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Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks : asymmetric analyses of the EU sectors

Bossman, Ahmed; Gubareva, Mariya; Teplova, Tamara V. - In: Eurasian economic review : a journal in applied … 13 (2023) 3/4, pp. 321-372

Persistent link: https://www.econbiz.de/10014451975

Are short stocks susceptible to geopolitical shocks? : time-frequency evidence from the Russian-Ukrainian conflict

Umar, Zaghum; Bossman, Ahmed; Choi, Sun-Yong; Xuan Vinh Vo - In: Finance research letters 52 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014472256

Does geopolitical risk matter for global asset returns? : evidence from quantile-on-quantile regression

Umar, Zaghum; Bossman, Ahmed; Choi, Sun-Yong; Teplova, … - In: Finance research letters 48 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10013463686

Asymmetric effects of geopolitical risk on major currencies : Russia-Ukraine tensions

Bossman, Ahmed; Gubareva, Mariya; Teplova, Tamara V. - In: Finance research letters 51 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014288984

Sensitivity of African Stock Markets to Geopolitical Conflicts : A Time-Frequency Evidence from the Russian-Ukrainian Military Conflict

Hassan, M. Kabir; Bossman, Ahmed; Choudhury, Tonmoy; … - 2022

This study examines the dynamics of lead-lag and comovements between geopolitical risk and African stocks using daily data from February 2022 to July 2022. By employing the squared wavelet coherence and wavelet coherence phase difference under the bi-wavelet econometric framework, we report that...

Persistent link: https://www.econbiz.de/10013403553