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Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis · Study

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ArticleGeopolitical risks and investor sentiment: Causality and TVP-VAR analysis

Zhifang He2023

Article2023

Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis

101 citations·0/0 files stored·The North American Journal of Economics and Finance

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Market Dynamics and Volatility Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 2006Investor Sentiment and the Cross‐Section of Stock Returns 2022Measuring Geopolitical Risk 2005Time Varying Structural Vector Autoregressions and Monetary Policy 2015Policy Uncertainty and Corporate Investment 2013Political uncertainty and risk premia 2014Investor Sentiment Aligned: A Powerful Predictor of Stock Returns 2018Geopolitical risks and stock market dynamics of the BRICS

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2024Geopolitical risk and renewable energy consumption: Evidence from a spatial convergence perspective 2023Higher-order moment risk spillovers across various financial and commodity markets: Insights from the Israeli–Palestinian conflict 2023RETRACTED: Connectedness and portfolio management between renewable energy tokens and metals: Evidence from TVP-VAR approach 2025Investor sentiment and its implication on global financial markets: a systematic review of literature 2023Exploring Generation Z’s Investment Patterns and Attitudes towards Greenness

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Year2023

Typearticle

Published2023-05-19

VenueThe North American Journal of Economics and Finance

ISSN-L1062-9408

Languageen

Citations101

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.najef.2023.101947

openalex_workW4377089239

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