Focal Interest
Focal Interest

Quantile

  1. Geopolitical risk affects stock markets differently by regime
    Study reveals geopolitical risk impacts stock returns asymmetrically: negatively in bullish markets, positively in downturns. Emerging markets may hedge geopolitical shocks.
  2. SOI spillovers were strongest for SAFEX maize
    Time-frequency analysis of Southern Oscillation Index spillovers to grain futures reveals regional asymmetries in climate vulnerability, with SAFEX maize showing significant SOI predictive capacity.