Geopolitical risk and stock market volatility: A global perspective

The Impact of Uncertainty Shocks

Nicholas Bloom · Econometrica · 2009 · 5.7K citations

Social Sciences, Business Economics, Economics +16

Measuring Geopolitical Risk

Dario Caldara, Matteo Iacoviello · American Economic Review · 2022 · 3.2K citations

Social Sciences, International Relations, Political Science +17

Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility

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Business, Economics, Finance +17

Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models

G. Bruno · Economics Letters · 2005 · 1K citations

Social Sciences, Economics, Econometrics +11

Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility

Andrew J. Patton, Kevin Sheppard · The Review of Economics and Statistics · 2015 · 784 citations

Business, Economics, Finance +17