liquidity of financial markets may be influenced by country risk shocks through informational asymmetry, funding constraints … disaggregated country risk components on the liquidity of the South African Exchange-Traded Fund (ETF) market. The sample employed … tracking domestic benchmarks is influenced positively by all country risk components in the long run, although only political …

In this paper, the time-frequency dependency of political risk as well as economic and financial risks is explored in … investigation of both the long and short-term causal relationships between political risk and economic and financial risks in … Venezuela. The findings of this study indicate that: (i) significant vulnerabilities in political risk, economic risk, and …