We investigate how corporate stock returns respond to geopolitical risk in the case of South Korea, which has … risk from North Korea (the GPRNK index) is constructed using automated keyword searches in South Korean media. The GPRNK … index, designed to capture both upside and downside risk, corroborates that geopolitical risk sharply increases with the …

risk rose dramatically during the World War I and World War II, was elevated in the early 1980s, and has drifted upward …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 …

Recognizing the profound influence of geopolitical risks and world uncertainty on financial investment behaviour, this … study uses a comprehensive approach to assess the impact of rising geopolitical risk on sovereign debt holdings for a panel … investor's portfolios. Our results allow us to conclude that while domestic economic agents display clearer risk aversion …

interactions between geopolitical risk (GPR) and renewable energy consumption growth (RECG). The identification strategy is …

This paper analyses linkages between green, conventional (corporate and sovereign) bond markets and geopolitical risk … indicate that geopolitical risk significantly affects green bonds in periods of high volatility, but does not do so to … conventional bonds and may be more susceptible to geopolitical risk and contagion. …