[HTML][HTML] Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions

A Bossman, M Gubareva, T Teplova - Finance Research Letters, 2023 - Elsevier
In a nonparametric quantile-on-quantile regression analysis, we study the asymmetric
effects of the Russia-Ukraine geopolitical risk (GPR) on the seven major currencies in terms …

Geopolitical, economic uncertainty and bank risk: do CEO power and board strength matter?

M Shabir, P Jiang, Y Shahab, P Wang - International Review of Financial …, 2023 - Elsevier
This study examines whether economic and geopolitical uncertainties affect bank risk. Using
a sample of 574 banks from 19 countries for 2009–2020, our findings show that increasing …

[HTML][HTML] Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty

IA Adediran, R Swaray - Economic Modelling, 2023 - Elsevier
Economic policy uncertainty (EPU) and geopolitical uncertainty (GPU) can fuel speculation,
flood the carbon trading market with excess allowances, and undermine the scheme's …

[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 …

How do economic policy uncertainty and geopolitical risk drive Bitcoin volatility?

JB Nouir, HBH Hamida - Research in International Business and Finance, 2023 - Elsevier
We investigate how economic policy uncertainty (EPU) and geopolitical risks (GPR) impact
Bitcoin volatility with respect to factors related to type and nationality of uncertainty …

Is geopolitical risk interconnected? Evidence from Russian-Ukraine crisis

S Ahmed, R Assaf, MR Rahman, F Tabassum - The Journal of Economic …, 2023 - Elsevier
Geopolitical risks have a catastrophic effect on financial markets. The Russia-Ukraine crisis
had a significant impact on the stock markets with the effect persisting for a long time after …

How geopolitical risk drives spillover interconnectedness between crude oil and exchange rate markets: Evidence from the Russia-Ukraine war

OM Ohikhuare - Resources Policy, 2023 - Elsevier
This study examines the dynamics of spillover interconnectedness between oil and
exchange rate market in the purview of the Russia-Ukraine war. The study employed the …

The linkage between Bitcoin and foreign exchanges in developed and emerging markets

A BenSaïda - Financial Innovation, 2023 - Springer
This study investigates the connectedness between Bitcoin and fiat currencies in two groups
of countries: the developed G7 and the emerging BRICS. The methodology adopts the …

Impacts of geopolitical risk and economic policy uncertainty on metal futures price volatility: Evidence from China

L Jia, R Xu, J Wu, M Song, X Chen - Resources Policy, 2023 - Elsevier
In recent periods, the global metal trade has faced heightened uncertainty due to evolving
geopolitical events and the dynamism of economic policies. The present study offers a …

Geopolitical risks and financial stress in emerging economies

T NguyenHuu, DK Örsal - The World Economy, 2024 - Wiley Online Library
We investigate the impacts of geopolitical risks (GPRs) on financial stress (FS) in major
emerging economies from 1985 to 2019. Applying a recently developed panel quantile …