Geopolitical Risk and Financial Stress
"This paper investigates the relationship between #geopoliticalrisk and #financialstress using a bivariate #var model. The study uses the #gpr Index to measure geopolitical risk and the OFSR FSI index to measure financial stress over a period of 06 January 2000 - 03 March 2023 on daily data. The results show a significant relationship between financial stress and geopolitical risk"