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Impact of geopolitical risk on the volatility spillovers among G7 and BRICS stock markets
16 references·2 citing·47 second hop
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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2022Measuring Geopolitical Risk3,788 cited
  • 1980On the Estimation of Security Price Volatilities from Historical Data1,538 cited
  • 2021Analyzing the impacts of geopolitical risk and economic uncertainty on natural resources rents220 cited
  • 2000Nonlinear impulse response functions163 cited
  • 2019The impact of geopolitical risks on travel and leisure stocks141 cited
  • 2022Geopolitical risk and the dynamics of international capital flows137 cited
  • 2023Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict115 cited
  • 2020Network connectedness between natural gas markets, uncertainty and stock markets94 cited
  • 2022Geopolitical risks, uncertainty, and stock market performance94 cited
  • 2021Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach83 cited
  • 2006Valuing volatility spillovers42 cited
  • 2023The linkage between Bitcoin and foreign exchanges in developed and emerging markets30 cited
  • 2017

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Identifying systemic important markets from a global perspective: Using the ADCC Δ CoVaR approach with skewed-t distribution
24 cited
  • 2013A Conceptual Framework for Online Stock Trading Service Adoption7 cited
  • Cited by

    • 2024Decomposing risk spillover effect in international stock market: A novel intertemporal network topology approach20 cited
    • 2024Forecasting the mineral resource rent through the inclusion of economy, environment and energy: Advanced machine learning and deep learning techniques10 cited