Finance research letters, Год журнала: 2024, Номер unknown, С. 106690 - 106690
Опубликована: Дек. 1, 2024
Язык: Английский
Finance research letters, Год журнала: 2025, Номер unknown, С. 106769 - 106769
Опубликована: Янв. 1, 2025
Язык: Английский
Процитировано
5
Borsa Istanbul Review, Год журнала: 2025, Номер unknown
Опубликована: Фев. 1, 2025
Язык: Английский
Процитировано
2
Applied Economics Letters, Год журнала: 2025, Номер unknown, С. 1 - 6
Опубликована: Янв. 5, 2025
This study examines the impact of escalating geopolitical risks on investment patterns, private savings, and stock market performance in China. Empirical analysis shows that heightened tensions are associated with increased sector savings a reduction capital investments, potentially constraining economic growth. In addition, shocks tend to exert negative impacts China's index, recent years reflecting an intensified sensitivity these financial indicators risks. Using dynamic parameter models, uncovers evolving responsiveness key variables risk shocks. The findings indicate as accumulate, adverse intensify, highlighting growing vulnerability markets. Based results, this paper emphasizes need for targeted structural policies mitigate effects risks, optimize resource allocation, strengthen resilience. Such strategies can support development emerging industries while fostering stability sustainable growth increasingly complex global political environment. Overall, research provides insights into mechanisms through which influence allocation markets from perspective offers basis policy formulation.
Язык: Английский
Процитировано
1
Finance research letters, Год журнала: 2025, Номер unknown, С. 106916 - 106916
Опубликована: Фев. 1, 2025
Язык: Английский
Процитировано
1
Quantitative Finance and Economics, Год журнала: 2025, Номер 9(1), С. 76 - 99
Опубликована: Янв. 1, 2025
Язык: Английский
Процитировано
1
Finance research letters, Год журнала: 2024, Номер 69, С. 106009 - 106009
Опубликована: Авг. 29, 2024
The recent April 2024 Israel-Iran conflict had a notable impact on global energy markets. Returns the top ten stocks indicate investor apprehension up to 10 days before event started 13, 2024. Energy significant negative returns day itself, with positive CAARs pre-event and post-event. dynamic market response highlights heightened uncertainty for firms due regional instability potential supply chain interruptions, emphasizing critical role of geopolitical events in shaping sentiment financial performance firms.
Язык: Английский
Процитировано
6
Review of Financial Economics, Год журнала: 2024, Номер unknown
Опубликована: Дек. 10, 2024
Язык: Английский
Процитировано
5
Heliyon, Год журнала: 2025, Номер 11(3), С. e42302 - e42302
Опубликована: Янв. 29, 2025
This paper attempts to examine the impact of energy price shocks, monetary policy, and geopolitical events on inflation in selected European countries across different periods time by applying a Time-Varying Parameter Vector Autoregressive (TVP-VAR) model with stochastic volatility. The analysis displays diverse gas prices Consumer Price Index (CPI), gauge for inflation, short, medium, long term. Moreover, findings show that oil shocks deflationary trends during COVID-19 have inflationary consequences. results also Central Bank's response pandemic-induced economic downturn has affected long-term trends. Furthermore, significant risks arose from Russia-Ukraine war amplified contribute valuable insights into multifaceted dynamics shaping economies.
Язык: Английский
Процитировано
0
Journal of risk and financial management, Год журнала: 2025, Номер 18(5), С. 264 - 264
Опубликована: Май 14, 2025
This paper examines the impact of various uncertainty channels on stock market returns in Saudi Arabia, with a focus Tadawul All Share Index (TASI). It factors such as Saudi-specific Geopolitical Risk, Global Oil Price Uncertainty, Climate Policy and U.S. Monetary Uncertainty. Using monthly data from November 1998 to June 2024 Local Projections (LP) methodology, study how these uncertainties across time horizons, taking into account potential structural breaks nonlinear dynamics. Our findings indicate significant variations market’s response measures two distinct periods. During first period, geopolitical risks have strong positive returns. Conversely, second period reveals reversal, negative cumulative effects, suggesting shift risk–return Uncertainty consistently exhibits both periods, highlighting changing nature oil dependency market. Additionally, is becoming more significant, reflecting increased sensitivity global environmental policy changes. analysis asymmetries effects shocks, exhibiting that peak at intermediate while commodity-related exhibit persistent impacts. These findings, which remain robust tests, offer critical insights for portfolio management, formulation, risk assessment emerging markets undergoing substantial economic
Язык: Английский
Процитировано
0
Опубликована: Янв. 1, 2025
Asia, in particular East Asia and the South China Sea, is one of regions that are particularly exposed to geopolitical risk. We study impact an increased presence U.S. military on asset prices capital inflows region. For purpose, we construct a novel index from local newspapers reporting Carrier Strike Groups region estimate market surprise change this index. Our findings reveal higher causes increase stock prices, appreciation currency, inflow foreign capital, but also level Interestingly, during first Trump administration, some effects sign. distinguish between deployments aircraft carriers related tensions with North Korea those China.
Язык: Английский
Процитировано
0