Geopolitical risk spillover among nations: evidence from Russia

Sweidan, Osama D.

doi:10.1007/s10708-022-10792-4

Cited by 10 publications

(2 citation statements)

References 28 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…In recent years, economists have shifted their interest to examining the economic effects of GPR on different financial fundamentals and economic sectors (Bilgin et al, 2020; Gong & Xu, 2022; Gupta et al, 2019; Hailemariam & Ivanovski, 2021; Phan et al, 2022; Qian et al, 2022; Smales, 2021; Sweidan, 2021; Wang et al, 2022). Several empirical studies have shown evidence that GPR has significant impacts on the economy (Sweidan, 2022).…”

Section: Introductionmentioning

confidence: 99%

“…The authors find significant GPR spillover effects across 19 countries in their sample in the short and long run. At a narrower scale, Sweidan (2022) investigates the spillover of international GPR between Russia and a group of countries (the US, China, Germany, and Ukraine) and also finds evidence of GPR transmission among countries in both the short and long term.…”

Section: Introductionmentioning

confidence: 99%

See 1 more Smart Citation

The geopolitical risk spillovers across BRICS countries: A quantile frequency connectedness approach

Dang

2023

Scottish J Political Eco

View full text Add to dashboard Cite

This paper investigates the geopolitical risk spillovers among BRICS countries during the 1985–2022 period. We adopt the novel quantile frequency connectedness approach, which allows us to examine the risk transmission by frequency and quantile. The geopolitical risks spread more intensely among BRICS countries during extreme circumstances. The long‐term geopolitical risk spillovers are the main contributors to the overall spillovers. Additionally, we note that significant increases in spillovers are associated with remarkable political events. Russia is the most dominant country and the largest short‐term and long‐term geopolitical risk transmitter to other BRICS members during the research period.

show abstract