Tag: Finance Research Letters

Local and Anglosphere-Based Geopolitical Risk and Sovereign Stress in the Euro Area (Finance Research Letters)

NEW PUBLICATION: Is Geopolitical Risk (GPR) detrimental to sovereign stress in the Euro Area (EA)? We address this question by estimating the dynamic effects of GPR shocks—originating either…

What are the Implications of Geopolitical Risks on Travel and Leisure Firms? (Finance Research Letters)

NEW PUBLICATION: This study investigates the impact of geopolitical risk (GPR) on global Travel & Leisure (T&L) stock returns using a Multivariate Quantile-on-Quantile Regression (MQQR) approach. Focusing on…

How Robust Is the Link Between Growth and Fiscal Consolidations Under Global Uncertainties? A Reassessment for Sub-Saharan Africa (Finance Research Letters)

NEW PUBLICATION: We revisit the relationship between fiscal tightening and economic growth within the Sub-Saharan African context, employing a local projection framework augmented with instruments. In contrast to…