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Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis
16 references·5 citing·54 second hop
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2022Measuring Geopolitical Risk3,788 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2015Policy Uncertainty and Corporate Investment2,524 cited
  • 2013Political uncertainty and risk premia2,375 cited
  • 2014Investor Sentiment Aligned: A Powerful Predictor of Stock Returns1,129 cited
  • 2018Geopolitical risks and stock market dynamics of the BRICS485 cited
  • 2022Geopolitical risk and dynamic connectedness between commodity markets352 cited
  • 2006War and the World Economy286 cited
  • 2019Geopolitical Risk and Volatility Spillovers in Oil and Stock Markets274 cited
  • 2011Uncertainty averse preferences262 cited
  • 2018Geopolitical Risk and Investment261 cited
  • 2019Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models251 cited
  • 2018Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model150 cited

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2021
The impact of economic uncertainty and geopolitical risks on bank credit
146 cited

Cited by

  • 2024Geopolitical risk and renewable energy consumption: Evidence from a spatial convergence perspective93 cited
  • 2023Higher-order moment risk spillovers across various financial and commodity markets: Insights from the Israeli–Palestinian conflict70 cited
  • 2023RETRACTED: Connectedness and portfolio management between renewable energy tokens and metals: Evidence from TVP-VAR approach69 cited
  • 2025Investor sentiment and its implication on global financial markets: a systematic review of literature35 cited
  • 2023Exploring Generation Z’s Investment Patterns and Attitudes towards Greenness23 cited