Tag: Financial market
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.
Geopolitical risk is linked to lower stock returns in Vietnam
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in FinanceStudy analyzes geopolitical risk’s negative impact on stock returns in Vietnam’s emerging market, finding that firms sensitive to political uncertainty demand higher expected returns.
Natural disaster risk links differently to DeFi and NFTs
Study reveals natural disaster uncertainty differentially affects cryptocurrencies, DeFi assets, and NFTs across market regimes during geopolitical and inflationary crises.
Brexit sentiment was linked to weaker UK markets
Analysis of social media sentiment regarding Brexit and its significant negative impacts on GBP exchange rates and FTSE-100 performance using time-series sentiment analysis methods.
UAE-specific crises produced negative firm returns; global crises often positive
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in FinanceStudy examines how global and domestic crises impact UAE financial markets using STL decomposition, revealing asymmetric responses across firm characteristics and event categories.
REIT models differ between income and asset-value approaches
Comparative analysis of income-driven and NAV-driven REIT approaches in developed markets with assessment of organizational frameworks for Ukrainian real estate market development.
Latin American markets showed resilience after corruption scandals
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in FinanceEvent study analysis of political corruption scandal impacts on Latin American CDS and EMBI spreads 2017-2020, examining market resilience and implications for institutional governance.
Geopolitical risk sentiment predicted some market changes
Multilingual Twitter sentiment analysis reveals geopolitical risk measures predict financial market movements during Ukraine War using Granger causality across 39 assets in seven languages.
