Vasilyeva, Rogneda; Urazbaeva, Alina; Voytenkov, Valentin - In: Journal of Risk and Financial Management 15 (2022) 5, pp. 1-15
Russian market is the highest receiver. Since stock market synchronization is exposed to geopolitical risk, at the second … geopolitical risk (GPR). The findings affirm our proposition that GPR impedes TCI when it has a bullish state and a higher quantile …