian, Mohammad I ; Kisswani, Khalid M.
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  173. Financial crises: Uncovering self-organized patterns and predicting stock markets instability. (2021). Pammolli, F ; Pecora, N ; Flori, A ; Spelta, A.
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  174. A comparison of monthly global indicators for forecasting growth. (2021). Guérin, Pierre ; Guerin, Pierre ; Baumeister, Christiane.
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  175. Forecasting macroeconomic risks. (2021). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias ; Adams, Patrick A.
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  176. On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M.
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  177. To hedge or not to hedge: Carry trade dynamics in the emerging economies. (2021). Ozyildirim, Suheyla ; Geyiki, Utku Bora.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000779.

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  178. The SKEW index: Extracting what has been left. (2021). Tunaru, Radu ; Bevilacqua, Mattia.
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    RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301194.

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  179. Forecasting oil price volatility using spillover effects from uncertainty indices. (2021). Filis, George ; Degiannakis, Stavros ; Chatziantoniou, Ioannis ; Delis, Panagiotis.
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    RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320316998.

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  180. Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty. (2021). GUPTA, RANGAN ; Bouri, Elie.
    In: Finance Research Letters.
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  181. How world uncertainties and global pandemics destabilized food, energy and stock markets? Fresh evidence from quantile on quantile regressions. (2021). Meo, Muhammad ; Chowdhury, Mohammad Ashraful Ferdous ; Ferdous, Mohammad Ashraful ; Aloui, Chaker.
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    RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001009.

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  182. Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang.
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  183. The impact of geopolitical uncertainty on energy volatility. (2021). Xu, Yang ; Han, Liyan ; Liu, Yang.
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    RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000855.

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  184. Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Suleman, Muhammed Tahir ; Boachie, Micheal Kofi.
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  185. Does renewable energy redefine geopolitical risks?. (2021). Zhang, Weike ; Umar, Muhammad ; Khan, Khalid ; Su, Chi-Wei.
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  186. Research on imbalance between supply and demand in Chinas natural gas market under the double-track price system. (2021). Wang, Yabo ; Zhang, Xuejun ; Lu, Quanying ; Chai, Jian.
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  187. Commodity prices and global economic activity: A derived-demand approach. (2021). Gaglianone, Wagner ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira ; Duarte, Angelo Mont'Alverne ; Angelo Mont'alverne Duarte, .
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  188. Does geopolitical risk promote mergers and acquisitions of listed companies in energy and electric power industries. (2021). Lu, Guangxi ; Liu, Jie ; Liang, Yue ; Shen, Huayu.
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  189. Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima.
    In: Energy Economics.
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  190. Machine learning and oil price point and density forecasting. (2021). Issler, João ; Gaglianone, Wagner ; Cavalcanti, Pedro ; Bonnet, Alexandre ; Lin, Yihao ; Teixeira, Osmani.
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  191. The macro effects of GPR and EPU indexes over the global oil market—Are the two types of uncertainty shock alike?. (2021). Zhu, Zixiang ; Gu, Xin ; Yu, Minli.
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  192. Policy uncertainty in Scandinavian countries. (2021). Hagspiel, Verena ; Sendstad, Lars H ; Kleiven, Lars Erik ; Verlo, Emil Johan.
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  193. Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Yoon, Seong-Min ; Lee, Yun-Jung.
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  194. The impact of economic uncertainty and geopolitical risks on bank credit. (2021). Demir, Ender ; Danisman, Gamze Ozturk.
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  195. Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi.
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  196. Policy-related risk and corporate financing behavior: Evidence from China’s listed companies. (2021). Lee, Chien-Chiang ; Xiao, Shunyi.
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  197. Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises. (2021). Chevallier, Julien ; Deng, Yuanyue ; Lin, Renda ; Zhu, BO ; Chen, Pingshe.
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  198. Investigating the asymmetric impact of oil prices on GCC stock markets. (2021). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Kanaan, Oussama ; ben Naceur, Sami ; Bennaceur, Sami .
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  199. The impact of mixed-frequency geopolitical risk on stock market returns. (2021). Yang, Chunpeng.
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  200. Overinvestment and macroeconomic uncertainty: Evidence from renewable and non-renewable resource firms. (2021). Okimoto, Tatsuyoshi ; Irawan, Denny.
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  201. Text-based recession probabilities. (2021). Minesso Ferrari, Massimo ; le Mezo, Helena.
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  202. Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Oros, Cornel ; Albulescu, Claudiu ; Mina, Michel.
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  203. Uncertainty, Risk, and Price-Setting: Evidence from CPI Microdata. (2021). Canales, Mario ; Lopez-Martin, Bernabe.
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  204. Cyclicality of Uncertainty and Disagreement. (2021). Zohar, Osnat.
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  205. Global Uncertainty. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni.
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  206. The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil. (2021). Cross, Jamie ; Tran, Trung Duc ; Nguyen, Bao H.
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  207. Diversification, Khashoggi, and Saudi Arabia’s Public Investment Fund. (2021). McPhersonsmith, Oliver.
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  208. Risk, uncertainty and the tourism sector of North Africa. (2021). Istiak, Khandokar.
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  209. Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre.
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  210. Geopolitical Risk and the Return Volatility of Islamic Stocks in Indonesia and Malaysia - A GARCH-MIDAS Approach. (2021). Salisu, Afees ; Ogunsiji, Muritala O ; Ndako, Umar B.
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  211. Geo-political conflicts, economic sanctions and international knowledge flows. (2021). Mitze, Timo ; Makkonen, Teemu.
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  212. Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Albulescu, Claudiu ; Oros, Cornel ; Mina, Michel.
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  215. Oil jump risk. (2020). Ebrahimi, Nima ; Pirrong, Craig.
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  216. Business conditions, uncertainty shocks and Bitcoin returns. (2020). Wang, Gang-Jin ; Wen, Dan-Yan ; Jiang, Yong ; Yang, Xiao-Guang.
    In: Evolutionary and Institutional Economics Review.
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  217. Effects of Global Economic, Political and Geopolitical Uncertainties on the Turkish Economy: A SVAR Analysis. (2020). Datan, Muhammet ; Yalinkaya, Omer .
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  218. Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Vo, Xuan Vinh.
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  219. The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier. (2020). Mansour-Ichrakieh, Layal.
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  220. The Diplomacy Discount in Global Syndicated Loans. (2020). Politsidis, Panagiotis ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Gu, Xian.
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  221. The Diplomacy Discount in Global Syndicated Loans. (2020). Hasan, Iftekhar ; Gu, Xian ; Ambrocio, Gene.
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  222. Fear of Hazards in Commodity Futures Markets. (2020). Miffre, Joelle ; Gonzalez-Fernandez, Marcos ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian.
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  223. A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). Guérin, Pierre ; Baumeister, Christiane.
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  224. Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K.
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  225. Investigating the Asymmetric Impact of Oil Prices on GCC Stock Markets. (2020). Rault, Christophe ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami ; ben Cheikh, Nidhaleddine.
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  226. Populism, Political Risk and the Economy: Lessons from Italy. (2020). Schiantarelli, Fabio ; Brianti, Marco ; Brancati, Emanuele ; Balduzzi, Pierluigi.
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  227. Fear of Hazards in Commodity Futures Markets. (2020). Miffre, Joelle ; Gonzalez-Fernandez, Marcos ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian.
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  228. Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K.
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  229. Geopolitical Risk and Tourism Stocks of Emerging Economies. (2020). Shahzad, Syed Jawad Hussain ; Naeem, Muhammad Abubakr ; Hasan, Mudassar ; Nor, Safwan Mohd ; Arif, Muhammad.
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  230. Do Tense Geopolitical Factors Drive Crude Oil Prices?. (2020). Zhong, Junhao ; Huang, Zhehao ; Li, Fen ; Albitar, Khaldoon.
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  231. Forecasting Macroeconomic Risks. (2020). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias ; Adams, Patrick A.
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  232. What is Certain about Uncertainty?. (2020). Sarisoy, Cisil ; Rodriguez, Marius ; Rogers, John ; Ma, Sai ; Jahan-Parvar, Mohammad ; Grishchenko, Olesya ; Datta, Deepa ; Cascaldi-Garcia, Danilo ; del Giudice, Marius ; Loria, Francesca ; Londono, Juan M ; Revil, Thiago ; Zer, Ilknur.
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  233. When it Rains it Pours: Cascading Uncertainty Shocks. (2020). Tamoni, Andrea ; Hsu, Alex ; Diercks, Anthony M.
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  234. The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing.
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  235. Overinvestment and Macroeconomic Uncertainty: Evidence from Renewable and Non-Renewable Resource Firms. (2020). Tatsuyoshi, Okimoto ; Irawan, Denny.
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  236. Financial volatility and economic growth, 1870-2016. (2020). Zer, Ilknur ; Valenzuela, Marcela ; Danielsson, Jon.
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  237. Asymmetric network connectedness of fears. (2020). Baruník, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia ; Barunik, Jozef.
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  238. Geopolitical risk and corporate cash holdings in the shipping industry. (2020). Maneenop, Sakkakom ; Kotcharin, Suntichai.
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  239. Monetary policy uncertainty. (2020). Rogers, John ; Husted, Lucas ; Sun, BO.
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  240. Macro factors and the realized volatility of commodities: A dynamic network analysis. (2020). Zhang, Dayong ; Wei, Lijian ; Ji, Qiang ; Hu, Min.
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  241. The effects of geopolitical risks on the stock dynamics of Chinas rare metals: A TVP-VAR analysis. (2020). Chen, Jin-Yu ; Huang, Jian-Bai ; Zhou, Mei-Jing.
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  242. How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Jermsittiparsert, Kittisak ; Sarwat, Salman ; Godil, Danish Iqbal.
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  243. The international effects of global financial uncertainty shocks. (2020). Ricci, Martino ; Bonciani, Dario.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301923.

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  244. On the (Changing) asymmetry of global spillovers: Emerging markets vs. advanced economies. (2020). arezki, rabah ; Liu, Yang.
    In: Journal of International Money and Finance.
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  22. Hassan, T. A., S. Hollander, A. Tahoun, and L. van Lent (2016): “Aggregate and Idiosyncratic Political Risk: Measurement and Effects,” Available at SSRN 2838644.
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  23. Huntington, S. P. (1997): The clash of civilizations and the remaking of world order. Penguin Books India.
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  24. Jackson, M. O., and M. Morelli (2011): “The reasons for wars: an updated survey,” The handbook on the political economy of war, 34.
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  25. Jetter, M. (2017): “The effect of media attention on terrorism,” Journal of Public Economics, 153, 32 – 48.

  26. Ludvigson, S. C., S. Ma, and S. Ng (2015): “Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?,” NBER Working Papers 21803, National Bureau of Economic Research, Inc.

  27. Moretti, E., C. Steinwender, and J. Van Reenen (2014): “The intellectual spoils of war? Defense R&D, productivity and spillovers,” Discussion paper, Working Paper, London School of Economics.

  28. Pastor, L., and P. Veronesi (2013): “Political uncertainty and risk premia,” Journal of Financial Economics, 110(3), 520 – 545.

  29. Saiz, A., and U. Simonsohn (2013): “Proxying for unobservable variables with internet document-frequency,” Journal of the European Economic Association, 11(1), 137–165.

  30. Scotti, C. (2016): “Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises,” Journal of Monetary Economics, 82(C), 1–19.

  31. Tavares, J. (2004): “The open society assesses its enemies: shocks, disasters and terrorist attacks,” Journal of Monetary Economics, 51(5), 1039 – 1070.

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Cocites

Documents in RePEc which have cited the same bibliography

  1. Uncertainty and Cross-Border Banking Flows. (2018). Furceri, Davide ; Choi, Sangyup.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/004.

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  2. Emerging Market Corporate Leverage and Global Financial Conditions. (2016). Alter, Adrian ; Elekdag, Selim.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/243.

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  3. Changes in Prudential Policy Instruments — A New Cross-Country Database. (2016). Segalla, Esther ; Correa, Ricardo ; Cerutti, Eugenio ; Fiorentino, Elisabetta.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/110.

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  4. International capital flows to emerging markets: National and global determinants. (2016). Fiess, Norbert ; Byrne, Joseph.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:61:y:2016:i:c:p:82-100.

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  5. Self-oriented monetary policy, global financial markets and excess volatility of international capital flows. (2016). Lombardo, Giovanni ; Devereux, Michael ; Banerjee, Ryan.
    In: BIS Working Papers.
    RePEc:bis:biswps:540.

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  6. Spillovers of the ECBs non-standard monetary policy into CESEE economies. (2016). Colabella, Andrea ; Ciarlone, Alessio.
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v:34:y:2016:i:81:p:175-190.

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  7. Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows. (2015). Offermanns, Christian ; Anaya, Pablo ; Hachula, Michael .
    In: Discussion Papers.
    RePEc:zbw:fubsbe:201535.

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  8. Get ready for the Fed lift-off: The role of macroprudential policy. (2015). Unsal, Filiz ; Ozkan, Gulcin.
    In: Discussion Papers.
    RePEc:yor:yorken:15/25.

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  9. Capital flow waves to and from Switzerland before and after the financial crisis. (2015). Yesin, Pinar.
    In: Working Papers.
    RePEc:szg:worpap:1502.

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  10. Capital flow waves to and from Switzerland before and after the financial crisis. (2015). Yesin, Pinar.
    In: Working Papers.
    RePEc:snb:snbwpa:2015-01.

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  11. Capital Flow Waves to and from Switzerland before and after the Financial Crisis. (2015). Yesin, Pinar ; Yein, Pnar .
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2015-i-2.

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  12. What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino.
    In: Working Paper series.
    RePEc:rim:rimwps:15-23.

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  13. Uncertainty and International Capital Flows. (2015). Siemer, Michael ; Gourio, Francois ; Verdelhan, Adrien.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:880.

    Full description at Econpapers || Download paper

  14. Fed Policy Expectations and Portfolio Flows to Emerging Markets. (2015). Koepke, Robin.
    In: MPRA Paper.
    RePEc:pra:mprapa:63519.

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  15. What Drives Capital Flows to Emerging Markets? A Survey of the Empirical Literature. (2015). Koepke, Robin.
    In: MPRA Paper.
    RePEc:pra:mprapa:62770.

    Full description at Econpapers || Download paper

  16. Institutional Investors Allocation to Emerging Markets: a Panel Approach to Asset Demand. (2015). Bonizzi, Bruno.
    In: MPRA Paper.
    RePEc:pra:mprapa:61784.

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  17. Self-Oriented Monetary Policy, Global Financial Markets and Excess Volatility of International Capital Flows. (2015). Lombardo, Giovanni ; Devereux, Michael ; Banerjee, Ryan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21737.

    Full description at Econpapers || Download paper

  18. Exchange Market Pressure in OECD and Emerging Economies: Domestic vs. External Factors and Capital Flows in the Old and New Normal. (2015). Binici, Mahir ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21662.

    Full description at Econpapers || Download paper

  19. Monetary Policy Spillovers and the Trilemma in the New Normal: Periphery Country Sensitivity to Core Country Conditions. (2015). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21128.

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  20. International Currency Exposures, Valuation Effects, and the Global Financial Crisis. (2015). Shambaugh, Jay ; Lane, Philip ; Bénétrix, Agustín ; Benetrix, Agustin S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20820.

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  21. Sudden Floods, Macroprudential Regulation and Stability in an Open Economy. (2015). Pereira da Silva, Luiz Awazu ; Alper, Koray ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:203.

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  22. Capital Account Policies, IMF Programs and Growth in Developing Regions. (2015). Ncube, Mthuli ; Brixiová, Zuzana ; Bicaba, Zorobabel.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp8774.

    Full description at Econpapers || Download paper

  23. If the Fed Acts, How Do You React? The Liftoff Effect on Capital Flows. (2015). Hannan, Swarnali.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/256.

    Full description at Econpapers || Download paper

  24. International Currency Exposures, Valuation Effects, and the Global Financial Crisis. (2015). Shambaugh, Jay.
    In: Working Papers.
    RePEc:gwi:wpaper:2015-3.

    Full description at Econpapers || Download paper

  25. The Federal Reserve and the Global Economy : a speech at the conference held in honor of Professor Haim Ben-Shahar, former president of Tel Aviv University, Tel Aviv University, Tel Aviv, Israel, May . (2015). Fischer, Stanley.
    In: Speech.
    RePEc:fip:fedgsq:852.

    Full description at Econpapers || Download paper

  26. Monetary Policy Lessons and the Way Ahead : a speech at the Economic Club of New York, New York, New York, March 23, 2015. (2015). Fischer, Stanley.
    In: Speech.
    RePEc:fip:fedgsq:839.

    Full description at Econpapers || Download paper

  27. How Effective are Macroprudential Policies? An Empirical Investigation. (2015). Akinci, Ozge ; Olmstead-Rumsey, Jane .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1136.

    Full description at Econpapers || Download paper

  28. The cyclicality of (bilateral) capital inflows and outflows. (2015). Davis, Jonathan.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:247.

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  29. Global financial market impact of the announcement of the ECBs extended asset purchase programme. (2015). Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:232.

    Full description at Econpapers || Download paper

  30. Spillovers from the ECBs non-standard monetary policies on non-euro area EU countries: evidence from an event-study analysis. (2015). McQuade, Peter ; Falagiarda, Matteo ; Tirpak, Marcel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151869.

    Full description at Econpapers || Download paper

  31. International Currency Exposures, Valuation Effects and the Global Financial Crisis. (2015). Shambaugh, Jay ; Lane, Philip ; Bénétrix, Agustín ; Benetrix, Agustin .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10325.

    Full description at Econpapers || Download paper

  32. The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia. (2015). Moreno Gutiérrez, José ; Moreno Gutiérrez, José ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Espinosa Torres, Juan ; Moreno Gutiérrez, José ; Espinosa-Torres, Juan Andres ; Moreno-Gutierrez, Jose Fernando .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:012609.

    Full description at Econpapers || Download paper

  33. What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1514.

    Full description at Econpapers || Download paper

  34. What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0534.

    Full description at Econpapers || Download paper

  35. Leverage on the buy side. (2015). Moreno, Ramon ; Avalos, Fernando ; Romero, Tania .
    In: BIS Working Papers.
    RePEc:bis:biswps:517.

    Full description at Econpapers || Download paper

  36. Effectiveness of macroprudential and capital flow measures in Asia and the Pacific. (2015). Bruno, Valentina ; Shin, Hyun Song ; Shim, Ilhyock.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:82-13.

    Full description at Econpapers || Download paper

  37. External Shocks, Financial Volatility and Reserve Requirements in an Open Economy. (2015). Pereira da Silva, Luiz Awazu ; Alper, Koray ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard.
    In: Working Papers Series.
    RePEc:bcb:wpaper:396.

    Full description at Econpapers || Download paper

  38. Working Paper - 217 - Capital Account Policies, IMF Programs and Growth in Developing Regions. (2015). Ncube, Mthuli ; Brixiová, Zuzana ; Bicaba, Zorobabel ; Afdb, Afdb.
    In: Working Paper Series.
    RePEc:adb:adbwps:2155.

    Full description at Econpapers || Download paper

  39. CAPITAL ACCOUNT POLICIES, IMF PROGRAMS AND GROWTH IN DEVELOPING REGIONS. (2014). Ncube, Mthuli ; Brixiová, Zuzana ; Bicaba, Zorobabel.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2014-1085.

    Full description at Econpapers || Download paper

  40. ROMANIAN FINANCIAL MARKET’S REACTION TO FED TAPERING TALK DURING 2013. (2014). Panait, Iulian.
    In: Studii Financiare (Financial Studies).
    RePEc:vls:finstu:v:18:y:2014:i:4:p:19-30.

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  41. Latin American Performance to External Shocks: What Has Really Been Sweat?. (2014). Pagliacci, Carolina.
    In: MPRA Paper.
    RePEc:pra:mprapa:57816.

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  42. Gross Private Capital Flows to Emerging Markets; Can the Global Financial Cycle Be Tamed?. (2014). Mondino, Tomas ; Sedik, Tahsin Saadi ; Nier, Erlend.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/196.

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  43. Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets. (2014). Zhang, Longmei ; Ananchotikul, Nasha.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/156.

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  44. Estimating U.S. Cross-Border Securities Positions: New Data and New Methods. (2014). Bertaut, Carol C. ; Judson, Ruth .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1113.

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  45. Re-thinking the lender of last resort. (2014). Bank for International Settlements, .
    In: BIS Papers.
    RePEc:bis:bisbps:79.

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  46. International lender of last resort: some thoughts for the 21st century. (2014). Landau, Jean-Pierre.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:79-10.

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  47. Spillovers from global monetary conditions: recent experience and policy responses in Malaysia. (2014). Singh, Sukhdave .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:78-15.

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  48. What have central banks in EMEs learned about the international transmission of monetary policy in recent years?. (2014). Eduardo J A Lima, ; João Barata R B Barroso, ; Kohlscheen, Emanuel W.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:78-06.

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  49. The Impact of U.S. Monetary Policy Normalization on Capital Flows to Emerging-Market Economies. (2014). Vasishtha, Garima ; Dahlhaus, Tatjana.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-53.

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