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  1. Equity market connectedness across regimes of geopolitical risks
    historical evidence and theory
    Autor*in: Jalloul, Maya; Miescu, Mirela
    Erschienen: [2021]
    Verlag:  Lancaster University Management School, Lancester

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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    Keine Rechte
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    keine Fernleihe
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Economics working paper series ; 2021/001
    Schlagworte: Geopolitical Risk; Equity Market Connectedness; Threshold VAR; AssetTrade; Multi-Country Macroeconomic Model
    Umfang: 1 Online-Ressource (circa 37 Seiten), Illustrationen
  2. Safe havens, machine learning, and the sources of geopolitical risk
    a forecasting analysis using over a century of data
    Autor*in: Gupta, Rangan; Karmakar, Sayar; Pierdzioch, Christian
    Erschienen: [2022]
    Verlag:  Department of Economics, University of Pretoria, Pretoria, South Africa

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    Resolving-System (kostenfrei)

    Standort:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    keine Fernleihe

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    ZSS 52
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    keine Fernleihe
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    hdl: 11159/7075
    Schriftenreihe: Department of Economics working paper series / Department of Economics, University of Pretoria ; 2022, 01 (January 2022)
    Schlagworte: Gold; Geopolitical Risk; Forecasting; Returns; Volatility; Random Forests
    Umfang: 1 Online-Ressource (circa 41 Seiten), Illustrationen
  3. Green bonds, conventional bonds and geopolitical risk
    Autor*in: Sheenan, Lisa
    Erschienen: 3 October 2023
    Verlag:  Queen's University, Belfast, Queen's Business School, [Belfast]

    This paper analyses linkages between green, conventional (corporate and sovereign) bond markets and geopolitical risk in high and low volatility periods between 2014 and 2022 using a Markov-switching VAR (MS-VAR) framework. The results indicate that... mehr

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    DS 843
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    This paper analyses linkages between green, conventional (corporate and sovereign) bond markets and geopolitical risk in high and low volatility periods between 2014 and 2022 using a Markov-switching VAR (MS-VAR) framework. The results indicate that geopolitical risk significantly affects green bonds in periods of high volatility, but does not do so to conventional bond markets. Green bond markets are significantly affected by sovereign and corporate bonds in both regimes, with stronger effects from corporate bonds evident in high volatility periods. This suggests that green bonds behave differently to conventional bonds and may be more susceptible to geopolitical risk and contagion.

     
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    hdl: 10419/278067
    Schriftenreihe: QBS research paper ; 2023, 05
    Schlagworte: Green bonds; Geopolitical Risk; Markov Switching
    Umfang: 1 Online-Ressource (circa 16 Seiten), Illustrationen
  4. Measuring geopolitical risk
    Autor*in: Caldara, Dario; Iacoviello, Matteo
    Erschienen: January 10, 2018
    Verlag:  Board of Governors of the Federal Reserve System, [Washington, DC]

    We present a monthly indicator of geopolitical risk based on a tally of newspaper articles covering geopolitical tensions, and examine its evolution and effects since 1985. The geopolitical risk (GPR) index spikes around the Gulf War, after 9/11,... mehr

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    Standort:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 201 (1222)
    Fernleihe:
    keine Fernleihe

     

    We present a monthly indicator of geopolitical risk based on a tally of newspaper articles covering geopolitical tensions, and examine its evolution and effects since 1985. The geopolitical risk (GPR) index spikes around the Gulf War, after 9/11, during the 2003 Iraq invasion, during the 2014 Russia-Ukraine crisis, and after the Paris terrorist attacks. High geopolitical risk leads to a decline in real activity, lower stock returns, and movements in capital flows away from emerging economies and towards advanced economies. When we decompose the index into threats and acts components, the adverse effects of geopolitical risk are mostly driven by the threat of adverse geopolitical events. Extending our index back to 1900, geopolitical risk rose dramatically during the World War I and World War II, was elevated in the early 1980s, and has drifted upward since the beginning of the 21st century

     
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: International finance discussion papers ; number1222 (February 2018)
    FRB International Finance Discussion Paper ; No. 1222
    Schlagworte: Geopolitical Risk; Economic Uncertainty; War; Terrorism; Business Cycles
    Umfang: 1 Online-Ressource (circa 66 Seiten), Illustrationen