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Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict

In a nonparametric quantile-on-quantile regression model, we analyze the asymmetric financial impact of the Russian-Ukrainian conflict-induced geopolitical risk (GPR) on the top-seven emerging (E7) and developed (G7) stock markets. Our findings indicate that the impact of GPR on stock markets is not...

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Detalles Bibliográficos
Autores principales: Bossman, Ahmed, Gubareva, Mariya
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9975241/
https://www.ncbi.nlm.nih.gov/pubmed/36873143
http://dx.doi.org/10.1016/j.heliyon.2023.e13626