Adam, A., Delis, &M., Kammas, P. (2011). Public sector efficiency: levelling the playing field between OECD countries. Public Choice, 146 (1-2), 163–183. https://doi.org/10.1007/s11127-009-9588-7
Afonso, A., & Jalles, J. T. (2020). Economic volatility and sovereign yields’ determinants: a time-varying approach. Empirical Economics, 58, 427-451. https://doi.org/10.1007/s00181-018-1540-6
- Agoraki, M. E. K., Kouretas, G. P., & Laopodis, N. T. (2022). Geopolitical risks, uncertainty, and stock market performance. Economic and Political Studies, 10(3), 253265. https://doi.org/10.1080/20954816.2022.2095749
Paper not yet in RePEc: Add citation now
Ahir, H., Bloom, N., & Furceri, D. (2022). The World Uncertainty Index. National bureau of Economic Research Working Paper, 29763. http://www.nber.org/papers/w29763
Andersson, M., Sebestyén, S., & Overby, L. J. (2009). Which news moves the euro area bond market? German Economic Review, 10(1), 1-31. https://doi.org/10.1111/j.1468-0475.2008.00439.x
Balcilar, M., Bonato, M., Demirer, R., & Gupta, R. (2018). Geopolitical risks and stock market dynamics of the BRICS. Economic Systems, 42(2), 295-306. https://doi.org/10.1016/j.ecosys.2017.05.008
Balli, F., Balli, H. O., Hasan, M., & Gregory-Allen, R. (2022). Geopolitical risk spillovers and its determinants. The Annals of Regional Science, 68(2), 463-500. https://doi.org/10.1007/s00168-021-01081-y
Baur, D. G., & Smales, L. A. (2020). Hedging geopolitical risk with precious metals. Journal of Banking & Finance, 117, 105823. https://doi.org/10.1016/j.jbankfin.2020.105823
Beckmann, J., Berger, T., & Czudaj, R. (2019). Gold price dynamics and the role of uncertainty. Quantitative Finance, 19(4), 663-681. https://doi.org/10.1080/14697688.2018.1508879
Bergman, U. M., Hutchison, M. M., & Jensen, S. E. H. (2019). European policy and markets: Did policy initiatives stem the sovereign debt crisis in the euro area?. European Journal of Political Economy, 57, 3-21. https://doi.org/10.1016/j.ejpoleco.2018.06.003
Bloom, N. (2009). The impact of uncertainty shocks. Econometrica, 77(3), 623685. https://doi.org/10.3982/ECTA6248
- Bobasu, A., Quaglietti, L., & Ricci, M. (2023). Tracking global economic uncertainty: implications for the euro area. ECB Working Paper Series, 2541. https://doi.org/10.2139/ssrn.3834416
Paper not yet in RePEc: Add citation now
- Bouri, E., Gabauer, D., Gupta, R., & Kinateder, H. (2023). Global geopolitical risk and Inflation spillovers across European and North American economies. Research in International Business and Finance, 66, 102048. https://doi.org/10.1016/j.ribaf.2023.102048
Paper not yet in RePEc: Add citation now
- Bratis, T., Kouretas, G. P., Laopodis, N. T., & Vlamis, P. (2021). Sovereign credit and geopolitical risks during and after the EMU crisis. International Journal of Finance & Economics,1-21. https://doi.org/10.1002/ijfe.2852
Paper not yet in RePEc: Add citation now
Bussy, A., & Zheng, H. (2023). Responses of FDI to geopolitical risks: The role of governance, information, and technology. International Business Review, 32(4),
Caldara, D., & Iacoviello, M. (2022). Measuring geopolitical risk. American Economic Review, 112(4), 1194-1225. https://doi.org/10.17016/IFDP.2022.1222r1
- Catalán, M., & Tsuruga, T. (2023). Geopolitics and financial fragmentation: Implications for macro-financial stability. Geoeconomic Fragmentation. The Economic Risks from a Fractured World Economy, 10. https://doi.org/10.1016/j.jimonfin.2022.102700
Paper not yet in RePEc: Add citation now
Chen, S. S., Huang, S., & Lin, T. Y. (2022). How do oil prices affect emerging market sovereign bond spreads? Journal of International Money and Finance, 128,
Cunado, J., Gupta, R., Lau, C. K. M., & Sheng, X. (2020). Time-varying impact of geopolitical risks on oil prices. Defence and Peace Economics, 31(6), 692-706. https://doi.org/10.1080/10242694.2018.1563854
- De Groot, O. J. (2010). The spillover effects of conflict on economic growth in neighbouring countries in Africa. Defence and Peace Economics, 21(2), 149-164. https://doi.org/10.1080/10242690903570575
Paper not yet in RePEc: Add citation now
- European Union (2023). European Consilium Website. Accessed on 13 of October 2023 https://www.consilium.europa.eu/en/infographics/how-the-russianinvasion -of-ukraine-has-further-aggravated-the-global-food-crisis/
Paper not yet in RePEc: Add citation now
Falagiarda, M., & Gregori, W. D. (2015). The impact of fiscal policy announcements by the Italian government on the sovereign spread: A comparative analysis. European Journal of Political Economy, 39, 288-304. https://doi.org/10.1016/j.ejpoleco.2015.07.002
Favero, C., Pagano, M., & Von Thadden, E. L. (2010). How does liquidity affect government bond yields? Journal of Financial and Quantitative Analysis, 45(1), 107134. https://doi.org/10.1017/S0022109009990494
Gibson, H.D., Hall, S.G., & Tavlas, G.S., (2017). Self-fulfilling dynamics: the interactions of sovereign spreads, sovereign Ratings and bank Ratings during the euro financial crisis. Journal of International Money and Finance, 73, 371–385. https://doi.org/10.1016/j.jimonfin.2017.03.006
Gkillas, K., Gupta, R., & Wohar, M. E. (2018). Volatility jumps: The role of geopolitical risks. Finance Research Letters, 27, 247-258. https://doi.org/10.1016/j.frl.2018.03.014
- Gödl, M., & Kleinert, J., (2016). Interest rate spreads in the eurozone: fundamentals or sentiments? Review of World Economics. 152 (3), 449–475. https://doi.org/10.1007/s10290-016-0252-2
Paper not yet in RePEc: Add citation now
- Gruppe, M., & Lange, C. (2014). Spain and the European sovereign debt crisis. European Journal of Political Economy, 34, S3-S8. https://doi.org/10.1016/j.ejpoleco.2013.08.006
Paper not yet in RePEc: Add citation now
Gupta, R., Gozgor, G., Kaya, H., & Demir, E. (2019). Effects of geopolitical risks on trade flows: Evidence from the gravity model. Eurasian Economic Review, 9, 515530. https://doi.org/10.1007/s40822-018-0118-0
Huang, T., Wu, F., Yu, J., & Zhang, B., (2015). International political risk and government bond pricing. Journal of Banking and Finance. 55, 393–405. https://doi.org/10.1016/j.jbankfin.2014.08.003
Iara, A., & Wolff, G. B. (2014). Rules and risk in the euro area. European Journal of Political Economy, 34, 222-236. https://doi.org/10.1016/j.ejpoleco.2014.02.002
Khan, K., Khurshid, A., & Cifuentes-Faura, J. (2023). Investigating the relationship between geopolitical risks and economic security: Empirical evidence from central and Eastern European countries. Resources Policy, 85, 103872. https://doi.org/10.1016/j.resourpol.2023.103872
- Liadze, I., Macchiarelli, C., Mortimer‐Lee, P., & Sanchez Juanino, P. (2023). Economic costs of the Russia‐Ukraine war. The World Economy, 46(4), 874-886. https://doi.org/10.1111/twec.13336
Paper not yet in RePEc: Add citation now
- Ludvigson, S.C., Ma, S., & Ng, S., (2019). Uncertainty and business cycles: Exogenous impulse or endogenous response? National bureau of Economic Research Working Paper, 21803. 3 http://www.nber.org/papers/w21803
Paper not yet in RePEc: Add citation now
- Martin, P., Mayer, T., & Thoenig, M. (2008). Make trade not war? The Review of Economic Studies, 75(3), 865–900. https://doi.org/10.1111/j.1467-937X.2008.00492.x
Paper not yet in RePEc: Add citation now
Mokdadi, S., & Saadaoui, Z. (2023). Geopolitical uncertainty and the cost of debt financing: the moderating role of information asymmetry. The Journal of Risk Finance (forthcoming). https://doi.org/10.1108/JRF-12-2022-0308
Monteiro, A., Silva, N., & Sebastião, H. (2023). Industry return lead-lag relationships between the US and other major countries. Financial Innovation, 9(1), 40. https://doi.org/10.1186/s40854-022-00439-1
Muir, T., (2017). Financial crises and risk premia. The Quarterly Journal of Economics, 132, 765-809. https://doi.org/10.1093/qje/qjw045
Murdoch, J. C., & Sandler, T. (2004). Civil wars and economic growth: Spatial dispersion. American Journal of Political Science, 48(1), 138-151. https://doi.org/10.1111/j.0092-5853.2004.00061.x
Pavlova, I., De Boyrie, M. E., & Parhizgari, A. M. (2018). A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries. The Quarterly Review of Economics and Finance, 68, 10-22. https://doi.org/10.1016/j.qref.2018.03.003
Pham, C. S., & Doucouliagos, C. (2017). An Injury to one is an injury to all: Terrorism’s Spillover Effects on bilateral Trade. IZA Discussion Papers, 10859.
Ramady, Mohamed A. (2014). Political, Economic and Financial Country Risk. Analysis of the Gulf. https://doi.org/10.1007/978-3-319-02177-5
Salisu, A. A., Lasisi, L., & Tchankam, J. P. (2022). Historical geopolitical risk and the behaviour of stock returns in advanced economies. The European Journal of Finance, 28(9), 889-906. https://doi.org/10.1080/1351847X.2021.1968467
- Sandler, T., & Enders, W. (2008). Economic consequences of terrorism in developed and developing countries: An overview. Terrorism, Economic Development, and Political Openness, 17, 1-43. https://doi.org/10.1017/CBO9780511754388.002
Paper not yet in RePEc: Add citation now
Shen, L., & Hong, Y. (2023). Can geopolitical risks excite Germany economic policy uncertainty: Rethinking in the context of the Russia-Ukraine conflict. Finance Research Letters, 51, 103420. https://doi.org/10.1016/j.frl.2022.103420
Silvapulle, P., Fenech, J., Thomas, A., & Brooks, R., (2016). Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries. Economic Modelling, 58, 83–92. https://doi.org/10.1016/j.econmod.2016.05.015
- Subramaniam, S. (2022). Geopolitical uncertainty and sovereign bond yields of BRICS economies. Studies in Economics and Finance, 39(2), 311-330. https://doi.org/10.1108/SEF-05-2021-0214
Paper not yet in RePEc: Add citation now
Tian, H., Long, S., & Li, Z. (2022). Asymmetric effects of climate policy uncertainty, infectious diseases-related uncertainty, crude oil volatility, and geopolitical risks on green bond prices. Finance Research Letters, 48, 103008. https://doi.org/10.1016/j.frl.2022.103008
Yang, C., Niu, Z., & Gao, W. (2022). The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach. Resources Policy, 76, 102600. https://doi.org/10.1016/j.resourpol.2022.102600