Measuring Geopolitical Risk

نویسندگان

چکیده

We present a news-based measure of adverse geopolitical events and associated risks. The risk (GPR) index spikes around the two world wars, at beginning Korean War, during Cuban Missile Crisis, after 9/11. Higher foreshadows lower investment employment is with higher disaster probability larger downside consequences GPR are driven by both threat realization events. We complement our aggregate measures industry- firm-level indicators risk. Investment drops more in industries that exposed to investment.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

8. Expeditionary economics: stimulating entrepreneurship under geopolitical risk

The concept of Expeditionary Economics (ExpECON) was introduced in 2010 in a path-breaking article in the May/June 2010 issue of Foreign Affairs, “Expeditionary Economics: Spurring Growth After Conflicts and Disasters”, by then Kauffman Institute President and CEO Carl Schramm. In that article, Schramm put forth the proposition that economic growth is vital for stabilizing post-conflict/disaste...

متن کامل

Suicide bombing: a geopolitical perspective.

Suicide bombing is a very complex phenomenon. It has been a focus of research in recent times. However inherent biases of researchers muddle the picture: researchers from western countries focus the issue around political liberty and notion of democracy, while those from Islamic countries tend to take the afterlife-reward notion as an incentive for suicide bombing. However in order to understan...

متن کامل

measuring event risk

this paper measures event risk which is introducing by the ball committee to measure the effect of sudden news. this study calculates event risk by using the data of registered firms in tehran stock market between 1993 and 1994. for computing event risk, we use daily market capitalization for 80 firms during 1993-2009, then dividing these firms to three baskets; big, medium and small. the model...

متن کامل

Towards Interoperability of Geopolitical Information within FAO

This paper reports ongoing work on using an ontology as a mechanism to bridge various types of country-based information systems at the Food and Agriculture Organization of the United Nations (FAO). The type of geopolitical information addressed by this work include country international classifications, country names in the five FAO languages (Arabic, Chinese, English, French and Spanish), and...

متن کامل

Content Disputes in Wikipedia Reflect Geopolitical Instability

Indicators that rank countries according socioeconomic measurements are important tools for regional development and political reform. Those currently in widespread use are sometimes criticized for a lack of reproducibility or the inability to compare values over time, necessitating simple, fast and systematic measures. Here, we applied the 'guilt by association' principle often used in biologi...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: International finance discussion papers

سال: 2022

ISSN: ['2767-4509', '1073-2500']

DOI: https://doi.org/10.17016/ifdp.2018.1222r1