... Licensed re-use rights only Geopolitical risk persistence Economic statecraft Hurst exponent Geweke–Porter-Hudak estimator ARFIMA model International political economy C22 E37 F51 F52 Funding: The authors declare that no funds, grants, or other supports were received...

... Wavelet TVP-VAR D81 G14 F51 While previous research has examined the influence of GPR on financial markets, the majority utilize static or linear models that do not adequately reflect the dynamic and frequency-sensitive characteristics of market interconnections. Furthermore, studies have...

... Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only US-Houthi conflict Market reaction Event study US market Sector G41 F51 D53 E44 Mulawarman University 025/2024 Geopolitical risk (GPR) can have profound and wide-ranging effects...

... Limited 2024 Emerald Publishing Limited Licensed re-use rights only Dynamic threshold panel International policy Labor participation Sanctions F51 F41 J22 C23 Economic sanctions are deployed as a tool of foreign policy and international relations around the world (Ozdamar...

... Limited Licensed re-use rights only Analysts’ forecasts Exit from Russia Optimism F51 G11 G14 G31 Conversely, during periods of negative sentiment, investors become more risk-averse, leading to reduced trading volumes as market participants withdraw from the market to mitigate...

... sanction is another innovation of the current paper. DSGE model Calibration Financial sanctions New Keynesian approach Oil sanctions E37 F51 Q34 Since 1950, especially after the Islamic revolution in 1979, Iran has often been the target of sanctions applied by countries, regional...

...-expanding growth F42 F51 H20 O34 Following the spread and acceleration of economic globalization during the past half century, economists recognized that the trade between the North and the South has grown to become a major part of global trade. Nonetheless, in the course of the massive...