Impact of geo-political risk on stocks, oil, and gold returns during GFC, COVID-19, and Russian – Ukraine War

AbstractThe study uses wavelet power spectrum and wavelet coherence transformation methodologies to examine how geopolitical risk affected the returns on stocks, oil, and gold during the GFC, COVID-19, and Russia-Ukraine war-three disruptive events that affected the world’s financial markets. For be...

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Bibliographic Details
Main Authors: Muneer Shaik, Syed Ahsan Jamil, Iqbal Thonse Hawaldar, Mohammad Sahabuddin, Mustafa Raza Rabbani, Mohd Atif
Format: Article
Language:English
Published: Taylor & Francis Group 2023-12-01
Series:Cogent Economics & Finance
Subjects:
Online Access:https://www.tandfonline.com/doi/10.1080/23322039.2023.2190213