id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ejge-10168	Lamine, Ahlem; Zribi, Sirine; Lamine, Ahlem	Do geopolitical risks affect stock market returns and volatilities: an analysis based on the TVP-VAR model	2024	22	.pdf	application/pdf	9332	503	57	[0.0034, 0.0233] 0.007 36.23 4.3.1 Time-varying effects of the GPR index on G7 stock market returns Figure 1 shows the responses of stock index returns in the G7 countries to geopolitical risk shocks (GPR index) at different time horizons. Our results show that the impulse responses of stock index returns following a shock to the GPR index vary over time.	cache/ejge-10168.pdf	txt/ejge-10168.txt