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Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries
16 references·3 citing·51 second hopsampled
Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries (2021)Evidence from a multiple and partial wave…What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? (2019)What are the categories of ge…Time-Varying Impact of Geopolitical Risks on Oil Prices (2019)Time-Varying Impact of Geopol…Geopolitical Risk and Volatility Spillovers in Oil and Stock Markets (2019)Geopolitical Risk and Volatil…Geopolitical risk and oil volatility: A new insight (2019)Geopolitical risk and oil vol…Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike? (2019)Do the emerging stock markets…Measuring Geopolitical Risk (2018)Measuring Geopolitical RiskGeopolitical risks and stock market dynamics of the BRICS (2018)Geopolitical risks and stock …Geopolitical risks and the oil-stock nexus over 1899–2016 (2017)Geopolitical risks and the oi…Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries (2013)Political uncertainty and sto…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…The impact of terrorism on financial markets: An empirical study (2010)The impact of terrorism on fi…The price of terror: The effects of terrorism on stock market returns and volatility (2008)The price of terror: The effe…The open society assesses its enemies: shocks, disasters and terrorist attacks (2004)The open society assesses its…The macroeconomic consequences of terrorism (2004)The macroeconomic consequence…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …On the Estimation of Security Price Volatilities from Historical Data (1980)On the Estimation of Security…Does war spread the herding effect in stock markets? Evidence from emerging and developed markets during the Russia-Ukraine war (2024)Does war spread the herding e…Public attention, sentiment and the default of Silicon Valley Bank (2023)Public attention, sentiment a…What do border disputes cost? Evidence from an emerging market (2022)What do border disputes cost?…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)A SENSITIVITY ANALYSIS OF CROSS-COUNTRY GROWTH REGRESSIONS (1991)The Colonial Origins of Comparative Development: An Empirical Investigation (2001)Macroeconomic consequences of terror: theory and the case of Israel (2004)The political economy of terrorism (2006)Domestic versus transnational terrorism: Data, decomposition, and dynamics (2011)The Colonial Origins of Comparative Development: An Empirical Investigation: Reply (2012)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Crime and Punishment: An Economic Approach (1968)Democracy and growth (1996)Fractionalization (2003)Institutions and the losses from natural disasters (2008)What causes terrorism? (2010)The origins of terrorism: Cross-country estimates of socio-economic determinants of terrorism (2011)The Pricing of Options and Corporate Liabilities (1973)The valuation of options for alternative stochastic processes (1976)Estimating betas from nonsynchronous data (1977)Range‐Based Estimation of Stochastic Volatility Models (2002)Forecasting Volatility in Financial Markets: A Review (2003)Volatility forecast comparison using imperfect volatility proxies (2010)A test for independence based on the correlation dimension (1996)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Effects of the geopolitical risks on Bitcoin returns and volatility (2018)Oil price shocks, geopolitical risks, and green bond market dynamics (2020)Multivariate GARCH models: a surveyMultivariate Simultaneous Generalized ARCH (1995)Political uncertainty and risk premia (2013)Geopolitical risk and dynamic connectedness between commodity markets (2022)Investment under Uncertainty (1994)The Impact of Uncertainty Shocks (2009)Measuring Economic Policy Uncertainty* (2016)Energy consumption, economic policy uncertainty and carbon emissions; causality evidence from resource rich economies (2020)The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements (2021)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Multifractal detrended fluctuation analysis of nonstationary time series (2002)Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions (2020)Measuring security price performance (1980)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)Hedging geopolitical risk with precious metals (2020)
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References

  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 1980On the Estimation of Security Price Volatilities from Historical Data1,538 cited
  • 2004The macroeconomic consequences of terrorism688 cited
  • 2018Measuring Geopolitical Risk596 cited
  • 2018Geopolitical risks and stock market dynamics of the BRICS485 cited
  • 2010The impact of terrorism on financial markets: An empirical study417 cited
  • 2017Geopolitical risks and the oil-stock nexus over 1899–2016413 cited
  • 2019What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?354 cited
  • 2004The open society assesses its enemies: shocks, disasters and terrorist attacks322 cited
  • 2019Geopolitical risk and oil volatility: A new insight302 cited
  • 2008The price of terror: The effects of terrorism on stock market returns and volatility289 cited
  • 2019Geopolitical Risk and Volatility Spillovers in Oil and Stock Markets274 cited
  • 2019Time-Varying Impact of Geopolitical Risks on Oil Prices259 cited
  • 2019Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?

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256 cited
  • 2013Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries250 cited
  • Cited by

    • 2022What do border disputes cost? Evidence from an emerging market33 cited
    • 2024Does war spread the herding effect in stock markets? Evidence from emerging and developed markets during the Russia-Ukraine war33 cited
    • 2023Public attention, sentiment and the default of Silicon Valley Bank30 cited