id	sid	tid	token	lemma	pos
ejge-10168	1	1	the	the	DET
ejge-10168	1	2	authors	author	NOUN
ejge-10168	1	3	2024	2024	NUM
ejge-10168	1	4	.	.	PUNCT
ejge-10168	2	1	this	this	PRON
ejge-10168	2	2	is	be	AUX
ejge-10168	2	3	an	an	DET
ejge-10168	2	4	open	open	ADJ
ejge-10168	2	5	access	access	NOUN
ejge-10168	2	6	article	article	NOUN
ejge-10168	2	7	distributed	distribute	VERB
ejge-10168	2	8	under	under	ADP
ejge-10168	2	9	the	the	DET
ejge-10168	2	10	terms	term	NOUN
ejge-10168	2	11	of	of	ADP
ejge-10168	2	12	the	the	DET
ejge-10168	2	13	creative	creative	ADJ
ejge-10168	2	14	commons	common	NOUN
ejge-10168	2	15	attribution	attribution	NOUN
ejge-10168	2	16	-	-	PUNCT
ejge-10168	2	17	noncommercial	noncommercial	ADJ
ejge-10168	2	18	4.0	4.0	NUM
ejge-10168	2	19	international	international	ADJ
ejge-10168	2	20	license	license	NOUN
ejge-10168	2	21	vol	vol	NOUN
ejge-10168	2	22	.	.	PUNCT
ejge-10168	3	1	13	13	NUM
ejge-10168	3	2	,	,	PUNCT
ejge-10168	3	3	no	no	INTJ
ejge-10168	3	4	.	.	NOUN
ejge-10168	3	5	2	2	NUM
ejge-10168	3	6	(	(	PUNCT
ejge-10168	3	7	2024	2024	NUM
ejge-10168	3	8	)	)	PUNCT
ejge-10168	3	9	,	,	PUNCT
ejge-10168	3	10	pages	page	NOUN
ejge-10168	3	11	240	240	NUM
ejge-10168	3	12	-	-	SYM
ejge-10168	3	13	261	261	NUM
ejge-10168	3	14	https://doi.org/10.17979/ejge.2024.13.2.10168	https://doi.org/10.17979/ejge.2024.13.2.10168	NOUN
ejge-10168	3	15	submitted	submit	VERB
ejge-10168	3	16	:	:	PUNCT
ejge-10168	3	17	dec	dec	PROPN
ejge-10168	3	18	13	13	NUM
ejge-10168	3	19	,	,	PUNCT
ejge-10168	3	20	2023	2023	NUM
ejge-10168	3	21	accepted	accept	VERB
ejge-10168	3	22	:	:	PUNCT
ejge-10168	3	23	jul	jul	PROPN
ejge-10168	3	24	8	8	NUM
ejge-10168	3	25	,	,	PUNCT
ejge-10168	3	26	2024	2024	NUM
ejge-10168	3	27	published	publish	VERB
ejge-10168	3	28	:	:	PUNCT
ejge-10168	3	29	dec	dec	PROPN
ejge-10168	3	30	3	3	NUM
ejge-10168	3	31	,	,	PUNCT
ejge-10168	3	32	2024	2024	NUM
ejge-10168	3	33	article	article	NOUN
ejge-10168	3	34	do	do	VERB
ejge-10168	3	35	geopolitical	geopolitical	ADJ
ejge-10168	3	36	risks	risk	NOUN
ejge-10168	3	37	affect	affect	VERB
ejge-10168	3	38	stock	stock	NOUN
ejge-10168	3	39	market	market	NOUN
ejge-10168	3	40	returns	return	NOUN
ejge-10168	3	41	and	and	CCONJ
ejge-10168	3	42	volatilities	volatility	NOUN
ejge-10168	3	43	:	:	PUNCT
ejge-10168	3	44	an	an	DET
ejge-10168	3	45	analysis	analysis	NOUN
ejge-10168	3	46	based	base	VERB
ejge-10168	3	47	on	on	ADP
ejge-10168	3	48	the	the	DET
ejge-10168	3	49	tvp	tvp	ADJ
ejge-10168	3	50	-	-	PUNCT
ejge-10168	3	51	var	var	NOUN
ejge-10168	3	52	model	model	NOUN
ejge-10168	3	53	ahlem	ahlem	PROPN
ejge-10168	3	54	lamine,1	lamine,1	NOUN
ejge-10168	3	55	,	,	PUNCT
ejge-10168	3	56	*	*	PUNCT
ejge-10168	3	57	sirine	sirine	ADJ
ejge-10168	3	58	zribi	zribi	NOUN
ejge-10168	3	59	1	1	NUM
ejge-10168	3	60	1	1	NUM
ejge-10168	3	61	university	university	NOUN
ejge-10168	3	62	of	of	ADP
ejge-10168	3	63	economic	economic	ADJ
ejge-10168	3	64	science	science	NOUN
ejge-10168	3	65	and	and	CCONJ
ejge-10168	3	66	management	management	NOUN
ejge-10168	3	67	of	of	ADP
ejge-10168	3	68	sfax	sfax	NOUN
ejge-10168	3	69	,	,	PUNCT
ejge-10168	3	70	tunisia	tunisia	NOUN
ejge-10168	3	71	*	*	PUNCT
ejge-10168	3	72	correspondence	correspondence	NOUN
ejge-10168	3	73	:	:	PUNCT
ejge-10168	3	74	ahlemlaminefakhfakh@gmail.com	ahlemlaminefakhfakh@gmail.com	X
ejge-10168	4	1	abstract	abstract	ADJ
ejge-10168	4	2	.	.	PUNCT
ejge-10168	5	1	this	this	DET
ejge-10168	5	2	study	study	NOUN
ejge-10168	5	3	examines	examine	VERB
ejge-10168	5	4	the	the	DET
ejge-10168	5	5	effects	effect	NOUN
ejge-10168	5	6	of	of	ADP
ejge-10168	5	7	geopolitical	geopolitical	ADJ
ejge-10168	5	8	risk	risk	NOUN
ejge-10168	5	9	(	(	PUNCT
ejge-10168	5	10	gpr	gpr	PROPN
ejge-10168	5	11	)	)	PUNCT
ejge-10168	5	12	shocks	shock	NOUN
ejge-10168	5	13	on	on	ADP
ejge-10168	5	14	stock	stock	NOUN
ejge-10168	5	15	market	market	NOUN
ejge-10168	5	16	returns	return	NOUN
ejge-10168	5	17	and	and	CCONJ
ejge-10168	5	18	volatility	volatility	NOUN
ejge-10168	5	19	across	across	ADP
ejge-10168	5	20	g7	g7	PROPN
ejge-10168	5	21	,	,	PUNCT
ejge-10168	5	22	brics	bric	NOUN
ejge-10168	5	23	,	,	PUNCT
ejge-10168	5	24	and	and	CCONJ
ejge-10168	5	25	gulf	gulf	PROPN
ejge-10168	5	26	countries	country	NOUN
ejge-10168	5	27	,	,	PUNCT
ejge-10168	5	28	using	use	VERB
ejge-10168	5	29	a	a	DET
ejge-10168	5	30	time	time	NOUN
ejge-10168	5	31	-	-	PUNCT
ejge-10168	5	32	varying	vary	VERB
ejge-10168	5	33	parameter	parameter	NOUN
ejge-10168	5	34	vector	vector	NOUN
ejge-10168	5	35	autoregression	autoregression	NOUN
ejge-10168	5	36	(	(	PUNCT
ejge-10168	5	37	tvpvar	tvpvar	NOUN
ejge-10168	5	38	)	)	PUNCT
ejge-10168	5	39	model	model	NOUN
ejge-10168	5	40	.	.	PUNCT
ejge-10168	6	1	by	by	ADP
ejge-10168	6	2	analyzing	analyze	VERB
ejge-10168	6	3	responses	response	NOUN
ejge-10168	6	4	over	over	ADP
ejge-10168	6	5	short	short	ADJ
ejge-10168	6	6	,	,	PUNCT
ejge-10168	6	7	medium	medium	ADJ
ejge-10168	6	8	,	,	PUNCT
ejge-10168	6	9	and	and	CCONJ
ejge-10168	6	10	long	long	ADJ
ejge-10168	6	11	-	-	PUNCT
ejge-10168	6	12	term	term	NOUN
ejge-10168	6	13	horizons	horizon	NOUN
ejge-10168	6	14	,	,	PUNCT
ejge-10168	6	15	our	our	PRON
ejge-10168	6	16	findings	finding	NOUN
ejge-10168	6	17	reveal	reveal	VERB
ejge-10168	6	18	significant	significant	ADJ
ejge-10168	6	19	variations	variation	NOUN
ejge-10168	6	20	in	in	ADP
ejge-10168	6	21	how	how	SCONJ
ejge-10168	6	22	geopolitical	geopolitical	ADJ
ejge-10168	6	23	risks	risk	NOUN
ejge-10168	6	24	impact	impact	VERB
ejge-10168	6	25	stock	stock	NOUN
ejge-10168	6	26	markets	market	NOUN
ejge-10168	6	27	across	across	ADP
ejge-10168	6	28	different	different	ADJ
ejge-10168	6	29	countries	country	NOUN
ejge-10168	6	30	and	and	CCONJ
ejge-10168	6	31	timelines	timeline	NOUN
ejge-10168	6	32	.	.	PUNCT
ejge-10168	7	1	we	we	PRON
ejge-10168	7	2	observe	observe	VERB
ejge-10168	7	3	that	that	SCONJ
ejge-10168	7	4	gpr	gpr	NOUN
ejge-10168	7	5	-	-	PUNCT
ejge-10168	7	6	related	relate	VERB
ejge-10168	7	7	impacts	impact	NOUN
ejge-10168	7	8	on	on	ADP
ejge-10168	7	9	stock	stock	NOUN
ejge-10168	7	10	returns	return	NOUN
ejge-10168	7	11	weaken	weaken	VERB
ejge-10168	7	12	over	over	ADP
ejge-10168	7	13	time	time	NOUN
ejge-10168	7	14	,	,	PUNCT
ejge-10168	7	15	while	while	SCONJ
ejge-10168	7	16	volatility	volatility	NOUN
ejge-10168	7	17	effects	effect	NOUN
ejge-10168	7	18	tend	tend	VERB
ejge-10168	7	19	to	to	PART
ejge-10168	7	20	strengthen	strengthen	VERB
ejge-10168	7	21	,	,	PUNCT
ejge-10168	7	22	suggesting	suggest	VERB
ejge-10168	7	23	persistent	persistent	ADJ
ejge-10168	7	24	risks	risk	NOUN
ejge-10168	7	25	for	for	ADP
ejge-10168	7	26	investors	investor	NOUN
ejge-10168	7	27	in	in	ADP
ejge-10168	7	28	these	these	DET
ejge-10168	7	29	markets	market	NOUN
ejge-10168	7	30	.	.	PUNCT
ejge-10168	8	1	these	these	DET
ejge-10168	8	2	insights	insight	NOUN
ejge-10168	8	3	provide	provide	VERB
ejge-10168	8	4	new	new	ADJ
ejge-10168	8	5	perspectives	perspective	NOUN
ejge-10168	8	6	for	for	ADP
ejge-10168	8	7	portfolio	portfolio	NOUN
ejge-10168	8	8	management	management	NOUN
ejge-10168	8	9	and	and	CCONJ
ejge-10168	8	10	investment	investment	NOUN
ejge-10168	8	11	strategies	strategy	NOUN
ejge-10168	8	12	during	during	ADP
ejge-10168	8	13	times	time	NOUN
ejge-10168	8	14	of	of	ADP
ejge-10168	8	15	geopolitical	geopolitical	ADJ
ejge-10168	8	16	uncertainty	uncertainty	NOUN
ejge-10168	8	17	.	.	PUNCT
ejge-10168	9	1	keywords	keyword	NOUN
ejge-10168	9	2	:	:	PUNCT
ejge-10168	9	3	geopolitical	geopolitical	ADJ
ejge-10168	9	4	risks	risk	NOUN
ejge-10168	9	5	;	;	PUNCT
ejge-10168	9	6	g7	g7	PROPN
ejge-10168	9	7	countries	country	NOUN
ejge-10168	9	8	;	;	PUNCT
ejge-10168	9	9	brics	bric	NOUN
ejge-10168	9	10	countries	country	NOUN
ejge-10168	9	11	;	;	PUNCT
ejge-10168	9	12	gulf	gulf	NOUN
ejge-10168	9	13	countries	country	NOUN
ejge-10168	9	14	;	;	PUNCT
ejge-10168	9	15	stock	stock	NOUN
ejge-10168	9	16	market	market	NOUN
ejge-10168	9	17	returns	return	NOUN
ejge-10168	9	18	,	,	PUNCT
ejge-10168	9	19	volatility	volatility	NOUN
ejge-10168	9	20	;	;	PUNCT
ejge-10168	9	21	tvp	tvp	ADJ
ejge-10168	9	22	-	-	PUNCT
ejge-10168	9	23	var	var	NOUN
ejge-10168	9	24	model	model	NOUN
ejge-10168	9	25	jel	jel	PROPN
ejge-10168	9	26	classification	classification	PROPN
ejge-10168	9	27	:	:	PUNCT
ejge-10168	9	28	g11	g11	PROPN
ejge-10168	9	29	;	;	PUNCT
ejge-10168	9	30	g17	g17	NOUN
ejge-10168	9	31	1	1	NUM
ejge-10168	9	32	.	.	PUNCT
ejge-10168	9	33	introduction	introduction	NOUN
ejge-10168	9	34	war	war	NOUN
ejge-10168	9	35	and	and	CCONJ
ejge-10168	9	36	border	border	NOUN
ejge-10168	9	37	disputes	dispute	NOUN
ejge-10168	9	38	have	have	VERB
ejge-10168	9	39	a	a	DET
ejge-10168	9	40	harmful	harmful	ADJ
ejge-10168	9	41	effect	effect	NOUN
ejge-10168	9	42	on	on	ADP
ejge-10168	9	43	financial	financial	ADJ
ejge-10168	9	44	markets	market	NOUN
ejge-10168	9	45	(	(	PUNCT
ejge-10168	9	46	kumari	kumari	PROPN
ejge-10168	9	47	et	et	PROPN
ejge-10168	9	48	al	al	PROPN
ejge-10168	9	49	.	.	PROPN
ejge-10168	9	50	,	,	PUNCT
ejge-10168	9	51	2023	2023	NUM
ejge-10168	9	52	)	)	PUNCT
ejge-10168	9	53	.	.	PUNCT
ejge-10168	10	1	the	the	DET
ejge-10168	10	2	start	start	NOUN
ejge-10168	10	3	of	of	ADP
ejge-10168	10	4	the	the	DET
ejge-10168	10	5	russian	russian	ADJ
ejge-10168	10	6	-	-	PUNCT
ejge-10168	10	7	ukrainian	ukrainian	ADJ
ejge-10168	10	8	conflict	conflict	NOUN
ejge-10168	10	9	on	on	ADP
ejge-10168	10	10	february	february	PROPN
ejge-10168	10	11	24	24	NUM
ejge-10168	10	12	,	,	PUNCT
ejge-10168	10	13	2022	2022	NUM
ejge-10168	10	14	,	,	PUNCT
ejge-10168	10	15	caused	cause	VERB
ejge-10168	10	16	a	a	DET
ejge-10168	10	17	sharp	sharp	ADJ
ejge-10168	10	18	increase	increase	NOUN
ejge-10168	10	19	in	in	ADP
ejge-10168	10	20	geopolitical	geopolitical	ADJ
ejge-10168	10	21	risk	risk	NOUN
ejge-10168	10	22	facing	face	VERB
ejge-10168	10	23	regional	regional	ADJ
ejge-10168	10	24	and	and	CCONJ
ejge-10168	10	25	international	international	ADJ
ejge-10168	10	26	financial	financial	ADJ
ejge-10168	10	27	markets	market	NOUN
ejge-10168	10	28	.	.	PUNCT
ejge-10168	11	1	intuitively	intuitively	ADV
ejge-10168	11	2	,	,	PUNCT
ejge-10168	11	3	this	this	DET
ejge-10168	11	4	risk	risk	NOUN
ejge-10168	11	5	harms	harm	VERB
ejge-10168	11	6	financial	financial	ADJ
ejge-10168	11	7	markets	market	NOUN
ejge-10168	11	8	directly	directly	ADV
ejge-10168	11	9	and	and	CCONJ
ejge-10168	11	10	indirectly	indirectly	ADV
ejge-10168	11	11	(	(	PUNCT
ejge-10168	11	12	umar	umar	PROPN
ejge-10168	11	13	et	et	PROPN
ejge-10168	11	14	al	al	PROPN
ejge-10168	11	15	.	.	PROPN
ejge-10168	11	16	,	,	PUNCT
ejge-10168	11	17	2022	2022	NUM
ejge-10168	11	18	)	)	PUNCT
ejge-10168	11	19	.	.	PUNCT
ejge-10168	12	1	indeed	indeed	ADV
ejge-10168	12	2	,	,	PUNCT
ejge-10168	12	3	the	the	DET
ejge-10168	12	4	factors	factor	NOUN
ejge-10168	12	5	influencing	influence	VERB
ejge-10168	12	6	the	the	DET
ejge-10168	12	7	dynamics	dynamic	NOUN
ejge-10168	12	8	of	of	ADP
ejge-10168	12	9	financial	financial	ADJ
ejge-10168	12	10	markets	market	NOUN
ejge-10168	12	11	are	be	AUX
ejge-10168	12	12	not	not	PART
ejge-10168	12	13	limited	limit	VERB
ejge-10168	12	14	to	to	ADP
ejge-10168	12	15	economic	economic	ADJ
ejge-10168	12	16	and	and	CCONJ
ejge-10168	12	17	financial	financial	ADJ
ejge-10168	12	18	factors	factor	NOUN
ejge-10168	12	19	.	.	PUNCT
ejge-10168	13	1	they	they	PRON
ejge-10168	13	2	also	also	ADV
ejge-10168	13	3	include	include	VERB
ejge-10168	13	4	shocks	shock	NOUN
ejge-10168	13	5	induced	induce	VERB
ejge-10168	13	6	by	by	ADP
ejge-10168	13	7	uncertainty	uncertainty	NOUN
ejge-10168	13	8	(	(	PUNCT
ejge-10168	13	9	antonakakis	antonakakis	INTJ
ejge-10168	13	10	et	et	PROPN
ejge-10168	13	11	al	al	PROPN
ejge-10168	13	12	.	.	PROPN
ejge-10168	13	13	,	,	PUNCT
ejge-10168	13	14	2017	2017	NUM
ejge-10168	13	15	)	)	PUNCT
ejge-10168	13	16	.	.	PUNCT
ejge-10168	14	1	among	among	ADP
ejge-10168	14	2	these	these	DET
ejge-10168	14	3	shocks	shock	NOUN
ejge-10168	14	4	is	be	AUX
ejge-10168	14	5	geopolitical	geopolitical	ADJ
ejge-10168	14	6	risk	risk	NOUN
ejge-10168	14	7	,	,	PUNCT
ejge-10168	14	8	which	which	PRON
ejge-10168	14	9	covers	cover	VERB
ejge-10168	14	10	geopolitical	geopolitical	ADJ
ejge-10168	14	11	tensions	tension	NOUN
ejge-10168	14	12	,	,	PUNCT
ejge-10168	14	13	war	war	NOUN
ejge-10168	14	14	risk	risk	NOUN
ejge-10168	14	15	,	,	PUNCT
ejge-10168	14	16	terrorist	terrorist	ADJ
ejge-10168	14	17	attacks	attack	NOUN
ejge-10168	14	18	,	,	PUNCT
ejge-10168	14	19	and	and	CCONJ
ejge-10168	14	20	military	military	ADJ
ejge-10168	14	21	threats	threat	NOUN
ejge-10168	14	22	(	(	PUNCT
ejge-10168	14	23	alqahtani	alqahtani	PROPN
ejge-10168	14	24	et	et	PROPN
ejge-10168	14	25	al	al	PROPN
ejge-10168	14	26	.	.	PROPN
ejge-10168	14	27	,	,	PUNCT
ejge-10168	14	28	2020	2020	NUM
ejge-10168	14	29	)	)	PUNCT
ejge-10168	14	30	.	.	PUNCT
ejge-10168	15	1	geopolitical	geopolitical	ADJ
ejge-10168	15	2	risk	risk	NOUN
ejge-10168	15	3	is	be	AUX
ejge-10168	15	4	defined	define	VERB
ejge-10168	15	5	by	by	ADP
ejge-10168	15	6	caldara	caldara	NOUN
ejge-10168	15	7	and	and	CCONJ
ejge-10168	15	8	iacoviello	iacoviello	PROPN
ejge-10168	15	9	(	(	PUNCT
ejge-10168	15	10	2022	2022	NUM
ejge-10168	15	11	)	)	PUNCT
ejge-10168	15	12	as	as	ADP
ejge-10168	15	13	"	"	PUNCT
ejge-10168	15	14	the	the	DET
ejge-10168	15	15	risks	risk	NOUN
ejge-10168	15	16	associated	associate	VERB
ejge-10168	15	17	with	with	ADP
ejge-10168	15	18	wars	war	NOUN
ejge-10168	15	19	,	,	PUNCT
ejge-10168	15	20	acts	act	NOUN
ejge-10168	15	21	of	of	ADP
ejge-10168	15	22	terrorism	terrorism	NOUN
ejge-10168	15	23	,	,	PUNCT
ejge-10168	15	24	and	and	CCONJ
ejge-10168	15	25	tensions	tension	NOUN
ejge-10168	15	26	between	between	ADP
ejge-10168	15	27	states	state	NOUN
ejge-10168	15	28	that	that	PRON
ejge-10168	15	29	affect	affect	VERB
ejge-10168	15	30	the	the	DET
ejge-10168	15	31	normal	normal	ADJ
ejge-10168	15	32	and	and	CCONJ
ejge-10168	15	33	peaceful	peaceful	ADJ
ejge-10168	15	34	course	course	NOUN
ejge-10168	15	35	of	of	ADP
ejge-10168	15	36	international	international	ADJ
ejge-10168	15	37	relations	relation	NOUN
ejge-10168	15	38	"	"	PUNCT
ejge-10168	15	39	.	.	PUNCT
ejge-10168	16	1	this	this	DET
ejge-10168	16	2	risk	risk	NOUN
ejge-10168	16	3	is	be	AUX
ejge-10168	16	4	a	a	DET
ejge-10168	16	5	key	key	ADJ
ejge-10168	16	6	determinant	determinant	NOUN
ejge-10168	16	7	of	of	ADP
ejge-10168	16	8	stock	stock	NOUN
ejge-10168	16	9	market	market	NOUN
ejge-10168	16	10	dynamics	dynamic	NOUN
ejge-10168	16	11	and	and	CCONJ
ejge-10168	16	12	investment	investment	NOUN
ejge-10168	16	13	decisions	decision	NOUN
ejge-10168	16	14	(	(	PUNCT
ejge-10168	16	15	caldara	caldara	NOUN
ejge-10168	16	16	and	and	CCONJ
ejge-10168	16	17	iacoviello	iacoviello	NOUN
ejge-10168	16	18	,	,	PUNCT
ejge-10168	16	19	2022	2022	NUM
ejge-10168	16	20	,	,	PUNCT
ejge-10168	16	21	baur	baur	NOUN
ejge-10168	16	22	and	and	CCONJ
ejge-10168	16	23	smales	smale	NOUN
ejge-10168	16	24	,	,	PUNCT
ejge-10168	16	25	2020	2020	NUM
ejge-10168	16	26	)	)	PUNCT
ejge-10168	16	27	.	.	PUNCT
ejge-10168	17	1	effectively	effectively	ADV
ejge-10168	17	2	,	,	PUNCT
ejge-10168	17	3	the	the	DET
ejge-10168	17	4	unpredictable	unpredictable	ADJ
ejge-10168	17	5	disclosure	disclosure	NOUN
ejge-10168	17	6	of	of	ADP
ejge-10168	17	7	geopolitical	geopolitical	ADJ
ejge-10168	17	8	events	event	NOUN
ejge-10168	17	9	will	will	AUX
ejge-10168	17	10	harm	harm	VERB
ejge-10168	17	11	investor	investor	NOUN
ejge-10168	17	12	sentiment	sentiment	NOUN
ejge-10168	17	13	(	(	PUNCT
ejge-10168	17	14	drakos	drakos	ADJ
ejge-10168	17	15	,	,	PUNCT
ejge-10168	17	16	2010	2010	NUM
ejge-10168	17	17	)	)	PUNCT
ejge-10168	17	18	.	.	PUNCT
ejge-10168	18	1	it	it	PRON
ejge-10168	18	2	delays	delay	VERB
ejge-10168	18	3	the	the	DET
ejge-10168	18	4	decisionmaking	decisionmake	VERB
ejge-10168	18	5	process	process	NOUN
ejge-10168	18	6	of	of	ADP
ejge-10168	18	7	market	market	NOUN
ejge-10168	18	8	players	player	NOUN
ejge-10168	18	9	(	(	PUNCT
ejge-10168	18	10	salisu	salisu	ADV
ejge-10168	18	11	et	et	PROPN
ejge-10168	18	12	al	al	PROPN
ejge-10168	18	13	.	.	PROPN
ejge-10168	18	14	,	,	PUNCT
ejge-10168	18	15	2022	2022	NUM
ejge-10168	18	16	)	)	PUNCT
ejge-10168	18	17	by	by	ADP
ejge-10168	18	18	pushing	push	VERB
ejge-10168	18	19	them	they	PRON
ejge-10168	18	20	to	to	PART
ejge-10168	18	21	postpone	postpone	VERB
ejge-10168	18	22	or	or	CCONJ
ejge-10168	18	23	divest	divest	VERB
ejge-10168	18	24	their	their	PRON
ejge-10168	18	25	equity	equity	NOUN
ejge-10168	18	26	investments	investment	NOUN
ejge-10168	18	27	(	(	PUNCT
ejge-10168	18	28	antonakakis	antonakakis	INTJ
ejge-10168	18	29	et	et	PROPN
ejge-10168	18	30	al	al	PROPN
ejge-10168	18	31	.	.	PROPN
ejge-10168	18	32	,	,	PUNCT
ejge-10168	18	33	2017	2017	NUM
ejge-10168	18	34	)	)	PUNCT
ejge-10168	18	35	.	.	PUNCT
ejge-10168	19	1	this	this	PRON
ejge-10168	19	2	can	can	AUX
ejge-10168	19	3	cause	cause	VERB
ejge-10168	19	4	a	a	DET
ejge-10168	19	5	massive	massive	ADJ
ejge-10168	19	6	sell	sell	NOUN
ejge-10168	19	7	-	-	PUNCT
ejge-10168	19	8	off	off	NOUN
ejge-10168	19	9	of	of	ADP
ejge-10168	19	10	stocks	stock	NOUN
ejge-10168	19	11	by	by	ADP
ejge-10168	19	12	investors	investor	NOUN
ejge-10168	19	13	https://creativecommons.org/licenses/by-nc/4.0/	https://creativecommons.org/licenses/by-nc/4.0/	PROPN
ejge-10168	19	14	do	do	VERB
ejge-10168	19	15	geopolitical	geopolitical	ADJ
ejge-10168	19	16	risks	risk	NOUN
ejge-10168	19	17	affect	affect	VERB
ejge-10168	19	18	stock	stock	NOUN
ejge-10168	19	19	market	market	NOUN
ejge-10168	19	20	returns	return	NOUN
ejge-10168	19	21	and	and	CCONJ
ejge-10168	19	22	volatilities	volatility	NOUN
ejge-10168	19	23	seeking	seek	VERB
ejge-10168	19	24	a	a	DET
ejge-10168	19	25	stable	stable	ADJ
ejge-10168	19	26	future	future	NOUN
ejge-10168	19	27	characterized	characterize	VERB
ejge-10168	19	28	by	by	ADP
ejge-10168	19	29	safer	safe	ADJ
ejge-10168	19	30	financial	financial	ADJ
ejge-10168	19	31	instruments	instrument	NOUN
ejge-10168	19	32	(	(	PUNCT
ejge-10168	19	33	apergis	apergis	NOUN
ejge-10168	19	34	and	and	CCONJ
ejge-10168	19	35	apergis	apergis	ADJ
ejge-10168	19	36	,	,	PUNCT
ejge-10168	19	37	2016	2016	NUM
ejge-10168	19	38	)	)	PUNCT
ejge-10168	19	39	.	.	PUNCT
ejge-10168	20	1	this	this	DET
ejge-10168	20	2	situation	situation	NOUN
ejge-10168	20	3	causes	cause	VERB
ejge-10168	20	4	large	large	ADJ
ejge-10168	20	5	variations	variation	NOUN
ejge-10168	20	6	in	in	ADP
ejge-10168	20	7	stock	stock	NOUN
ejge-10168	20	8	volatility	volatility	NOUN
ejge-10168	20	9	and	and	CCONJ
ejge-10168	20	10	a	a	DET
ejge-10168	20	11	decrease	decrease	NOUN
ejge-10168	20	12	in	in	ADP
ejge-10168	20	13	stock	stock	NOUN
ejge-10168	20	14	returns	return	NOUN
ejge-10168	20	15	(	(	PUNCT
ejge-10168	20	16	drakos	drakos	ADJ
ejge-10168	20	17	,	,	PUNCT
ejge-10168	20	18	2010	2010	NUM
ejge-10168	20	19	,	,	PUNCT
ejge-10168	20	20	jeribi	jeribi	PROPN
ejge-10168	20	21	et	et	PROPN
ejge-10168	20	22	al	al	PROPN
ejge-10168	20	23	.	.	PROPN
ejge-10168	20	24	,	,	PUNCT
ejge-10168	20	25	2015	2015	NUM
ejge-10168	20	26	,	,	PUNCT
ejge-10168	20	27	wang	wang	PROPN
ejge-10168	20	28	et	et	PROPN
ejge-10168	20	29	al	al	PROPN
ejge-10168	20	30	.	.	PROPN
ejge-10168	20	31	,	,	PUNCT
ejge-10168	20	32	2020	2020	NUM
ejge-10168	20	33	)	)	PUNCT
ejge-10168	20	34	.	.	PUNCT
ejge-10168	21	1	numerous	numerous	ADJ
ejge-10168	21	2	studies	study	NOUN
ejge-10168	21	3	in	in	ADP
ejge-10168	21	4	the	the	DET
ejge-10168	21	5	literature	literature	NOUN
ejge-10168	21	6	have	have	AUX
ejge-10168	21	7	examined	examine	VERB
ejge-10168	21	8	the	the	DET
ejge-10168	21	9	effects	effect	NOUN
ejge-10168	21	10	of	of	ADP
ejge-10168	21	11	geopolitical	geopolitical	ADJ
ejge-10168	21	12	events	event	NOUN
ejge-10168	21	13	,	,	PUNCT
ejge-10168	21	14	including	include	VERB
ejge-10168	21	15	terrorist	terrorist	ADJ
ejge-10168	21	16	attacks	attack	NOUN
ejge-10168	21	17	(	(	PUNCT
ejge-10168	21	18	corbet	corbet	PROPN
ejge-10168	21	19	et	et	PROPN
ejge-10168	21	20	al	al	PROPN
ejge-10168	21	21	.	.	PROPN
ejge-10168	21	22	,	,	PUNCT
ejge-10168	21	23	2018	2018	NUM
ejge-10168	21	24	;	;	PUNCT
ejge-10168	21	25	papakyriakou	papakyriakou	PROPN
ejge-10168	21	26	et	et	PROPN
ejge-10168	21	27	al	al	PROPN
ejge-10168	21	28	.	.	PROPN
ejge-10168	21	29	,	,	PUNCT
ejge-10168	21	30	2019	2019	NUM
ejge-10168	21	31	)	)	PUNCT
ejge-10168	21	32	,	,	PUNCT
ejge-10168	21	33	wars	war	NOUN
ejge-10168	21	34	,	,	PUNCT
ejge-10168	21	35	and	and	CCONJ
ejge-10168	21	36	political	political	ADJ
ejge-10168	21	37	tensions	tension	NOUN
ejge-10168	21	38	(	(	PUNCT
ejge-10168	21	39	omar	omar	PROPN
ejge-10168	21	40	et	et	PROPN
ejge-10168	21	41	al	al	PROPN
ejge-10168	21	42	.	.	PROPN
ejge-10168	21	43	,	,	PUNCT
ejge-10168	21	44	2017	2017	NUM
ejge-10168	21	45	;	;	PUNCT
ejge-10168	21	46	hudson	hudson	PROPN
ejge-10168	21	47	and	and	CCONJ
ejge-10168	21	48	urquhart	urquhart	PROPN
ejge-10168	21	49	,	,	PUNCT
ejge-10168	21	50	2015	2015	NUM
ejge-10168	21	51	)	)	PUNCT
ejge-10168	21	52	on	on	ADP
ejge-10168	21	53	stock	stock	NOUN
ejge-10168	21	54	markets	market	NOUN
ejge-10168	21	55	.	.	PUNCT
ejge-10168	22	1	following	follow	VERB
ejge-10168	22	2	the	the	DET
ejge-10168	22	3	russian	russian	ADJ
ejge-10168	22	4	-	-	PUNCT
ejge-10168	22	5	ukrainian	ukrainian	ADJ
ejge-10168	22	6	conflict	conflict	NOUN
ejge-10168	22	7	,	,	PUNCT
ejge-10168	22	8	governments	government	NOUN
ejge-10168	22	9	,	,	PUNCT
ejge-10168	22	10	investors	investor	NOUN
ejge-10168	22	11	and	and	CCONJ
ejge-10168	22	12	academics	academic	NOUN
ejge-10168	22	13	are	be	AUX
ejge-10168	22	14	more	more	ADV
ejge-10168	22	15	concerned	concerned	ADJ
ejge-10168	22	16	with	with	ADP
ejge-10168	22	17	examining	examine	VERB
ejge-10168	22	18	the	the	DET
ejge-10168	22	19	impact	impact	NOUN
ejge-10168	22	20	of	of	ADP
ejge-10168	22	21	the	the	DET
ejge-10168	22	22	sharply	sharply	ADV
ejge-10168	22	23	rising	rise	VERB
ejge-10168	22	24	gpr	gpr	PROPN
ejge-10168	22	25	on	on	ADP
ejge-10168	22	26	financial	financial	ADJ
ejge-10168	22	27	markets	market	NOUN
ejge-10168	22	28	.	.	PUNCT
ejge-10168	23	1	our	our	PRON
ejge-10168	23	2	study	study	NOUN
ejge-10168	23	3	aims	aim	VERB
ejge-10168	23	4	to	to	PART
ejge-10168	23	5	extend	extend	VERB
ejge-10168	23	6	the	the	DET
ejge-10168	23	7	existing	exist	VERB
ejge-10168	23	8	literature	literature	NOUN
ejge-10168	23	9	by	by	ADP
ejge-10168	23	10	investigating	investigate	VERB
ejge-10168	23	11	the	the	DET
ejge-10168	23	12	impact	impact	NOUN
ejge-10168	23	13	of	of	ADP
ejge-10168	23	14	gpr	gpr	PROPN
ejge-10168	23	15	geopolitical	geopolitical	ADJ
ejge-10168	23	16	risk	risk	NOUN
ejge-10168	23	17	on	on	ADP
ejge-10168	23	18	stock	stock	NOUN
ejge-10168	23	19	market	market	NOUN
ejge-10168	23	20	returns	return	NOUN
ejge-10168	23	21	and	and	CCONJ
ejge-10168	23	22	volatility	volatility	NOUN
ejge-10168	23	23	during	during	ADP
ejge-10168	23	24	a	a	DET
ejge-10168	23	25	period	period	NOUN
ejge-10168	23	26	marked	mark	VERB
ejge-10168	23	27	by	by	ADP
ejge-10168	23	28	global	global	ADJ
ejge-10168	23	29	financial	financial	ADJ
ejge-10168	23	30	crises	crisis	NOUN
ejge-10168	23	31	,	,	PUNCT
ejge-10168	23	32	including	include	VERB
ejge-10168	23	33	the	the	DET
ejge-10168	23	34	health	health	NOUN
ejge-10168	23	35	crisis	crisis	NOUN
ejge-10168	23	36	and	and	CCONJ
ejge-10168	23	37	the	the	DET
ejge-10168	23	38	russian	russian	ADJ
ejge-10168	23	39	-	-	PUNCT
ejge-10168	23	40	ukrainian	ukrainian	ADJ
ejge-10168	23	41	conflict	conflict	NOUN
ejge-10168	23	42	,	,	PUNCT
ejge-10168	23	43	leading	lead	VERB
ejge-10168	23	44	to	to	ADP
ejge-10168	23	45	significant	significant	ADJ
ejge-10168	23	46	changes	change	NOUN
ejge-10168	23	47	and	and	CCONJ
ejge-10168	23	48	sudden	sudden	ADJ
ejge-10168	23	49	geopolitical	geopolitical	ADJ
ejge-10168	23	50	risks	risk	NOUN
ejge-10168	23	51	.	.	PUNCT
ejge-10168	24	1	the	the	DET
ejge-10168	24	2	remaining	remain	VERB
ejge-10168	24	3	paper	paper	NOUN
ejge-10168	24	4	is	be	AUX
ejge-10168	24	5	organized	organize	VERB
ejge-10168	24	6	as	as	SCONJ
ejge-10168	24	7	follows	follow	VERB
ejge-10168	24	8	.	.	PUNCT
ejge-10168	25	1	section	section	NOUN
ejge-10168	25	2	2	2	NUM
ejge-10168	25	3	details	detail	NOUN
ejge-10168	25	4	the	the	DET
ejge-10168	25	5	literature	literature	PROPN
ejge-10168	25	6	review	review	PROPN
ejge-10168	25	7	.	.	PUNCT
ejge-10168	26	1	the	the	DET
ejge-10168	26	2	data	datum	NOUN
ejge-10168	26	3	and	and	CCONJ
ejge-10168	26	4	methodology	methodology	NOUN
ejge-10168	26	5	are	be	AUX
ejge-10168	26	6	presented	present	VERB
ejge-10168	26	7	in	in	ADP
ejge-10168	26	8	section	section	NOUN
ejge-10168	26	9	3	3	NUM
ejge-10168	26	10	.	.	PUNCT
ejge-10168	26	11	section	section	NOUN
ejge-10168	26	12	4	4	NUM
ejge-10168	26	13	presents	present	VERB
ejge-10168	26	14	empirical	empirical	ADJ
ejge-10168	26	15	results	result	NOUN
ejge-10168	26	16	and	and	CCONJ
ejge-10168	26	17	analysis	analysis	NOUN
ejge-10168	26	18	.	.	PUNCT
ejge-10168	27	1	the	the	DET
ejge-10168	27	2	discussion	discussion	NOUN
ejge-10168	27	3	is	be	AUX
ejge-10168	27	4	presented	present	VERB
ejge-10168	27	5	in	in	ADP
ejge-10168	27	6	section	section	NOUN
ejge-10168	27	7	5	5	NUM
ejge-10168	27	8	.	.	PUNCT
ejge-10168	28	1	the	the	DET
ejge-10168	28	2	last	last	ADJ
ejge-10168	28	3	section	section	NOUN
ejge-10168	28	4	presents	present	VERB
ejge-10168	28	5	concluding	conclude	VERB
ejge-10168	28	6	remarks	remark	VERB
ejge-10168	28	7	.	.	PUNCT
ejge-10168	29	1	2	2	X
ejge-10168	29	2	.	.	X
ejge-10168	29	3	literature	literature	NOUN
ejge-10168	29	4	review	review	NOUN
ejge-10168	29	5	based	base	VERB
ejge-10168	29	6	on	on	ADP
ejge-10168	29	7	the	the	DET
ejge-10168	29	8	gpr	gpr	PROPN
ejge-10168	29	9	index	index	NOUN
ejge-10168	29	10	developed	develop	VERB
ejge-10168	29	11	by	by	ADP
ejge-10168	29	12	caldara	caldara	NOUN
ejge-10168	29	13	and	and	CCONJ
ejge-10168	29	14	iacoviello	iacoviello	PROPN
ejge-10168	29	15	(	(	PUNCT
ejge-10168	29	16	2022	2022	NUM
ejge-10168	29	17	)	)	PUNCT
ejge-10168	29	18	,	,	PUNCT
ejge-10168	29	19	studies	study	NOUN
ejge-10168	29	20	are	be	AUX
ejge-10168	29	21	conducted	conduct	VERB
ejge-10168	29	22	to	to	PART
ejge-10168	29	23	examine	examine	VERB
ejge-10168	29	24	the	the	DET
ejge-10168	29	25	relationships	relationship	NOUN
ejge-10168	29	26	between	between	ADP
ejge-10168	29	27	gprs	gprs	NOUN
ejge-10168	29	28	and	and	CCONJ
ejge-10168	29	29	financial	financial	ADJ
ejge-10168	29	30	market	market	NOUN
ejge-10168	29	31	dynamics	dynamic	NOUN
ejge-10168	29	32	.	.	PUNCT
ejge-10168	30	1	bourras	bourras	PROPN
ejge-10168	30	2	et	et	PROPN
ejge-10168	30	3	al	al	PROPN
ejge-10168	30	4	.	.	PROPN
ejge-10168	31	1	(	(	PUNCT
ejge-10168	31	2	2019	2019	NUM
ejge-10168	31	3	)	)	PUNCT
ejge-10168	31	4	study	study	VERB
ejge-10168	31	5	the	the	DET
ejge-10168	31	6	role	role	NOUN
ejge-10168	31	7	of	of	ADP
ejge-10168	31	8	gpr	gpr	PROPN
ejge-10168	31	9	on	on	ADP
ejge-10168	31	10	the	the	DET
ejge-10168	31	11	volatility	volatility	NOUN
ejge-10168	31	12	of	of	ADP
ejge-10168	31	13	18	18	NUM
ejge-10168	31	14	emerging	emerge	VERB
ejge-10168	31	15	markets	market	NOUN
ejge-10168	31	16	and	and	CCONJ
ejge-10168	31	17	find	find	VERB
ejge-10168	31	18	that	that	SCONJ
ejge-10168	31	19	gpr	gpr	PROPN
ejge-10168	31	20	has	have	VERB
ejge-10168	31	21	a	a	DET
ejge-10168	31	22	significant	significant	ADJ
ejge-10168	31	23	impact	impact	NOUN
ejge-10168	31	24	on	on	ADP
ejge-10168	31	25	the	the	DET
ejge-10168	31	26	volatility	volatility	NOUN
ejge-10168	31	27	of	of	ADP
ejge-10168	31	28	emerging	emerge	VERB
ejge-10168	31	29	stock	stock	NOUN
ejge-10168	31	30	markets	market	NOUN
ejge-10168	31	31	.	.	PUNCT
ejge-10168	32	1	examining	examine	VERB
ejge-10168	32	2	the	the	DET
ejge-10168	32	3	link	link	NOUN
ejge-10168	32	4	between	between	ADP
ejge-10168	32	5	gpr	gpr	PROPN
ejge-10168	32	6	and	and	CCONJ
ejge-10168	32	7	stock	stock	NOUN
ejge-10168	32	8	market	market	NOUN
ejge-10168	32	9	volatility	volatility	NOUN
ejge-10168	32	10	in	in	ADP
ejge-10168	32	11	emerging	emerge	VERB
ejge-10168	32	12	economies	economy	NOUN
ejge-10168	32	13	,	,	PUNCT
ejge-10168	32	14	salisu	salisu	ADV
ejge-10168	32	15	et	et	PROPN
ejge-10168	32	16	al	al	PROPN
ejge-10168	32	17	.	.	PROPN
ejge-10168	33	1	(	(	PUNCT
ejge-10168	33	2	2022	2022	NUM
ejge-10168	33	3	)	)	PUNCT
ejge-10168	33	4	find	find	VERB
ejge-10168	33	5	that	that	SCONJ
ejge-10168	33	6	emerging	emerge	VERB
ejge-10168	33	7	market	market	NOUN
ejge-10168	33	8	volatility	volatility	NOUN
ejge-10168	33	9	responds	respond	VERB
ejge-10168	33	10	positively	positively	ADV
ejge-10168	33	11	to	to	ADP
ejge-10168	33	12	gpr	gpr	PROPN
ejge-10168	33	13	.	.	PROPN
ejge-10168	34	1	based	base	VERB
ejge-10168	34	2	on	on	ADP
ejge-10168	34	3	the	the	DET
ejge-10168	34	4	garch	garch	NOUN
ejge-10168	34	5	-	-	PUNCT
ejge-10168	34	6	midas	midas	PROPN
ejge-10168	34	7	approach	approach	NOUN
ejge-10168	34	8	,	,	PUNCT
ejge-10168	34	9	ndako	ndako	PROPN
ejge-10168	34	10	et	et	PROPN
ejge-10168	34	11	al	al	PROPN
ejge-10168	34	12	.	.	PROPN
ejge-10168	35	1	(	(	PUNCT
ejge-10168	35	2	2021	2021	NUM
ejge-10168	35	3	)	)	PUNCT
ejge-10168	35	4	show	show	VERB
ejge-10168	35	5	that	that	SCONJ
ejge-10168	35	6	the	the	DET
ejge-10168	35	7	gpr	gpr	PROPN
ejge-10168	35	8	would	would	AUX
ejge-10168	35	9	increase	increase	VERB
ejge-10168	35	10	the	the	DET
ejge-10168	35	11	volatility	volatility	NOUN
ejge-10168	35	12	of	of	ADP
ejge-10168	35	13	islamic	islamic	ADJ
ejge-10168	35	14	stocks	stock	NOUN
ejge-10168	35	15	in	in	ADP
ejge-10168	35	16	indonesia	indonesia	PROPN
ejge-10168	35	17	and	and	CCONJ
ejge-10168	35	18	malaysia	malaysia	PROPN
ejge-10168	35	19	.	.	PUNCT
ejge-10168	36	1	other	other	ADJ
ejge-10168	36	2	studies	study	NOUN
ejge-10168	36	3	find	find	VERB
ejge-10168	36	4	that	that	SCONJ
ejge-10168	36	5	gpr	gpr	PROPN
ejge-10168	36	6	has	have	VERB
ejge-10168	36	7	a	a	DET
ejge-10168	36	8	significant	significant	ADJ
ejge-10168	36	9	impact	impact	NOUN
ejge-10168	36	10	on	on	ADP
ejge-10168	36	11	the	the	DET
ejge-10168	36	12	commodity	commodity	NOUN
ejge-10168	36	13	market	market	NOUN
ejge-10168	36	14	(	(	PUNCT
ejge-10168	36	15	cunado	cunado	PROPN
ejge-10168	36	16	et	et	PROPN
ejge-10168	36	17	al	al	PROPN
ejge-10168	36	18	.	.	PROPN
ejge-10168	36	19	,	,	PUNCT
ejge-10168	36	20	2020	2020	NUM
ejge-10168	36	21	;	;	PUNCT
ejge-10168	36	22	plakandaras	plakandara	NOUN
ejge-10168	36	23	et	et	PROPN
ejge-10168	36	24	al	al	PROPN
ejge-10168	36	25	.	.	PROPN
ejge-10168	36	26	,	,	PUNCT
ejge-10168	36	27	2019	2019	NUM
ejge-10168	36	28	;	;	PUNCT
ejge-10168	36	29	gkillas	gkilla	NOUN
ejge-10168	36	30	et	et	PROPN
ejge-10168	36	31	al	al	PROPN
ejge-10168	36	32	.	.	PROPN
ejge-10168	36	33	,	,	PUNCT
ejge-10168	36	34	2020	2020	NUM
ejge-10168	36	35	)	)	PUNCT
ejge-10168	36	36	.	.	PUNCT
ejge-10168	37	1	aysan	aysan	PROPN
ejge-10168	37	2	et	et	PROPN
ejge-10168	37	3	al	al	PROPN
ejge-10168	37	4	.	.	PROPN
ejge-10168	38	1	(	(	PUNCT
ejge-10168	38	2	2019	2019	NUM
ejge-10168	38	3	)	)	PUNCT
ejge-10168	38	4	demonstrate	demonstrate	VERB
ejge-10168	38	5	that	that	SCONJ
ejge-10168	38	6	gpr	gpr	PROPN
ejge-10168	38	7	induces	induce	VERB
ejge-10168	38	8	negative	negative	ADJ
ejge-10168	38	9	returns	return	NOUN
ejge-10168	38	10	for	for	ADP
ejge-10168	38	11	bitcoin	bitcoin	ADJ
ejge-10168	38	12	and	and	CCONJ
ejge-10168	38	13	positive	positive	ADJ
ejge-10168	38	14	price	price	NOUN
ejge-10168	38	15	volatility	volatility	NOUN
ejge-10168	38	16	.	.	PUNCT
ejge-10168	39	1	following	follow	VERB
ejge-10168	39	2	the	the	DET
ejge-10168	39	3	russian	russian	ADJ
ejge-10168	39	4	-	-	PUNCT
ejge-10168	39	5	ukrainian	ukrainian	ADJ
ejge-10168	39	6	conflict	conflict	NOUN
ejge-10168	39	7	,	,	PUNCT
ejge-10168	39	8	recent	recent	ADJ
ejge-10168	39	9	literature	literature	NOUN
ejge-10168	39	10	is	be	AUX
ejge-10168	39	11	more	more	ADV
ejge-10168	39	12	concerned	concerned	ADJ
ejge-10168	39	13	with	with	ADP
ejge-10168	39	14	examining	examine	VERB
ejge-10168	39	15	the	the	DET
ejge-10168	39	16	impact	impact	NOUN
ejge-10168	39	17	of	of	ADP
ejge-10168	39	18	the	the	DET
ejge-10168	39	19	gpr	gpr	PROPN
ejge-10168	39	20	on	on	ADP
ejge-10168	39	21	financial	financial	ADJ
ejge-10168	39	22	markets	market	NOUN
ejge-10168	39	23	.	.	PUNCT
ejge-10168	40	1	boungou	boungou	NOUN
ejge-10168	40	2	and	and	CCONJ
ejge-10168	40	3	yatié	yatié	NOUN
ejge-10168	40	4	(	(	PUNCT
ejge-10168	40	5	2022	2022	NUM
ejge-10168	40	6	)	)	PUNCT
ejge-10168	40	7	reveal	reveal	VERB
ejge-10168	40	8	that	that	SCONJ
ejge-10168	40	9	the	the	DET
ejge-10168	40	10	russian	russian	ADJ
ejge-10168	40	11	-	-	PUNCT
ejge-10168	40	12	ukrainian	ukrainian	ADJ
ejge-10168	40	13	war	war	NOUN
ejge-10168	40	14	had	have	VERB
ejge-10168	40	15	a	a	DET
ejge-10168	40	16	negative	negative	ADJ
ejge-10168	40	17	impact	impact	NOUN
ejge-10168	40	18	on	on	ADP
ejge-10168	40	19	the	the	DET
ejge-10168	40	20	stock	stock	NOUN
ejge-10168	40	21	market	market	NOUN
ejge-10168	40	22	,	,	PUNCT
ejge-10168	40	23	especially	especially	ADV
ejge-10168	40	24	for	for	ADP
ejge-10168	40	25	the	the	DET
ejge-10168	40	26	countries	country	NOUN
ejge-10168	40	27	bordering	border	VERB
ejge-10168	40	28	these	these	DET
ejge-10168	40	29	warring	war	VERB
ejge-10168	40	30	nations	nation	NOUN
ejge-10168	40	31	.	.	PUNCT
ejge-10168	41	1	in	in	ADP
ejge-10168	41	2	studying	study	VERB
ejge-10168	41	3	the	the	DET
ejge-10168	41	4	impact	impact	NOUN
ejge-10168	41	5	of	of	ADP
ejge-10168	41	6	the	the	DET
ejge-10168	41	7	russian	russian	ADJ
ejge-10168	41	8	-	-	PUNCT
ejge-10168	41	9	ukrainian	ukrainian	ADJ
ejge-10168	41	10	conflict	conflict	NOUN
ejge-10168	41	11	on	on	ADP
ejge-10168	41	12	global	global	ADJ
ejge-10168	41	13	stock	stock	NOUN
ejge-10168	41	14	markets	market	NOUN
ejge-10168	41	15	,	,	PUNCT
ejge-10168	41	16	boubaker	boubaker	NOUN
ejge-10168	41	17	et	et	PROPN
ejge-10168	41	18	al	al	PROPN
ejge-10168	41	19	.	.	PROPN
ejge-10168	42	1	(	(	PUNCT
ejge-10168	42	2	2022	2022	NUM
ejge-10168	42	3	)	)	PUNCT
ejge-10168	42	4	find	find	VERB
ejge-10168	42	5	that	that	SCONJ
ejge-10168	42	6	the	the	DET
ejge-10168	42	7	war	war	NOUN
ejge-10168	42	8	had	have	VERB
ejge-10168	42	9	a	a	DET
ejge-10168	42	10	negative	negative	ADJ
ejge-10168	42	11	impact	impact	NOUN
ejge-10168	42	12	on	on	ADP
ejge-10168	42	13	developed	develop	VERB
ejge-10168	42	14	economies	economy	NOUN
ejge-10168	42	15	compared	compare	VERB
ejge-10168	42	16	to	to	ADP
ejge-10168	42	17	emerging	emerge	VERB
ejge-10168	42	18	countries	country	NOUN
ejge-10168	42	19	.	.	PUNCT
ejge-10168	43	1	zhang	zhang	PROPN
ejge-10168	43	2	et	et	PROPN
ejge-10168	43	3	al	al	PROPN
ejge-10168	43	4	.	.	PROPN
ejge-10168	44	1	(	(	PUNCT
ejge-10168	44	2	2023	2023	NUM
ejge-10168	44	3	)	)	PUNCT
ejge-10168	44	4	use	use	VERB
ejge-10168	44	5	the	the	DET
ejge-10168	44	6	bias	bias	NOUN
ejge-10168	44	7	-	-	PUNCT
ejge-10168	44	8	corrected	correct	VERB
ejge-10168	44	9	lsdv	lsdv	NOUN
ejge-10168	44	10	estimator	estimator	NOUN
ejge-10168	44	11	to	to	PART
ejge-10168	44	12	study	study	VERB
ejge-10168	44	13	the	the	DET
ejge-10168	44	14	effect	effect	NOUN
ejge-10168	44	15	of	of	ADP
ejge-10168	44	16	gpr	gpr	PROPN
ejge-10168	44	17	on	on	ADP
ejge-10168	44	18	stock	stock	NOUN
ejge-10168	44	19	market	market	NOUN
ejge-10168	44	20	volatility	volatility	NOUN
ejge-10168	44	21	for	for	ADP
ejge-10168	44	22	32	32	NUM
ejge-10168	44	23	countries	country	NOUN
ejge-10168	44	24	and	and	CCONJ
ejge-10168	44	25	regions	region	NOUN
ejge-10168	44	26	.	.	PUNCT
ejge-10168	45	1	they	they	PRON
ejge-10168	45	2	claim	claim	VERB
ejge-10168	45	3	that	that	SCONJ
ejge-10168	45	4	gpr	gpr	PROPN
ejge-10168	45	5	has	have	VERB
ejge-10168	45	6	a	a	DET
ejge-10168	45	7	significant	significant	ADJ
ejge-10168	45	8	positive	positive	ADJ
ejge-10168	45	9	effect	effect	NOUN
ejge-10168	45	10	on	on	ADP
ejge-10168	45	11	stock	stock	NOUN
ejge-10168	45	12	market	market	NOUN
ejge-10168	45	13	volatility	volatility	NOUN
ejge-10168	45	14	.	.	PUNCT
ejge-10168	46	1	by	by	ADP
ejge-10168	46	2	applying	apply	VERB
ejge-10168	46	3	the	the	DET
ejge-10168	46	4	wavelet	wavelet	NOUN
ejge-10168	46	5	coherence	coherence	NOUN
ejge-10168	46	6	approach	approach	NOUN
ejge-10168	46	7	,	,	PUNCT
ejge-10168	46	8	będowska	będowska	NOUN
ejge-10168	46	9	-	-	PUNCT
ejge-10168	46	10	sojka	sojka	PROPN
ejge-10168	46	11	et	et	PROPN
ejge-10168	46	12	al	al	PROPN
ejge-10168	46	13	.	.	PROPN
ejge-10168	47	1	(	(	PUNCT
ejge-10168	47	2	2022	2022	NUM
ejge-10168	47	3	)	)	PUNCT
ejge-10168	47	4	analyze	analyze	VERB
ejge-10168	47	5	the	the	DET
ejge-10168	47	6	impact	impact	NOUN
ejge-10168	47	7	of	of	ADP
ejge-10168	47	8	geopolitical	geopolitical	ADJ
ejge-10168	47	9	risk	risk	NOUN
ejge-10168	47	10	on	on	ADP
ejge-10168	47	11	different	different	ADJ
ejge-10168	47	12	types	type	NOUN
ejge-10168	47	13	of	of	ADP
ejge-10168	47	14	securities	security	NOUN
ejge-10168	47	15	.	.	PUNCT
ejge-10168	48	1	they	they	PRON
ejge-10168	48	2	argue	argue	VERB
ejge-10168	48	3	that	that	SCONJ
ejge-10168	48	4	different	different	ADJ
ejge-10168	48	5	asset	asset	NOUN
ejge-10168	48	6	classes	class	NOUN
ejge-10168	48	7	can	can	AUX
ejge-10168	48	8	provide	provide	VERB
ejge-10168	48	9	the	the	DET
ejge-10168	48	10	best	good	ADJ
ejge-10168	48	11	hedge	hedge	NOUN
ejge-10168	48	12	against	against	ADP
ejge-10168	48	13	geopolitical	geopolitical	ADJ
ejge-10168	48	14	risk	risk	NOUN
ejge-10168	48	15	.	.	PUNCT
ejge-10168	49	1	boungou	boungou	NOUN
ejge-10168	49	2	et	et	PROPN
ejge-10168	49	3	al	al	PROPN
ejge-10168	49	4	.	.	PROPN
ejge-10168	50	1	(	(	PUNCT
ejge-10168	50	2	2022	2022	NUM
ejge-10168	50	3	)	)	PUNCT
ejge-10168	50	4	analyze	analyze	VERB
ejge-10168	50	5	the	the	DET
ejge-10168	50	6	dynamic	dynamic	ADJ
ejge-10168	50	7	connectivity	connectivity	NOUN
ejge-10168	50	8	between	between	ADP
ejge-10168	50	9	russia	russia	PROPN
ejge-10168	50	10	,	,	PUNCT
ejge-10168	50	11	europe	europe	PROPN
ejge-10168	50	12	,	,	PUNCT
ejge-10168	50	13	the	the	DET
ejge-10168	50	14	united	united	PROPN
ejge-10168	50	15	states	states	PROPN
ejge-10168	50	16	,	,	PUNCT
ejge-10168	50	17	and	and	CCONJ
ejge-10168	50	18	global	global	ADJ
ejge-10168	50	19	commodity	commodity	NOUN
ejge-10168	50	20	markets	market	NOUN
ejge-10168	50	21	to	to	PART
ejge-10168	50	22	see	see	VERB
ejge-10168	50	23	the	the	DET
ejge-10168	50	24	impact	impact	NOUN
ejge-10168	50	25	of	of	ADP
ejge-10168	50	26	the	the	DET
ejge-10168	50	27	russian	russian	ADJ
ejge-10168	50	28	-	-	PUNCT
ejge-10168	50	29	ukrainian	ukrainian	ADJ
ejge-10168	50	30	war	war	NOUN
ejge-10168	50	31	on	on	ADP
ejge-10168	50	32	global	global	ADJ
ejge-10168	50	33	financial	financial	ADJ
ejge-10168	50	34	markets	market	NOUN
ejge-10168	50	35	.	.	PUNCT
ejge-10168	51	1	by	by	ADP
ejge-10168	51	2	providing	provide	VERB
ejge-10168	51	3	insight	insight	NOUN
ejge-10168	51	4	into	into	ADP
ejge-10168	51	5	the	the	DET
ejge-10168	51	6	vulnerability	vulnerability	NOUN
ejge-10168	51	7	of	of	ADP
ejge-10168	51	8	the	the	DET
ejge-10168	51	9	constituent	constituent	ADJ
ejge-10168	51	10	companies	company	NOUN
ejge-10168	51	11	of	of	ADP
ejge-10168	51	12	the	the	DET
ejge-10168	51	13	main	main	ADJ
ejge-10168	51	14	stock	stock	NOUN
ejge-10168	51	15	market	market	NOUN
ejge-10168	51	16	indices	index	NOUN
ejge-10168	51	17	of	of	ADP
ejge-10168	51	18	the	the	DET
ejge-10168	51	19	g7	g7	PROPN
ejge-10168	51	20	countries	country	NOUN
ejge-10168	51	21	to	to	ADP
ejge-10168	51	22	war	war	NOUN
ejge-10168	51	23	events	event	NOUN
ejge-10168	51	24	,	,	PUNCT
ejge-10168	51	25	abbassi	abbassi	NOUN
ejge-10168	51	26	et	et	PROPN
ejge-10168	51	27	al	al	PROPN
ejge-10168	51	28	.	.	PROPN
ejge-10168	52	1	(	(	PUNCT
ejge-10168	52	2	2022	2022	NUM
ejge-10168	52	3	)	)	PUNCT
ejge-10168	52	4	show	show	VERB
ejge-10168	52	5	that	that	SCONJ
ejge-10168	52	6	stock	stock	NOUN
ejge-10168	52	7	242	242	NUM
ejge-10168	52	8	ahlem	ahlem	NOUN
ejge-10168	52	9	lamine	lamine	NOUN
ejge-10168	52	10	and	and	CCONJ
ejge-10168	52	11	sirine	sirine	ADJ
ejge-10168	52	12	zribi	zribi	NOUN
ejge-10168	52	13	prices	price	NOUN
ejge-10168	52	14	are	be	AUX
ejge-10168	52	15	fragile	fragile	ADJ
ejge-10168	52	16	in	in	ADP
ejge-10168	52	17	the	the	DET
ejge-10168	52	18	face	face	NOUN
ejge-10168	52	19	of	of	ADP
ejge-10168	52	20	gpr	gpr	PROPN
ejge-10168	52	21	geopolitical	geopolitical	ADJ
ejge-10168	52	22	risk	risk	NOUN
ejge-10168	52	23	and	and	CCONJ
ejge-10168	52	24	create	create	VERB
ejge-10168	52	25	negative	negative	ADJ
ejge-10168	52	26	abnormal	abnormal	ADJ
ejge-10168	52	27	returns	return	NOUN
ejge-10168	52	28	.	.	PUNCT
ejge-10168	53	1	although	although	SCONJ
ejge-10168	53	2	a	a	DET
ejge-10168	53	3	significant	significant	ADJ
ejge-10168	53	4	number	number	NOUN
ejge-10168	53	5	of	of	ADP
ejge-10168	53	6	studies	study	NOUN
ejge-10168	53	7	have	have	AUX
ejge-10168	53	8	examined	examine	VERB
ejge-10168	53	9	the	the	DET
ejge-10168	53	10	effects	effect	NOUN
ejge-10168	53	11	of	of	ADP
ejge-10168	53	12	gpr	gpr	PROPN
ejge-10168	53	13	geopolitical	geopolitical	ADJ
ejge-10168	53	14	risk	risk	NOUN
ejge-10168	53	15	on	on	ADP
ejge-10168	53	16	financial	financial	ADJ
ejge-10168	53	17	market	market	NOUN
ejge-10168	53	18	dynamics	dynamic	NOUN
ejge-10168	53	19	,	,	PUNCT
ejge-10168	53	20	there	there	PRON
ejge-10168	53	21	are	be	VERB
ejge-10168	53	22	limitations	limitation	NOUN
ejge-10168	53	23	to	to	PART
ejge-10168	53	24	be	be	AUX
ejge-10168	53	25	explored	explore	VERB
ejge-10168	53	26	.	.	PUNCT
ejge-10168	54	1	first	first	ADV
ejge-10168	54	2	,	,	PUNCT
ejge-10168	54	3	previous	previous	ADJ
ejge-10168	54	4	studies	study	NOUN
ejge-10168	54	5	assumed	assume	VERB
ejge-10168	54	6	that	that	SCONJ
ejge-10168	54	7	the	the	DET
ejge-10168	54	8	relationship	relationship	NOUN
ejge-10168	54	9	between	between	ADP
ejge-10168	54	10	gprs	gprs	NOUN
ejge-10168	54	11	and	and	CCONJ
ejge-10168	54	12	financial	financial	ADJ
ejge-10168	54	13	market	market	NOUN
ejge-10168	54	14	dynamics	dynamic	NOUN
ejge-10168	54	15	was	be	AUX
ejge-10168	54	16	time	time	NOUN
ejge-10168	54	17	-	-	PUNCT
ejge-10168	54	18	invariant	invariant	ADJ
ejge-10168	54	19	and	and	CCONJ
ejge-10168	54	20	used	use	VERB
ejge-10168	54	21	the	the	DET
ejge-10168	54	22	event	event	NOUN
ejge-10168	54	23	study	study	NOUN
ejge-10168	54	24	approach	approach	NOUN
ejge-10168	54	25	,	,	PUNCT
ejge-10168	54	26	var	var	NOUN
ejge-10168	54	27	,	,	PUNCT
ejge-10168	54	28	svar	svar	PROPN
ejge-10168	54	29	,	,	PUNCT
ejge-10168	54	30	or	or	CCONJ
ejge-10168	54	31	garch	garch	NOUN
ejge-10168	54	32	.	.	PUNCT
ejge-10168	55	1	however	however	ADV
ejge-10168	55	2	,	,	PUNCT
ejge-10168	55	3	in	in	ADP
ejge-10168	55	4	reality	reality	NOUN
ejge-10168	55	5	,	,	PUNCT
ejge-10168	55	6	following	follow	VERB
ejge-10168	55	7	spikes	spike	NOUN
ejge-10168	55	8	linked	link	VERB
ejge-10168	55	9	to	to	ADP
ejge-10168	55	10	major	major	ADJ
ejge-10168	55	11	geopolitical	geopolitical	ADJ
ejge-10168	55	12	events	event	NOUN
ejge-10168	55	13	such	such	ADJ
ejge-10168	55	14	as	as	ADP
ejge-10168	55	15	the	the	DET
ejge-10168	55	16	invasion	invasion	NOUN
ejge-10168	55	17	of	of	ADP
ejge-10168	55	18	iraq	iraq	PROPN
ejge-10168	55	19	,	,	PUNCT
ejge-10168	55	20	the	the	DET
ejge-10168	55	21	gulf	gulf	PROPN
ejge-10168	55	22	war	war	NOUN
ejge-10168	55	23	and	and	CCONJ
ejge-10168	55	24	the	the	DET
ejge-10168	55	25	russian	russian	ADJ
ejge-10168	55	26	-	-	PUNCT
ejge-10168	55	27	ukrainian	ukrainian	ADJ
ejge-10168	55	28	crisis	crisis	NOUN
ejge-10168	55	29	,	,	PUNCT
ejge-10168	55	30	gprs	gprs	NOUN
ejge-10168	55	31	evolve	evolve	NOUN
ejge-10168	55	32	over	over	ADP
ejge-10168	55	33	time	time	NOUN
ejge-10168	55	34	(	(	PUNCT
ejge-10168	55	35	caldara	caldara	NOUN
ejge-10168	55	36	and	and	CCONJ
ejge-10168	55	37	iacoviello	iacoviello	NOUN
ejge-10168	55	38	,	,	PUNCT
ejge-10168	55	39	2022	2022	NUM
ejge-10168	55	40	)	)	PUNCT
ejge-10168	55	41	.	.	PUNCT
ejge-10168	56	1	the	the	DET
ejge-10168	56	2	responses	response	NOUN
ejge-10168	56	3	of	of	ADP
ejge-10168	56	4	stock	stock	NOUN
ejge-10168	56	5	markets	market	NOUN
ejge-10168	56	6	to	to	ADP
ejge-10168	56	7	variations	variation	NOUN
ejge-10168	56	8	in	in	ADP
ejge-10168	56	9	the	the	DET
ejge-10168	56	10	gpr	gpr	PROPN
ejge-10168	56	11	are	be	AUX
ejge-10168	56	12	,	,	PUNCT
ejge-10168	56	13	therefore	therefore	ADV
ejge-10168	56	14	,	,	PUNCT
ejge-10168	56	15	heterogeneous	heterogeneous	ADJ
ejge-10168	56	16	over	over	ADP
ejge-10168	56	17	time	time	NOUN
ejge-10168	56	18	.	.	PUNCT
ejge-10168	57	1	secondly	secondly	ADV
ejge-10168	57	2	,	,	PUNCT
ejge-10168	57	3	most	most	ADJ
ejge-10168	57	4	studies	study	NOUN
ejge-10168	57	5	focus	focus	VERB
ejge-10168	57	6	on	on	ADP
ejge-10168	57	7	the	the	DET
ejge-10168	57	8	study	study	NOUN
ejge-10168	57	9	of	of	ADP
ejge-10168	57	10	the	the	DET
ejge-10168	57	11	gpr	gpr	PROPN
ejge-10168	57	12	influence	influence	NOUN
ejge-10168	57	13	on	on	ADP
ejge-10168	57	14	a	a	DET
ejge-10168	57	15	specific	specific	ADJ
ejge-10168	57	16	area	area	NOUN
ejge-10168	57	17	and	and	CCONJ
ejge-10168	57	18	over	over	ADP
ejge-10168	57	19	a	a	DET
ejge-10168	57	20	short	short	ADJ
ejge-10168	57	21	period	period	NOUN
ejge-10168	57	22	,	,	PUNCT
ejge-10168	57	23	which	which	PRON
ejge-10168	57	24	does	do	AUX
ejge-10168	57	25	not	not	PART
ejge-10168	57	26	allow	allow	VERB
ejge-10168	57	27	conclusions	conclusion	NOUN
ejge-10168	57	28	and	and	CCONJ
ejge-10168	57	29	comparisons	comparison	NOUN
ejge-10168	57	30	to	to	PART
ejge-10168	57	31	be	be	AUX
ejge-10168	57	32	made	make	VERB
ejge-10168	57	33	between	between	ADP
ejge-10168	57	34	the	the	DET
ejge-10168	57	35	impact	impact	NOUN
ejge-10168	57	36	of	of	ADP
ejge-10168	57	37	different	different	ADJ
ejge-10168	57	38	peaks	peak	NOUN
ejge-10168	57	39	linked	link	VERB
ejge-10168	57	40	to	to	ADP
ejge-10168	57	41	geopolitical	geopolitical	ADJ
ejge-10168	57	42	events	event	NOUN
ejge-10168	57	43	on	on	ADP
ejge-10168	57	44	the	the	DET
ejge-10168	57	45	different	different	ADJ
ejge-10168	57	46	stock	stock	NOUN
ejge-10168	57	47	markets	market	NOUN
ejge-10168	57	48	.	.	PUNCT
ejge-10168	58	1	the	the	DET
ejge-10168	58	2	contributions	contribution	NOUN
ejge-10168	58	3	of	of	ADP
ejge-10168	58	4	our	our	PRON
ejge-10168	58	5	article	article	NOUN
ejge-10168	58	6	are	be	AUX
ejge-10168	58	7	multiple	multiple	ADJ
ejge-10168	58	8	:	:	PUNCT
ejge-10168	58	9	first	first	ADV
ejge-10168	58	10	,	,	PUNCT
ejge-10168	58	11	we	we	PRON
ejge-10168	58	12	focus	focus	VERB
ejge-10168	58	13	on	on	ADP
ejge-10168	58	14	the	the	DET
ejge-10168	58	15	time	time	NOUN
ejge-10168	58	16	-	-	PUNCT
ejge-10168	58	17	varying	vary	VERB
ejge-10168	58	18	responses	response	NOUN
ejge-10168	58	19	of	of	ADP
ejge-10168	58	20	the	the	DET
ejge-10168	58	21	stock	stock	NOUN
ejge-10168	58	22	indices	index	NOUN
ejge-10168	58	23	of	of	ADP
ejge-10168	58	24	the	the	DET
ejge-10168	58	25	g7	g7	PROPN
ejge-10168	58	26	,	,	PUNCT
ejge-10168	58	27	brics	brics	PROPN
ejge-10168	58	28	and	and	CCONJ
ejge-10168	58	29	golf	golf	NOUN
ejge-10168	58	30	countries	country	NOUN
ejge-10168	58	31	to	to	ADP
ejge-10168	58	32	gpr	gpr	PROPN
ejge-10168	58	33	shocks	shock	NOUN
ejge-10168	58	34	by	by	ADP
ejge-10168	58	35	distinguishing	distinguish	VERB
ejge-10168	58	36	between	between	ADP
ejge-10168	58	37	the	the	DET
ejge-10168	58	38	transitory	transitory	ADJ
ejge-10168	58	39	and	and	CCONJ
ejge-10168	58	40	persistent	persistent	ADJ
ejge-10168	58	41	effects	effect	NOUN
ejge-10168	58	42	of	of	ADP
ejge-10168	58	43	the	the	DET
ejge-10168	58	44	crisis	crisis	NOUN
ejge-10168	58	45	in	in	ADP
ejge-10168	58	46	several	several	ADJ
ejge-10168	58	47	important	important	ADJ
ejge-10168	58	48	respects	respect	NOUN
ejge-10168	58	49	.	.	PUNCT
ejge-10168	59	1	second	second	ADV
ejge-10168	59	2	,	,	PUNCT
ejge-10168	59	3	we	we	PRON
ejge-10168	59	4	analyze	analyze	VERB
ejge-10168	59	5	the	the	DET
ejge-10168	59	6	gprs	gprs	NOUN
ejge-10168	59	7	'	'	PART
ejge-10168	59	8	dynamic	dynamic	ADJ
ejge-10168	59	9	effects	effect	NOUN
ejge-10168	59	10	on	on	ADP
ejge-10168	59	11	stock	stock	NOUN
ejge-10168	59	12	markets	market	NOUN
ejge-10168	59	13	at	at	ADP
ejge-10168	59	14	different	different	ADJ
ejge-10168	59	15	times	time	NOUN
ejge-10168	59	16	and	and	CCONJ
ejge-10168	59	17	time	time	NOUN
ejge-10168	59	18	horizons	horizon	NOUN
ejge-10168	59	19	through	through	ADP
ejge-10168	59	20	the	the	DET
ejge-10168	59	21	construction	construction	NOUN
ejge-10168	59	22	of	of	ADP
ejge-10168	59	23	tvp	tvp	ADJ
ejge-10168	59	24	-	-	PUNCT
ejge-10168	59	25	var	var	NOUN
ejge-10168	59	26	models	model	NOUN
ejge-10168	59	27	.	.	PUNCT
ejge-10168	60	1	third	third	ADV
ejge-10168	60	2	,	,	PUNCT
ejge-10168	60	3	our	our	PRON
ejge-10168	60	4	estimation	estimation	NOUN
ejge-10168	60	5	sample	sample	NOUN
ejge-10168	60	6	covers	cover	VERB
ejge-10168	60	7	a	a	DET
ejge-10168	60	8	longer	long	ADJ
ejge-10168	60	9	period	period	NOUN
ejge-10168	60	10	than	than	ADP
ejge-10168	60	11	previous	previous	ADJ
ejge-10168	60	12	studies	study	NOUN
ejge-10168	60	13	and	and	CCONJ
ejge-10168	60	14	is	be	AUX
ejge-10168	60	15	marked	mark	VERB
ejge-10168	60	16	by	by	ADP
ejge-10168	60	17	global	global	ADJ
ejge-10168	60	18	financial	financial	ADJ
ejge-10168	60	19	crises	crisis	NOUN
ejge-10168	60	20	,	,	PUNCT
ejge-10168	60	21	including	include	VERB
ejge-10168	60	22	the	the	DET
ejge-10168	60	23	health	health	NOUN
ejge-10168	60	24	crisis	crisis	NOUN
ejge-10168	60	25	and	and	CCONJ
ejge-10168	60	26	the	the	DET
ejge-10168	60	27	russian	russian	ADJ
ejge-10168	60	28	-	-	PUNCT
ejge-10168	60	29	ukrainian	ukrainian	ADJ
ejge-10168	60	30	conflict	conflict	NOUN
ejge-10168	60	31	,	,	PUNCT
ejge-10168	60	32	leading	lead	VERB
ejge-10168	60	33	to	to	ADP
ejge-10168	60	34	significant	significant	ADJ
ejge-10168	60	35	and	and	CCONJ
ejge-10168	60	36	sudden	sudden	ADJ
ejge-10168	60	37	changes	change	NOUN
ejge-10168	60	38	in	in	ADP
ejge-10168	60	39	geopolitical	geopolitical	ADJ
ejge-10168	60	40	risk	risk	NOUN
ejge-10168	60	41	.	.	PUNCT
ejge-10168	61	1	to	to	ADP
ejge-10168	61	2	the	the	DET
ejge-10168	61	3	best	good	ADJ
ejge-10168	61	4	of	of	ADP
ejge-10168	61	5	our	our	PRON
ejge-10168	61	6	knowledge	knowledge	NOUN
ejge-10168	61	7	,	,	PUNCT
ejge-10168	61	8	this	this	PRON
ejge-10168	61	9	is	be	AUX
ejge-10168	61	10	the	the	DET
ejge-10168	61	11	first	first	ADJ
ejge-10168	61	12	attempt	attempt	NOUN
ejge-10168	61	13	to	to	PART
ejge-10168	61	14	study	study	VERB
ejge-10168	61	15	in	in	ADP
ejge-10168	61	16	depth	depth	NOUN
ejge-10168	61	17	the	the	DET
ejge-10168	61	18	impact	impact	NOUN
ejge-10168	61	19	of	of	ADP
ejge-10168	61	20	multiple	multiple	ADJ
ejge-10168	61	21	pbr	pbr	PROPN
ejge-10168	61	22	shocks	shock	NOUN
ejge-10168	61	23	on	on	ADP
ejge-10168	61	24	the	the	DET
ejge-10168	61	25	dynamics	dynamic	NOUN
ejge-10168	61	26	of	of	ADP
ejge-10168	61	27	different	different	ADJ
ejge-10168	61	28	stock	stock	NOUN
ejge-10168	61	29	markets	market	NOUN
ejge-10168	61	30	using	use	VERB
ejge-10168	61	31	the	the	DET
ejge-10168	61	32	tvp	tvp	ADJ
ejge-10168	61	33	-	-	PUNCT
ejge-10168	61	34	var	var	NOUN
ejge-10168	61	35	model	model	NOUN
ejge-10168	61	36	.	.	PUNCT
ejge-10168	62	1	the	the	DET
ejge-10168	62	2	lack	lack	NOUN
ejge-10168	62	3	of	of	ADP
ejge-10168	62	4	empirical	empirical	ADJ
ejge-10168	62	5	studies	study	NOUN
ejge-10168	62	6	may	may	AUX
ejge-10168	62	7	be	be	AUX
ejge-10168	62	8	mainly	mainly	ADV
ejge-10168	62	9	due	due	ADJ
ejge-10168	62	10	to	to	ADP
ejge-10168	62	11	the	the	DET
ejge-10168	62	12	absence	absence	NOUN
ejge-10168	62	13	of	of	ADP
ejge-10168	62	14	major	major	ADJ
ejge-10168	62	15	geopolitical	geopolitical	ADJ
ejge-10168	62	16	events	event	NOUN
ejge-10168	62	17	that	that	PRON
ejge-10168	62	18	characterize	characterize	VERB
ejge-10168	62	19	past	past	ADJ
ejge-10168	62	20	periods	period	NOUN
ejge-10168	62	21	and	and	CCONJ
ejge-10168	62	22	,	,	PUNCT
ejge-10168	62	23	consequently	consequently	ADV
ejge-10168	62	24	,	,	PUNCT
ejge-10168	62	25	to	to	ADP
ejge-10168	62	26	a	a	DET
ejge-10168	62	27	lack	lack	NOUN
ejge-10168	62	28	of	of	ADP
ejge-10168	62	29	data	datum	NOUN
ejge-10168	62	30	.	.	PUNCT
ejge-10168	63	1	in	in	ADP
ejge-10168	63	2	our	our	PRON
ejge-10168	63	3	case	case	NOUN
ejge-10168	63	4	,	,	PUNCT
ejge-10168	63	5	the	the	DET
ejge-10168	63	6	period	period	NOUN
ejge-10168	63	7	under	under	ADP
ejge-10168	63	8	study	study	NOUN
ejge-10168	63	9	is	be	AUX
ejge-10168	63	10	essentially	essentially	ADV
ejge-10168	63	11	characterized	characterize	VERB
ejge-10168	63	12	by	by	ADP
ejge-10168	63	13	the	the	DET
ejge-10168	63	14	russian	russian	ADJ
ejge-10168	63	15	-	-	PUNCT
ejge-10168	63	16	ukrainian	ukrainian	ADJ
ejge-10168	63	17	conflict	conflict	NOUN
ejge-10168	63	18	,	,	PUNCT
ejge-10168	63	19	which	which	PRON
ejge-10168	63	20	can	can	AUX
ejge-10168	63	21	be	be	AUX
ejge-10168	63	22	considered	consider	VERB
ejge-10168	63	23	a	a	DET
ejge-10168	63	24	major	major	ADJ
ejge-10168	63	25	geopolitical	geopolitical	ADJ
ejge-10168	63	26	event	event	NOUN
ejge-10168	63	27	.	.	PUNCT
ejge-10168	64	1	a	a	DET
ejge-10168	64	2	second	second	ADJ
ejge-10168	64	3	possible	possible	ADJ
ejge-10168	64	4	explanation	explanation	NOUN
ejge-10168	64	5	is	be	AUX
ejge-10168	64	6	that	that	SCONJ
ejge-10168	64	7	prior	prior	ADV
ejge-10168	64	8	to	to	ADP
ejge-10168	64	9	this	this	DET
ejge-10168	64	10	study	study	NOUN
ejge-10168	64	11	,	,	PUNCT
ejge-10168	64	12	the	the	DET
ejge-10168	64	13	database	database	NOUN
ejge-10168	64	14	lacked	lack	VERB
ejge-10168	64	15	indicators	indicator	NOUN
ejge-10168	64	16	to	to	PART
ejge-10168	64	17	measure	measure	VERB
ejge-10168	64	18	the	the	DET
ejge-10168	64	19	importance	importance	NOUN
ejge-10168	64	20	of	of	ADP
ejge-10168	64	21	geopolitical	geopolitical	ADJ
ejge-10168	64	22	events	event	NOUN
ejge-10168	64	23	.	.	PUNCT
ejge-10168	65	1	the	the	DET
ejge-10168	65	2	creation	creation	NOUN
ejge-10168	65	3	of	of	ADP
ejge-10168	65	4	this	this	DET
ejge-10168	65	5	type	type	NOUN
ejge-10168	65	6	of	of	ADP
ejge-10168	65	7	indicator	indicator	NOUN
ejge-10168	65	8	made	make	VERB
ejge-10168	65	9	our	our	PRON
ejge-10168	65	10	task	task	NOUN
ejge-10168	65	11	easier	easy	ADJ
ejge-10168	65	12	.	.	PUNCT
ejge-10168	66	1	3	3	X
ejge-10168	66	2	.	.	X
ejge-10168	66	3	data	datum	NOUN
ejge-10168	66	4	and	and	CCONJ
ejge-10168	66	5	methodology	methodology	NOUN
ejge-10168	66	6	3.1	3.1	NUM
ejge-10168	66	7	data	datum	NOUN
ejge-10168	66	8	specifications	specification	NOUN
ejge-10168	66	9	our	our	PRON
ejge-10168	66	10	research	research	NOUN
ejge-10168	66	11	provides	provide	VERB
ejge-10168	66	12	a	a	DET
ejge-10168	66	13	monthly	monthly	ADJ
ejge-10168	66	14	dataset	dataset	NOUN
ejge-10168	66	15	of	of	ADP
ejge-10168	66	16	the	the	DET
ejge-10168	66	17	geopolitical	geopolitical	ADJ
ejge-10168	66	18	risk	risk	NOUN
ejge-10168	66	19	index	index	NOUN
ejge-10168	66	20	(	(	PUNCT
ejge-10168	66	21	gpr	gpr	PROPN
ejge-10168	66	22	)	)	PUNCT
ejge-10168	66	23	.	.	PUNCT
ejge-10168	67	1	this	this	DET
ejge-10168	67	2	risk	risk	NOUN
ejge-10168	67	3	is	be	AUX
ejge-10168	67	4	represented	represent	VERB
ejge-10168	67	5	using	use	VERB
ejge-10168	67	6	the	the	DET
ejge-10168	67	7	daily	daily	ADJ
ejge-10168	67	8	gpr	gpr	PROPN
ejge-10168	67	9	index	index	NOUN
ejge-10168	67	10	of	of	ADP
ejge-10168	67	11	caldara	caldara	NOUN
ejge-10168	67	12	and	and	CCONJ
ejge-10168	67	13	iacoviello	iacoviello	NOUN
ejge-10168	67	14	(	(	PUNCT
ejge-10168	67	15	2022	2022	NUM
ejge-10168	67	16	)	)	PUNCT
ejge-10168	67	17	.	.	PUNCT
ejge-10168	68	1	this	this	DET
ejge-10168	68	2	gpr	gpr	PROPN
ejge-10168	68	3	index	index	NOUN
ejge-10168	68	4	reflects	reflect	VERB
ejge-10168	68	5	various	various	ADJ
ejge-10168	68	6	risks	risk	NOUN
ejge-10168	68	7	resulting	result	VERB
ejge-10168	68	8	from	from	ADP
ejge-10168	68	9	changes	change	NOUN
ejge-10168	68	10	in	in	ADP
ejge-10168	68	11	government	government	NOUN
ejge-10168	68	12	,	,	PUNCT
ejge-10168	68	13	civil	civil	ADJ
ejge-10168	68	14	unrest	unrest	NOUN
ejge-10168	68	15	,	,	PUNCT
ejge-10168	68	16	threats	threat	NOUN
ejge-10168	68	17	of	of	ADP
ejge-10168	68	18	war	war	NOUN
ejge-10168	68	19	,	,	PUNCT
ejge-10168	68	20	military	military	ADJ
ejge-10168	68	21	conflicts	conflict	NOUN
ejge-10168	68	22	,	,	PUNCT
ejge-10168	68	23	terrorist	terrorist	ADJ
ejge-10168	68	24	attacks	attack	NOUN
ejge-10168	68	25	,	,	PUNCT
ejge-10168	68	26	and	and	CCONJ
ejge-10168	68	27	any	any	DET
ejge-10168	68	28	tension	tension	NOUN
ejge-10168	68	29	between	between	ADP
ejge-10168	68	30	states	state	NOUN
ejge-10168	68	31	and	and	CCONJ
ejge-10168	68	32	political	political	ADJ
ejge-10168	68	33	actors	actor	NOUN
ejge-10168	68	34	that	that	PRON
ejge-10168	68	35	affect	affect	VERB
ejge-10168	68	36	the	the	DET
ejge-10168	68	37	peaceful	peaceful	ADJ
ejge-10168	68	38	course	course	NOUN
ejge-10168	68	39	of	of	ADP
ejge-10168	68	40	international	international	ADJ
ejge-10168	68	41	relations	relation	NOUN
ejge-10168	68	42	.	.	PUNCT
ejge-10168	69	1	according	accord	VERB
ejge-10168	69	2	to	to	ADP
ejge-10168	69	3	caldara	caldara	NOUN
ejge-10168	69	4	and	and	CCONJ
ejge-10168	69	5	iacoviello	iacoviello	PROPN
ejge-10168	69	6	(	(	PUNCT
ejge-10168	69	7	2022	2022	NUM
ejge-10168	69	8	)	)	PUNCT
ejge-10168	69	9	,	,	PUNCT
ejge-10168	69	10	the	the	DET
ejge-10168	69	11	gpr	gpr	PROPN
ejge-10168	69	12	index	index	NOUN
ejge-10168	69	13	is	be	AUX
ejge-10168	69	14	constructed	construct	VERB
ejge-10168	69	15	by	by	ADP
ejge-10168	69	16	counting	count	VERB
ejge-10168	69	17	the	the	DET
ejge-10168	69	18	number	number	NOUN
ejge-10168	69	19	of	of	ADP
ejge-10168	69	20	articles	article	NOUN
ejge-10168	69	21	mentioning	mention	VERB
ejge-10168	69	22	words	word	NOUN
ejge-10168	69	23	related	relate	VERB
ejge-10168	69	24	to	to	ADP
ejge-10168	69	25	geopolitical	geopolitical	ADJ
ejge-10168	69	26	tensions	tension	NOUN
ejge-10168	69	27	in	in	ADP
ejge-10168	69	28	11	11	NUM
ejge-10168	69	29	major	major	ADJ
ejge-10168	69	30	national	national	ADJ
ejge-10168	69	31	and	and	CCONJ
ejge-10168	69	32	international	international	ADJ
ejge-10168	69	33	newspapers	newspaper	NOUN
ejge-10168	69	34	(	(	PUNCT
ejge-10168	69	35	share	share	NOUN
ejge-10168	69	36	of	of	ADP
ejge-10168	69	37	the	the	DET
ejge-10168	69	38	total	total	ADJ
ejge-10168	69	39	number	number	NOUN
ejge-10168	69	40	of	of	ADP
ejge-10168	69	41	press	press	NOUN
ejge-10168	69	42	articles	article	NOUN
ejge-10168	69	43	)	)	PUNCT
ejge-10168	69	44	.	.	PUNCT
ejge-10168	70	1	gpr	gpr	PROPN
ejge-10168	70	2	index	index	NOUN
ejge-10168	70	3	data	datum	NOUN
ejge-10168	70	4	are	be	AUX
ejge-10168	70	5	obtained	obtain	VERB
ejge-10168	70	6	from	from	ADP
ejge-10168	70	7	the	the	DET
ejge-10168	70	8	caldara	caldara	NOUN
ejge-10168	70	9	and	and	CCONJ
ejge-10168	70	10	iacoviello	iacoviello	NOUN
ejge-10168	70	11	webpage	webpage	NOUN
ejge-10168	70	12	(	(	PUNCT
ejge-10168	70	13	https://www.matteoiacoviello.com/gpr.htm	https://www.matteoiacoviello.com/gpr.htm	NOUN
ejge-10168	70	14	)	)	PUNCT
ejge-10168	70	15	.	.	PUNCT
ejge-10168	71	1	we	we	PRON
ejge-10168	71	2	also	also	ADV
ejge-10168	71	3	consider	consider	VERB
ejge-10168	71	4	monthly	monthly	ADJ
ejge-10168	71	5	frequency	frequency	NOUN
ejge-10168	71	6	data	datum	NOUN
ejge-10168	71	7	for	for	ADP
ejge-10168	71	8	stock	stock	NOUN
ejge-10168	71	9	index	index	NOUN
ejge-10168	71	10	prices	price	NOUN
ejge-10168	71	11	in	in	ADP
ejge-10168	71	12	the	the	DET
ejge-10168	71	13	g7	g7	PROPN
ejge-10168	71	14	countries	country	NOUN
ejge-10168	71	15	(	(	PUNCT
ejge-10168	71	16	usa	usa	PROPN
ejge-10168	71	17	,	,	PUNCT
ejge-10168	71	18	uk	uk	PROPN
ejge-10168	71	19	,	,	PUNCT
ejge-10168	71	20	germany	germany	PROPN
ejge-10168	71	21	,	,	PUNCT
ejge-10168	71	22	france	france	PROPN
ejge-10168	71	23	,	,	PUNCT
ejge-10168	71	24	japan	japan	PROPN
ejge-10168	71	25	,	,	PUNCT
ejge-10168	71	26	italy	italy	PROPN
ejge-10168	71	27	,	,	PUNCT
ejge-10168	71	28	canada	canada	PROPN
ejge-10168	71	29	)	)	PUNCT
ejge-10168	71	30	,	,	PUNCT
ejge-10168	71	31	the	the	DET
ejge-10168	71	32	brics	brics	PROPN
ejge-10168	71	33	countries	country	NOUN
ejge-10168	71	34	(	(	PUNCT
ejge-10168	71	35	brazil	brazil	PROPN
ejge-10168	71	36	,	,	PUNCT
ejge-10168	71	37	russia	russia	PROPN
ejge-10168	71	38	,	,	PUNCT
ejge-10168	71	39	india	india	PROPN
ejge-10168	71	40	,	,	PUNCT
ejge-10168	71	41	china	china	PROPN
ejge-10168	71	42	,	,	PUNCT
ejge-10168	71	43	south	south	PROPN
ejge-10168	71	44	africa	africa	PROPN
ejge-10168	71	45	)	)	PUNCT
ejge-10168	71	46	and	and	CCONJ
ejge-10168	71	47	the	the	DET
ejge-10168	71	48	gulf	gulf	PROPN
ejge-10168	71	49	states	states	PROPN
ejge-10168	71	50	(	(	PUNCT
ejge-10168	71	51	ksa	ksa	PROPN
ejge-10168	71	52	,	,	PUNCT
ejge-10168	71	53	oman	oman	PROPN
ejge-10168	71	54	,	,	PUNCT
ejge-10168	71	55	qatar	qatar	PROPN
ejge-10168	71	56	,	,	PUNCT
ejge-10168	71	57	kuwait	kuwait	PROPN
ejge-10168	71	58	,	,	PUNCT
ejge-10168	71	59	bahrain	bahrain	PROPN
ejge-10168	71	60	,	,	PUNCT
ejge-10168	71	61	uae	uae	PROPN
ejge-10168	71	62	)	)	PUNCT
ejge-10168	71	63	.	.	PUNCT
ejge-10168	72	1	the	the	DET
ejge-10168	72	2	stock	stock	NOUN
ejge-10168	72	3	index	index	NOUN
ejge-10168	72	4	price	price	NOUN
ejge-10168	72	5	data	datum	NOUN
ejge-10168	72	6	are	be	AUX
ejge-10168	72	7	obtained	obtain	VERB
ejge-10168	72	8	from	from	ADP
ejge-10168	72	9	datastream	datastream	NOUN
ejge-10168	72	10	.	.	PUNCT
ejge-10168	73	1	we	we	PRON
ejge-10168	73	2	have	have	AUX
ejge-10168	73	3	chosen	choose	VERB
ejge-10168	73	4	the	the	DET
ejge-10168	73	5	sp500	sp500	PROPN
ejge-10168	73	6	,	,	PUNCT
ejge-10168	73	7	ftse	ftse	PROPN
ejge-10168	73	8	,	,	PUNCT
ejge-10168	73	9	nikkei	nikkei	NOUN
ejge-10168	73	10	,	,	PUNCT
ejge-10168	73	11	dax40	dax40	PROPN
ejge-10168	73	12	,	,	PUNCT
ejge-10168	73	13	cac40	cac40	PROPN
ejge-10168	73	14	,	,	PUNCT
ejge-10168	73	15	ftse	ftse	PROPN
ejge-10168	73	16	mib	mib	PROPN
ejge-10168	73	17	and	and	CCONJ
ejge-10168	73	18	https://www.matteoiacoviello.com/gpr.htm	https://www.matteoiacoviello.com/gpr.htm	NOUN
ejge-10168	73	19	do	do	VERB
ejge-10168	73	20	geopolitical	geopolitical	ADJ
ejge-10168	73	21	risks	risk	NOUN
ejge-10168	73	22	affect	affect	VERB
ejge-10168	73	23	stock	stock	NOUN
ejge-10168	73	24	market	market	NOUN
ejge-10168	73	25	returns	return	NOUN
ejge-10168	73	26	and	and	CCONJ
ejge-10168	73	27	volatilities	volatility	NOUN
ejge-10168	73	28	s&p	s&p	PROPN
ejge-10168	73	29	/	/	SYM
ejge-10168	73	30	tsx	tsx	PROPN
ejge-10168	73	31	indices	indice	VERB
ejge-10168	73	32	to	to	PART
ejge-10168	73	33	represent	represent	VERB
ejge-10168	73	34	the	the	DET
ejge-10168	73	35	us	us	PROPN
ejge-10168	73	36	,	,	PUNCT
ejge-10168	73	37	uk	uk	PROPN
ejge-10168	73	38	,	,	PUNCT
ejge-10168	73	39	japanese	japanese	ADJ
ejge-10168	73	40	,	,	PUNCT
ejge-10168	73	41	german	german	ADJ
ejge-10168	73	42	,	,	PUNCT
ejge-10168	73	43	french	french	ADJ
ejge-10168	73	44	,	,	PUNCT
ejge-10168	73	45	italian	italian	ADJ
ejge-10168	73	46	,	,	PUNCT
ejge-10168	73	47	and	and	CCONJ
ejge-10168	73	48	canadian	canadian	ADJ
ejge-10168	73	49	stock	stock	NOUN
ejge-10168	73	50	markets	market	NOUN
ejge-10168	73	51	,	,	PUNCT
ejge-10168	73	52	respectively	respectively	ADV
ejge-10168	73	53	.	.	PUNCT
ejge-10168	74	1	for	for	ADP
ejge-10168	74	2	brics	bric	NOUN
ejge-10168	74	3	countries	country	NOUN
ejge-10168	74	4	,	,	PUNCT
ejge-10168	74	5	china	china	PROPN
ejge-10168	74	6	's	's	PART
ejge-10168	74	7	sse	sse	NOUN
ejge-10168	74	8	,	,	PUNCT
ejge-10168	74	9	russia	russia	PROPN
ejge-10168	74	10	's	's	PART
ejge-10168	74	11	rtsi	rtsi	NOUN
ejge-10168	74	12	,	,	PUNCT
ejge-10168	74	13	india	india	PROPN
ejge-10168	74	14	's	's	PART
ejge-10168	74	15	bse	bse	NOUN
ejge-10168	74	16	30	30	NUM
ejge-10168	74	17	,	,	PUNCT
ejge-10168	74	18	brazil	brazil	PROPN
ejge-10168	74	19	's	's	PART
ejge-10168	74	20	bvsp	bvsp	NOUN
ejge-10168	74	21	and	and	CCONJ
ejge-10168	74	22	south	south	PROPN
ejge-10168	74	23	africa	africa	PROPN
ejge-10168	74	24	's	's	PART
ejge-10168	74	25	jtopi	jtopi	PROPN
ejge-10168	74	26	indices	index	NOUN
ejge-10168	74	27	are	be	AUX
ejge-10168	74	28	used	use	VERB
ejge-10168	74	29	.	.	PUNCT
ejge-10168	75	1	for	for	ADP
ejge-10168	75	2	the	the	DET
ejge-10168	75	3	gulf	gulf	PROPN
ejge-10168	75	4	states	state	NOUN
ejge-10168	75	5	,	,	PUNCT
ejge-10168	75	6	the	the	DET
ejge-10168	75	7	bahraini	bahraini	NOUN
ejge-10168	75	8	,	,	PUNCT
ejge-10168	75	9	omani	omani	ADJ
ejge-10168	75	10	,	,	PUNCT
ejge-10168	75	11	qatari	qatari	ADJ
ejge-10168	75	12	,	,	PUNCT
ejge-10168	75	13	saudi	saudi	ADJ
ejge-10168	75	14	and	and	CCONJ
ejge-10168	75	15	uae	uae	PROPN
ejge-10168	75	16	stock	stock	NOUN
ejge-10168	75	17	markets	market	NOUN
ejge-10168	75	18	are	be	AUX
ejge-10168	75	19	represented	represent	VERB
ejge-10168	75	20	respectively	respectively	ADV
ejge-10168	75	21	by	by	ADP
ejge-10168	75	22	the	the	DET
ejge-10168	75	23	bax	bax	PROPN
ejge-10168	75	24	,	,	PUNCT
ejge-10168	75	25	msm30	msm30	PROPN
ejge-10168	75	26	,	,	PUNCT
ejge-10168	75	27	qeas	qea	NOUN
ejge-10168	75	28	,	,	PUNCT
ejge-10168	75	29	tasi	tasi	PROPN
ejge-10168	75	30	and	and	CCONJ
ejge-10168	75	31	adx	adx	PROPN
ejge-10168	75	32	indices	index	NOUN
ejge-10168	75	33	.	.	PUNCT
ejge-10168	76	1	we	we	PRON
ejge-10168	76	2	believe	believe	VERB
ejge-10168	76	3	that	that	SCONJ
ejge-10168	76	4	these	these	DET
ejge-10168	76	5	indices	index	NOUN
ejge-10168	76	6	provide	provide	VERB
ejge-10168	76	7	a	a	DET
ejge-10168	76	8	very	very	ADV
ejge-10168	76	9	good	good	ADJ
ejge-10168	76	10	representation	representation	NOUN
ejge-10168	76	11	of	of	ADP
ejge-10168	76	12	stock	stock	NOUN
ejge-10168	76	13	market	market	NOUN
ejge-10168	76	14	trends	trend	NOUN
ejge-10168	76	15	in	in	ADP
ejge-10168	76	16	the	the	DET
ejge-10168	76	17	countries	country	NOUN
ejge-10168	76	18	in	in	ADP
ejge-10168	76	19	question	question	NOUN
ejge-10168	76	20	,	,	PUNCT
ejge-10168	76	21	and	and	CCONJ
ejge-10168	76	22	we	we	PRON
ejge-10168	76	23	can	can	AUX
ejge-10168	76	24	be	be	AUX
ejge-10168	76	25	confident	confident	ADJ
ejge-10168	76	26	in	in	ADP
ejge-10168	76	27	the	the	DET
ejge-10168	76	28	results	result	NOUN
ejge-10168	76	29	found	find	VERB
ejge-10168	76	30	with	with	ADP
ejge-10168	76	31	this	this	DET
ejge-10168	76	32	data	datum	NOUN
ejge-10168	76	33	.	.	PUNCT
ejge-10168	77	1	in	in	ADP
ejge-10168	77	2	addition	addition	NOUN
ejge-10168	77	3	,	,	PUNCT
ejge-10168	77	4	we	we	PRON
ejge-10168	77	5	have	have	AUX
ejge-10168	77	6	chosen	choose	VERB
ejge-10168	77	7	this	this	DET
ejge-10168	77	8	group	group	NOUN
ejge-10168	77	9	of	of	ADP
ejge-10168	77	10	countries	country	NOUN
ejge-10168	77	11	(	(	PUNCT
ejge-10168	77	12	g7	g7	PROPN
ejge-10168	77	13	,	,	PUNCT
ejge-10168	77	14	brics	bric	NOUN
ejge-10168	77	15	and	and	CCONJ
ejge-10168	77	16	gulf	gulf	PROPN
ejge-10168	77	17	)	)	PUNCT
ejge-10168	77	18	because	because	SCONJ
ejge-10168	77	19	we	we	PRON
ejge-10168	77	20	believe	believe	VERB
ejge-10168	77	21	it	it	PRON
ejge-10168	77	22	covers	cover	VERB
ejge-10168	77	23	a	a	DET
ejge-10168	77	24	large	large	ADJ
ejge-10168	77	25	part	part	NOUN
ejge-10168	77	26	of	of	ADP
ejge-10168	77	27	the	the	DET
ejge-10168	77	28	current	current	ADJ
ejge-10168	77	29	political	political	ADJ
ejge-10168	77	30	scene	scene	NOUN
ejge-10168	77	31	and	and	CCONJ
ejge-10168	77	32	that	that	SCONJ
ejge-10168	77	33	these	these	DET
ejge-10168	77	34	countries	country	NOUN
ejge-10168	77	35	are	be	AUX
ejge-10168	77	36	most	most	ADV
ejge-10168	77	37	affected	affect	VERB
ejge-10168	77	38	by	by	ADP
ejge-10168	77	39	the	the	DET
ejge-10168	77	40	geopolitical	geopolitical	ADJ
ejge-10168	77	41	events	event	NOUN
ejge-10168	77	42	under	under	ADP
ejge-10168	77	43	consideration	consideration	NOUN
ejge-10168	77	44	.	.	PUNCT
ejge-10168	78	1	we	we	PRON
ejge-10168	78	2	calculate	calculate	VERB
ejge-10168	78	3	monthly	monthly	ADJ
ejge-10168	78	4	returns	return	NOUN
ejge-10168	78	5	by	by	ADP
ejge-10168	78	6	considering	consider	VERB
ejge-10168	78	7	the	the	DET
ejge-10168	78	8	difference	difference	NOUN
ejge-10168	78	9	in	in	ADP
ejge-10168	78	10	the	the	DET
ejge-10168	78	11	logarithmic	logarithmic	ADJ
ejge-10168	78	12	values	value	NOUN
ejge-10168	78	13	of	of	ADP
ejge-10168	78	14	two	two	NUM
ejge-10168	78	15	consecutive	consecutive	ADJ
ejge-10168	78	16	prices	price	NOUN
ejge-10168	78	17	ri	ri	PROPN
ejge-10168	78	18	,	,	PUNCT
ejge-10168	78	19	t=	t=	PRON
ejge-10168	78	20	ln	ln	ADJ
ejge-10168	78	21	(	(	PUNCT
ejge-10168	78	22	pi	pi	NOUN
ejge-10168	78	23	,	,	PUNCT
ejge-10168	78	24	t	t	PROPN
ejge-10168	78	25	/	/	SYM
ejge-10168	78	26	pi	pi	PROPN
ejge-10168	78	27	,	,	PUNCT
ejge-10168	78	28	t-1	t-1	PROPN
ejge-10168	78	29	)	)	PUNCT
ejge-10168	78	30	×	×	NOUN
ejge-10168	78	31	100	100	NUM
ejge-10168	78	32	,	,	PUNCT
ejge-10168	78	33	where	where	SCONJ
ejge-10168	78	34	ri	ri	PROPN
ejge-10168	78	35	,	,	PUNCT
ejge-10168	78	36	t	t	PROPN
ejge-10168	78	37	represents	represent	VERB
ejge-10168	78	38	the	the	DET
ejge-10168	78	39	monthly	monthly	ADJ
ejge-10168	78	40	percentage	percentage	NOUN
ejge-10168	78	41	returns	return	NOUN
ejge-10168	78	42	for	for	ADP
ejge-10168	78	43	index	index	NOUN
ejge-10168	78	44	i	i	PRON
ejge-10168	78	45	at	at	ADP
ejge-10168	78	46	time	time	NOUN
ejge-10168	78	47	t	t	PROPN
ejge-10168	78	48	,	,	PUNCT
ejge-10168	78	49	while	while	SCONJ
ejge-10168	78	50	pi	pi	PROPN
ejge-10168	78	51	,	,	PUNCT
ejge-10168	78	52	t	t	PROPN
ejge-10168	78	53	represents	represent	VERB
ejge-10168	78	54	the	the	DET
ejge-10168	78	55	price	price	NOUN
ejge-10168	78	56	of	of	ADP
ejge-10168	78	57	index	index	NOUN
ejge-10168	78	58	i	i	PRON
ejge-10168	78	59	at	at	ADP
ejge-10168	78	60	time	time	NOUN
ejge-10168	78	61	t	t	PROPN
ejge-10168	78	62	.these	.these	PRON
ejge-10168	78	63	monthly	monthly	ADJ
ejge-10168	78	64	r	r	NOUN
ejge-10168	78	65	turns	turn	NOUN
ejge-10168	78	66	were	be	AUX
ejge-10168	78	67	then	then	ADV
ejge-10168	78	68	annualized	annualize	VERB
ejge-10168	78	69	.	.	PUNCT
ejge-10168	79	1	moreover	moreover	ADV
ejge-10168	79	2	,	,	PUNCT
ejge-10168	79	3	the	the	DET
ejge-10168	79	4	volatility	volatility	NOUN
ejge-10168	79	5	series	series	NOUN
ejge-10168	79	6	are	be	AUX
ejge-10168	79	7	not	not	PART
ejge-10168	79	8	directly	directly	ADV
ejge-10168	79	9	observable	observable	ADJ
ejge-10168	79	10	and	and	CCONJ
ejge-10168	79	11	must	must	AUX
ejge-10168	79	12	be	be	AUX
ejge-10168	79	13	estimated	estimate	VERB
ejge-10168	79	14	.	.	PUNCT
ejge-10168	80	1	the	the	DET
ejge-10168	80	2	garch(1,1	garch(1,1	NOUN
ejge-10168	80	3	)	)	PUNCT
ejge-10168	80	4	model	model	NOUN
ejge-10168	80	5	is	be	AUX
ejge-10168	80	6	the	the	DET
ejge-10168	80	7	simplest	simple	ADJ
ejge-10168	80	8	version	version	NOUN
ejge-10168	80	9	of	of	ADP
ejge-10168	80	10	the	the	DET
ejge-10168	80	11	garch	garch	NOUN
ejge-10168	80	12	models	model	NOUN
ejge-10168	80	13	,	,	PUNCT
ejge-10168	80	14	where	where	SCONJ
ejge-10168	80	15	the	the	DET
ejge-10168	80	16	autoregressive	autoregressive	ADJ
ejge-10168	80	17	and	and	CCONJ
ejge-10168	80	18	arch	arch	ADJ
ejge-10168	80	19	components	component	NOUN
ejge-10168	80	20	are	be	AUX
ejge-10168	80	21	both	both	PRON
ejge-10168	80	22	of	of	ADP
ejge-10168	80	23	order	order	NOUN
ejge-10168	80	24	one	one	NUM
ejge-10168	80	25	.	.	PUNCT
ejge-10168	81	1	this	this	DET
ejge-10168	81	2	model	model	NOUN
ejge-10168	81	3	assumes	assume	VERB
ejge-10168	81	4	that	that	SCONJ
ejge-10168	81	5	past	past	ADJ
ejge-10168	81	6	squared	square	VERB
ejge-10168	81	7	error	error	NOUN
ejge-10168	81	8	and	and	CCONJ
ejge-10168	81	9	past	past	ADJ
ejge-10168	81	10	volatility	volatility	NOUN
ejge-10168	81	11	also	also	ADV
ejge-10168	81	12	influence	influence	VERB
ejge-10168	81	13	current	current	ADJ
ejge-10168	81	14	volatility	volatility	NOUN
ejge-10168	81	15	.	.	PUNCT
ejge-10168	82	1	the	the	DET
ejge-10168	82	2	parameters	parameter	NOUN
ejge-10168	82	3	of	of	ADP
ejge-10168	82	4	the	the	DET
ejge-10168	82	5	garch(1,1	garch(1,1	NOUN
ejge-10168	82	6	)	)	PUNCT
ejge-10168	82	7	model	model	NOUN
ejge-10168	82	8	are	be	AUX
ejge-10168	82	9	estimated	estimate	VERB
ejge-10168	82	10	using	use	VERB
ejge-10168	82	11	maximum	maximum	ADJ
ejge-10168	82	12	likelihood	likelihood	NOUN
ejge-10168	82	13	.	.	PUNCT
ejge-10168	83	1	although	although	SCONJ
ejge-10168	83	2	simple	simple	ADJ
ejge-10168	83	3	,	,	PUNCT
ejge-10168	83	4	the	the	DET
ejge-10168	83	5	garch	garch	NOUN
ejge-10168	83	6	(	(	PUNCT
ejge-10168	83	7	1,1	1,1	NUM
ejge-10168	83	8	)	)	PUNCT
ejge-10168	83	9	model	model	NOUN
ejge-10168	83	10	can	can	AUX
ejge-10168	83	11	adequately	adequately	ADV
ejge-10168	83	12	capture	capture	VERB
ejge-10168	83	13	the	the	DET
ejge-10168	83	14	dynamics	dynamic	NOUN
ejge-10168	83	15	of	of	ADP
ejge-10168	83	16	volatility	volatility	NOUN
ejge-10168	83	17	in	in	ADP
ejge-10168	83	18	many	many	ADJ
ejge-10168	83	19	financial	financial	ADJ
ejge-10168	83	20	time	time	NOUN
ejge-10168	83	21	series	series	NOUN
ejge-10168	83	22	.	.	PUNCT
ejge-10168	84	1	what	what	PRON
ejge-10168	84	2	's	be	AUX
ejge-10168	84	3	more	more	ADJ
ejge-10168	84	4	,	,	PUNCT
ejge-10168	84	5	the	the	DET
ejge-10168	84	6	garch(1,1	garch(1,1	NOUN
ejge-10168	84	7	)	)	PUNCT
ejge-10168	84	8	model	model	NOUN
ejge-10168	84	9	is	be	AUX
ejge-10168	84	10	preferred	prefer	VERB
ejge-10168	84	11	by	by	ADP
ejge-10168	84	12	many	many	ADJ
ejge-10168	84	13	economists	economist	NOUN
ejge-10168	84	14	over	over	ADP
ejge-10168	84	15	other	other	ADJ
ejge-10168	84	16	stochastic	stochastic	ADJ
ejge-10168	84	17	volatility	volatility	NOUN
ejge-10168	84	18	models	model	NOUN
ejge-10168	84	19	because	because	SCONJ
ejge-10168	84	20	of	of	ADP
ejge-10168	84	21	its	its	PRON
ejge-10168	84	22	relative	relative	ADJ
ejge-10168	84	23	ease	ease	NOUN
ejge-10168	84	24	of	of	ADP
ejge-10168	84	25	implementation	implementation	NOUN
ejge-10168	84	26	.	.	PUNCT
ejge-10168	85	1	in	in	ADP
ejge-10168	85	2	fact	fact	NOUN
ejge-10168	85	3	,	,	PUNCT
ejge-10168	85	4	because	because	SCONJ
ejge-10168	85	5	this	this	DET
ejge-10168	85	6	model	model	NOUN
ejge-10168	85	7	is	be	AUX
ejge-10168	85	8	given	give	VERB
ejge-10168	85	9	by	by	ADP
ejge-10168	85	10	discrete	discrete	ADJ
ejge-10168	85	11	-	-	PUNCT
ejge-10168	85	12	time	time	NOUN
ejge-10168	85	13	stochastic	stochastic	ADJ
ejge-10168	85	14	difference	difference	NOUN
ejge-10168	85	15	equations	equation	NOUN
ejge-10168	85	16	,	,	PUNCT
ejge-10168	85	17	the	the	DET
ejge-10168	85	18	likelihood	likelihood	NOUN
ejge-10168	85	19	function	function	NOUN
ejge-10168	85	20	is	be	AUX
ejge-10168	85	21	easier	easy	ADJ
ejge-10168	85	22	to	to	PART
ejge-10168	85	23	manipulate	manipulate	VERB
ejge-10168	85	24	and	and	CCONJ
ejge-10168	85	25	consequently	consequently	ADV
ejge-10168	85	26	,	,	PUNCT
ejge-10168	85	27	the	the	DET
ejge-10168	85	28	estimates	estimate	NOUN
ejge-10168	85	29	are	be	AUX
ejge-10168	85	30	more	more	ADV
ejge-10168	85	31	accurate	accurate	ADJ
ejge-10168	85	32	than	than	ADP
ejge-10168	85	33	continuoustime	continuoustime	ADJ
ejge-10168	85	34	models	model	NOUN
ejge-10168	85	35	.	.	PUNCT
ejge-10168	86	1	and	and	CCONJ
ejge-10168	86	2	since	since	SCONJ
ejge-10168	86	3	financial	financial	ADJ
ejge-10168	86	4	data	datum	NOUN
ejge-10168	86	5	is	be	AUX
ejge-10168	86	6	generally	generally	ADV
ejge-10168	86	7	collected	collect	VERB
ejge-10168	86	8	at	at	ADP
ejge-10168	86	9	discrete	discrete	ADJ
ejge-10168	86	10	intervals	interval	NOUN
ejge-10168	86	11	,	,	PUNCT
ejge-10168	86	12	garch	garch	NOUN
ejge-10168	86	13	models	model	NOUN
ejge-10168	86	14	are	be	AUX
ejge-10168	86	15	the	the	DET
ejge-10168	86	16	most	most	ADV
ejge-10168	86	17	appropriate	appropriate	ADJ
ejge-10168	86	18	models	model	NOUN
ejge-10168	86	19	for	for	ADP
ejge-10168	86	20	representing	represent	VERB
ejge-10168	86	21	volatility	volatility	NOUN
ejge-10168	86	22	in	in	ADP
ejge-10168	86	23	financial	financial	ADJ
ejge-10168	86	24	markets	market	NOUN
ejge-10168	86	25	.	.	PUNCT
ejge-10168	87	1	indeed	indeed	ADV
ejge-10168	87	2	,	,	PUNCT
ejge-10168	87	3	despite	despite	SCONJ
ejge-10168	87	4	its	its	PRON
ejge-10168	87	5	simplicity	simplicity	NOUN
ejge-10168	87	6	,	,	PUNCT
ejge-10168	87	7	we	we	PRON
ejge-10168	87	8	believe	believe	VERB
ejge-10168	87	9	that	that	SCONJ
ejge-10168	87	10	the	the	DET
ejge-10168	87	11	garch	garch	NOUN
ejge-10168	87	12	(	(	PUNCT
ejge-10168	87	13	1,1	1,1	NUM
ejge-10168	87	14	)	)	PUNCT
ejge-10168	87	15	model	model	NOUN
ejge-10168	87	16	is	be	AUX
ejge-10168	87	17	optimal	optimal	ADJ
ejge-10168	87	18	for	for	ADP
ejge-10168	87	19	predicting	predict	VERB
ejge-10168	87	20	the	the	DET
ejge-10168	87	21	volatility	volatility	NOUN
ejge-10168	87	22	of	of	ADP
ejge-10168	87	23	stock	stock	NOUN
ejge-10168	87	24	market	market	NOUN
ejge-10168	87	25	index	index	NOUN
ejge-10168	87	26	returns	return	NOUN
ejge-10168	87	27	for	for	ADP
ejge-10168	87	28	the	the	DET
ejge-10168	87	29	countries	country	NOUN
ejge-10168	87	30	selected	select	VERB
ejge-10168	87	31	in	in	ADP
ejge-10168	87	32	our	our	PRON
ejge-10168	87	33	sample	sample	NOUN
ejge-10168	87	34	.	.	PUNCT
ejge-10168	88	1	we	we	PRON
ejge-10168	88	2	apply	apply	VERB
ejge-10168	88	3	this	this	DET
ejge-10168	88	4	model	model	NOUN
ejge-10168	88	5	to	to	PART
ejge-10168	88	6	determine	determine	VERB
ejge-10168	88	7	the	the	DET
ejge-10168	88	8	conditional	conditional	ADJ
ejge-10168	88	9	variance	variance	NOUN
ejge-10168	88	10	of	of	ADP
ejge-10168	88	11	each	each	DET
ejge-10168	88	12	index	index	NOUN
ejge-10168	88	13	i	i	PRON
ejge-10168	88	14	as	as	SCONJ
ejge-10168	88	15	follows	follow	VERB
ejge-10168	88	16	:	:	PUNCT
ejge-10168	88	17	(	(	PUNCT
ejge-10168	88	18	)	)	PUNCT
ejge-10168	88	19			PROPN
ejge-10168	88	20			PROPN
ejge-10168	88	21			ADJ
ejge-10168	88	22			NOUN
ejge-10168	88	23			X
ejge-10168	88	24			PROPN
ejge-10168	88	25	+	+	PROPN
ejge-10168	88	26	+	+	NOUN
ejge-10168	88	27	=	=	SYM
ejge-10168	88	28	→	→	SYM
ejge-10168	88	29	+	+	NOUN
ejge-10168	88	30	=	=	NOUN
ejge-10168	88	31	−−	−−	NOUN
ejge-10168	88	32	2	2	NUM
ejge-10168	88	33	1	1	NUM
ejge-10168	88	34	,	,	PUNCT
ejge-10168	88	35	2	2	NUM
ejge-10168	88	36	1,0	1,0	NUM
ejge-10168	88	37	,	,	PUNCT
ejge-10168	88	38	2	2	NUM
ejge-10168	88	39	,	,	PUNCT
ejge-10168	88	40	2	2	NUM
ejge-10168	88	41	,	,	PUNCT
ejge-10168	88	42	,	,	PUNCT
ejge-10168	88	43	,	,	PUNCT
ejge-10168	88	44	0	0	NUM
ejge-10168	88	45	,	,	PUNCT
ejge-10168	88	46	,	,	PUNCT
ejge-10168	88	47	,	,	PUNCT
ejge-10168	88	48	0	0	NUM
ejge-10168	88	49	tiitiiiti	tiitiiiti	INTJ
ejge-10168	88	50	titi	titi	INTJ
ejge-10168	88	51	tiiti	tiiti	PROPN
ejge-10168	88	52	c	c	PROPN
ejge-10168	88	53	n	n	PROPN
ejge-10168	88	54	ar	ar	PROPN
ejge-10168	88	55	σβεασ	σβεασ	PROPN
ejge-10168	88	56	σε	σε	PROPN
ejge-10168	88	57	ε	ε	PROPN
ejge-10168	89	1	[	[	X
ejge-10168	89	2	1	1	NUM
ejge-10168	89	3	]	]	PUNCT
ejge-10168	89	4	where	where	SCONJ
ejge-10168	89	5	2	2	NUM
ejge-10168	89	6	tσ	tσ	NOUN
ejge-10168	89	7	is	be	AUX
ejge-10168	89	8	the	the	DET
ejge-10168	89	9	conditional	conditional	ADJ
ejge-10168	89	10	variance	variance	NOUN
ejge-10168	89	11	of	of	ADP
ejge-10168	89	12	the	the	DET
ejge-10168	89	13	residuals	residual	NOUN
ejge-10168	89	14	with	with	ADP
ejge-10168	89	15	the	the	DET
ejge-10168	89	16	conditions	condition	NOUN
ejge-10168	89	17	α	α	NOUN
ejge-10168	89	18	.	.	PUNCT
ejge-10168	90	1	β≥0	β≥0	NOUN
ejge-10168	90	2	and	and	CCONJ
ejge-10168	90	3	α+β<1	α+β<1	PROPN
ejge-10168	90	4	.	.	PUNCT
ejge-10168	91	1	the	the	DET
ejge-10168	91	2	study	study	NOUN
ejge-10168	91	3	period	period	NOUN
ejge-10168	91	4	extends	extend	VERB
ejge-10168	91	5	from	from	ADP
ejge-10168	91	6	january	january	PROPN
ejge-10168	91	7	2016	2016	NUM
ejge-10168	91	8	to	to	ADP
ejge-10168	91	9	april	april	PROPN
ejge-10168	91	10	2023	2023	NUM
ejge-10168	91	11	.	.	PUNCT
ejge-10168	92	1	our	our	PRON
ejge-10168	92	2	data	data	NOUN
ejge-10168	92	3	sampling	sample	VERB
ejge-10168	92	4	period	period	NOUN
ejge-10168	92	5	is	be	AUX
ejge-10168	92	6	marked	mark	VERB
ejge-10168	92	7	by	by	ADP
ejge-10168	92	8	unexpected	unexpected	ADJ
ejge-10168	92	9	events	event	NOUN
ejge-10168	92	10	such	such	ADJ
ejge-10168	92	11	as	as	ADP
ejge-10168	92	12	the	the	DET
ejge-10168	92	13	covid-19	covid-19	PROPN
ejge-10168	92	14	pandemic	pandemic	ADJ
ejge-10168	92	15	crisis	crisis	NOUN
ejge-10168	92	16	and	and	CCONJ
ejge-10168	92	17	the	the	DET
ejge-10168	92	18	russian	russian	ADJ
ejge-10168	92	19	-	-	PUNCT
ejge-10168	92	20	ukrainian	ukrainian	ADJ
ejge-10168	92	21	conflict	conflict	NOUN
ejge-10168	92	22	.	.	PUNCT
ejge-10168	93	1	244	244	NUM
ejge-10168	93	2	ahlem	ahlem	NOUN
ejge-10168	93	3	lamine	lamine	PROPN
ejge-10168	93	4	and	and	CCONJ
ejge-10168	93	5	sirine	sirine	ADJ
ejge-10168	93	6	zribi	zribi	NOUN
ejge-10168	93	7	3.2	3.2	NUM
ejge-10168	93	8	methodology	methodology	NOUN
ejge-10168	93	9	the	the	DET
ejge-10168	93	10	methodology	methodology	NOUN
ejge-10168	93	11	used	use	VERB
ejge-10168	93	12	in	in	ADP
ejge-10168	93	13	this	this	DET
ejge-10168	93	14	study	study	NOUN
ejge-10168	93	15	is	be	AUX
ejge-10168	93	16	time	time	NOUN
ejge-10168	93	17	-	-	PUNCT
ejge-10168	93	18	varying	vary	VERB
ejge-10168	93	19	parameter	parameter	NOUN
ejge-10168	93	20	vector	vector	NOUN
ejge-10168	93	21	autoregression	autoregression	NOUN
ejge-10168	93	22	(	(	PUNCT
ejge-10168	93	23	tvp	tvp	NOUN
ejge-10168	93	24	-	-	PUNCT
ejge-10168	93	25	var	var	NOUN
ejge-10168	93	26	)	)	PUNCT
ejge-10168	93	27	.	.	PUNCT
ejge-10168	94	1	it	it	PRON
ejge-10168	94	2	is	be	AUX
ejge-10168	94	3	an	an	DET
ejge-10168	94	4	innovation	innovation	NOUN
ejge-10168	94	5	of	of	ADP
ejge-10168	94	6	the	the	DET
ejge-10168	94	7	traditional	traditional	ADJ
ejge-10168	94	8	var	var	NOUN
ejge-10168	94	9	framework	framework	NOUN
ejge-10168	94	10	,	,	PUNCT
ejge-10168	94	11	which	which	PRON
ejge-10168	94	12	assumes	assume	VERB
ejge-10168	94	13	that	that	SCONJ
ejge-10168	94	14	all	all	DET
ejge-10168	94	15	model	model	NOUN
ejge-10168	94	16	parameters	parameter	NOUN
ejge-10168	94	17	are	be	AUX
ejge-10168	94	18	constant	constant	ADJ
ejge-10168	94	19	over	over	ADP
ejge-10168	94	20	time	time	NOUN
ejge-10168	94	21	(	(	PUNCT
ejge-10168	94	22	antonakakis	antonakakis	NOUN
ejge-10168	94	23	and	and	CCONJ
ejge-10168	94	24	gabauer	gabauer	PROPN
ejge-10168	94	25	,	,	PUNCT
ejge-10168	94	26	2017[27	2017[27	NUM
ejge-10168	94	27	]	]	PUNCT
ejge-10168	94	28	)	)	PUNCT
ejge-10168	94	29	.	.	PUNCT
ejge-10168	95	1	the	the	DET
ejge-10168	95	2	tvp	tvp	PROPN
ejge-10168	95	3	-	-	PUNCT
ejge-10168	95	4	var	var	NOUN
ejge-10168	95	5	approach	approach	NOUN
ejge-10168	95	6	,	,	PUNCT
ejge-10168	95	7	as	as	ADP
ejge-10168	95	8	a	a	DET
ejge-10168	95	9	statistical	statistical	ADJ
ejge-10168	95	10	technique	technique	NOUN
ejge-10168	95	11	used	use	VERB
ejge-10168	95	12	to	to	PART
ejge-10168	95	13	estimate	estimate	VERB
ejge-10168	95	14	a	a	DET
ejge-10168	95	15	vector	vector	NOUN
ejge-10168	95	16	autoregressive	autoregressive	ADJ
ejge-10168	95	17	(	(	PUNCT
ejge-10168	95	18	var	var	NOUN
ejge-10168	95	19	)	)	PUNCT
ejge-10168	95	20	model	model	NOUN
ejge-10168	95	21	with	with	ADP
ejge-10168	95	22	time	time	NOUN
ejge-10168	95	23	-	-	PUNCT
ejge-10168	95	24	varying	vary	VERB
ejge-10168	95	25	parameters	parameter	NOUN
ejge-10168	95	26	,	,	PUNCT
ejge-10168	95	27	eliminates	eliminate	VERB
ejge-10168	95	28	the	the	DET
ejge-10168	95	29	need	need	NOUN
ejge-10168	95	30	to	to	PART
ejge-10168	95	31	define	define	VERB
ejge-10168	95	32	an	an	DET
ejge-10168	95	33	arbitrary	arbitrary	ADJ
ejge-10168	95	34	window	window	NOUN
ejge-10168	95	35	length	length	NOUN
ejge-10168	95	36	for	for	ADP
ejge-10168	95	37	the	the	DET
ejge-10168	95	38	estimation	estimation	NOUN
ejge-10168	95	39	.	.	PUNCT
ejge-10168	96	1	in	in	ADP
ejge-10168	96	2	effect	effect	NOUN
ejge-10168	96	3	,	,	PUNCT
ejge-10168	96	4	it	it	PRON
ejge-10168	96	5	contributes	contribute	VERB
ejge-10168	96	6	to	to	ADP
ejge-10168	96	7	individual	individual	ADJ
ejge-10168	96	8	point	point	NOUN
ejge-10168	96	9	estimates	estimate	NOUN
ejge-10168	96	10	for	for	ADP
ejge-10168	96	11	each	each	PRON
ejge-10168	96	12	of	of	ADP
ejge-10168	96	13	the	the	DET
ejge-10168	96	14	periods	period	NOUN
ejge-10168	96	15	of	of	ADP
ejge-10168	96	16	the	the	DET
ejge-10168	96	17	study	study	NOUN
ejge-10168	96	18	instead	instead	ADV
ejge-10168	96	19	of	of	ADP
ejge-10168	96	20	a	a	DET
ejge-10168	96	21	single	single	ADJ
ejge-10168	96	22	average	average	ADJ
ejge-10168	96	23	point	point	NOUN
ejge-10168	96	24	estimate	estimate	NOUN
ejge-10168	96	25	for	for	ADP
ejge-10168	96	26	the	the	DET
ejge-10168	96	27	whole	whole	ADJ
ejge-10168	96	28	period	period	NOUN
ejge-10168	96	29	of	of	ADP
ejge-10168	96	30	the	the	DET
ejge-10168	96	31	sample	sample	NOUN
ejge-10168	96	32	.	.	PUNCT
ejge-10168	97	1	which	which	PRON
ejge-10168	97	2	can	can	AUX
ejge-10168	97	3	capture	capture	VERB
ejge-10168	97	4	the	the	DET
ejge-10168	97	5	dynamic	dynamic	ADJ
ejge-10168	97	6	behavior	behavior	NOUN
ejge-10168	97	7	of	of	ADP
ejge-10168	97	8	variables	variable	NOUN
ejge-10168	97	9	more	more	ADV
ejge-10168	97	10	accurately	accurately	ADV
ejge-10168	97	11	.	.	PUNCT
ejge-10168	98	1	this	this	DET
ejge-10168	98	2	method	method	NOUN
ejge-10168	98	3	is	be	AUX
ejge-10168	98	4	useful	useful	ADJ
ejge-10168	98	5	primarily	primarily	ADV
ejge-10168	98	6	in	in	ADP
ejge-10168	98	7	modeling	model	VERB
ejge-10168	98	8	economic	economic	ADJ
ejge-10168	98	9	and	and	CCONJ
ejge-10168	98	10	financial	financial	ADJ
ejge-10168	98	11	time	time	NOUN
ejge-10168	98	12	series	series	PROPN
ejge-10168	98	13	data	data	PROPN
ejge-10168	98	14	,	,	PUNCT
ejge-10168	98	15	where	where	SCONJ
ejge-10168	98	16	relationships	relationship	NOUN
ejge-10168	98	17	between	between	ADP
ejge-10168	98	18	variables	variable	NOUN
ejge-10168	98	19	may	may	AUX
ejge-10168	98	20	change	change	VERB
ejge-10168	98	21	over	over	ADP
ejge-10168	98	22	time	time	NOUN
ejge-10168	98	23	.	.	PUNCT
ejge-10168	99	1	the	the	DET
ejge-10168	99	2	tvp	tvp	PROPN
ejge-10168	99	3	-	-	PUNCT
ejge-10168	99	4	var	var	NOUN
ejge-10168	99	5	model	model	NOUN
ejge-10168	99	6	developed	develop	VERB
ejge-10168	99	7	by	by	ADP
ejge-10168	99	8	primiceri	primiceri	ADJ
ejge-10168	99	9	(	(	PUNCT
ejge-10168	99	10	2005	2005	NUM
ejge-10168	99	11	)	)	PUNCT
ejge-10168	99	12	is	be	AUX
ejge-10168	99	13	defined	define	VERB
ejge-10168	99	14	by	by	ADP
ejge-10168	99	15	ttttpttptttt	ttttpttptttt	NOUN
ejge-10168	99	16	uxuybybby	uxuybybby	PROPN
ejge-10168	99	17	+	+	ADJ
ejge-10168	99	18	θ=++++=	θ=++++=	PROPN
ejge-10168	99	19	−−	−−	NOUN
ejge-10168	99	20	'	'	PUNCT
ejge-10168	99	21	,	,	PUNCT
ejge-10168	99	22	1,1,0	1,1,0	NUM
ejge-10168	99	23	......	......	PUNCT
ejge-10168	100	1	[	[	X
ejge-10168	100	2	2	2	X
ejge-10168	100	3	]	]	PUNCT
ejge-10168	100	4	[	[	PUNCT
ejge-10168	100	5	]	]	X
ejge-10168	100	6	.',	.',	NUM
ejge-10168	100	7	......	......	PUNCT
ejge-10168	100	8	,',1	,',1	PUNCT
ejge-10168	100	9	1	1	NUM
ejge-10168	100	10	'	'	PART
ejge-10168	100	11	pttt	pttt	NOUN
ejge-10168	100	12	yyx	yyx	NOUN
ejge-10168	100	13	−−=	−−=	PROPN
ejge-10168	101	1	[	[	X
ejge-10168	101	2	3	3	X
ejge-10168	101	3	]	]	PUNCT
ejge-10168	101	4	where	where	SCONJ
ejge-10168	101	5	yt	yt	PROPN
ejge-10168	101	6	is	be	AUX
ejge-10168	101	7	a	a	DET
ejge-10168	101	8	vector	vector	NOUN
ejge-10168	101	9	(	(	PUNCT
ejge-10168	101	10	n	n	CCONJ
ejge-10168	101	11	×	×	NOUN
ejge-10168	101	12	1	1	NUM
ejge-10168	101	13	)	)	PUNCT
ejge-10168	101	14	of	of	ADP
ejge-10168	101	15	observed	observe	VERB
ejge-10168	101	16	dependent	dependent	ADJ
ejge-10168	101	17	variables	variable	NOUN
ejge-10168	101	18	and	and	CCONJ
ejge-10168	101	19	b0,t	b0,t	PROPN
ejge-10168	101	20	...	...	PUNCT
ejge-10168	101	21	bp	bp	PROPN
ejge-10168	101	22	,	,	PUNCT
ejge-10168	101	23	t	t	PROPN
ejge-10168	101	24	are	be	AUX
ejge-10168	101	25	matrices	matrix	NOUN
ejge-10168	101	26	of	of	ADP
ejge-10168	101	27	time	time	NOUN
ejge-10168	101	28	-	-	PUNCT
ejge-10168	101	29	varying	vary	VERB
ejge-10168	101	30	coefficients	coefficient	NOUN
ejge-10168	101	31	(	(	PUNCT
ejge-10168	101	32	n	n	CCONJ
ejge-10168	101	33	×	×	NOUN
ejge-10168	101	34	n	n	CCONJ
ejge-10168	101	35	)	)	PUNCT
ejge-10168	101	36	translated	translate	VERB
ejge-10168	101	37	into	into	ADP
ejge-10168	101	38	the	the	DET
ejge-10168	101	39	form	form	NOUN
ejge-10168	101	40	of	of	ADP
ejge-10168	101	41	a	a	DET
ejge-10168	101	42	matrix	matrix	NOUN
ejge-10168	101	43	θt	θt	PROPN
ejge-10168	101	44	.	.	PUNCT
ejge-10168	101	45	xt	xt	PROPN
ejge-10168	101	46	is	be	AUX
ejge-10168	101	47	the	the	DET
ejge-10168	101	48	(	(	PUNCT
ejge-10168	101	49	n×k	n×k	PROPN
ejge-10168	101	50	)	)	PUNCT
ejge-10168	101	51	matrix	matrix	NOUN
ejge-10168	101	52	,	,	PUNCT
ejge-10168	101	53	including	include	VERB
ejge-10168	101	54	the	the	DET
ejge-10168	101	55	ordinates	ordinate	NOUN
ejge-10168	101	56	and	and	CCONJ
ejge-10168	101	57	offsets	offset	NOUN
ejge-10168	101	58	of	of	ADP
ejge-10168	101	59	the	the	DET
ejge-10168	101	60	endogenous	endogenous	ADJ
ejge-10168	101	61	variables	variable	NOUN
ejge-10168	101	62	.	.	PUNCT
ejge-10168	102	1	ut	ut	PROPN
ejge-10168	102	2	is	be	AUX
ejge-10168	102	3	the	the	DET
ejge-10168	102	4	independent	independent	ADJ
ejge-10168	102	5	structural	structural	ADJ
ejge-10168	102	6	shock	shock	NOUN
ejge-10168	102	7	with	with	ADP
ejge-10168	102	8	dimension	dimension	NOUN
ejge-10168	102	9	(	(	PUNCT
ejge-10168	102	10	n	n	CCONJ
ejge-10168	102	11	×	×	NOUN
ejge-10168	102	12	1	1	NUM
ejge-10168	102	13	)	)	PUNCT
ejge-10168	102	14	assumed	assume	VERB
ejge-10168	102	15	to	to	PART
ejge-10168	102	16	be	be	AUX
ejge-10168	102	17	a	a	DET
ejge-10168	102	18	normally	normally	ADV
ejge-10168	102	19	distributed	distribute	VERB
ejge-10168	102	20	heteroscedastic	heteroscedastic	ADJ
ejge-10168	102	21	disturbance	disturbance	NOUN
ejge-10168	102	22	term	term	NOUN
ejge-10168	102	23	with	with	ADP
ejge-10168	102	24	zero	zero	NUM
ejge-10168	102	25	mean	mean	NOUN
ejge-10168	102	26	and	and	CCONJ
ejge-10168	102	27	a	a	DET
ejge-10168	102	28	time	time	NOUN
ejge-10168	102	29	-	-	PUNCT
ejge-10168	102	30	varying	vary	VERB
ejge-10168	102	31	variance	variance	NOUN
ejge-10168	102	32	-	-	PUNCT
ejge-10168	102	33	covariance	covariance	NOUN
ejge-10168	102	34	matrix	matrix	NOUN
ejge-10168	102	35	ωt	ωt	ADP
ejge-10168	102	36	.	.	PUNCT
ejge-10168	103	1	this	this	DET
ejge-10168	103	2	matrix	matrix	NOUN
ejge-10168	103	3	can	can	AUX
ejge-10168	103	4	be	be	AUX
ejge-10168	103	5	broken	break	VERB
ejge-10168	103	6	down	down	ADP
ejge-10168	103	7	as	as	SCONJ
ejge-10168	103	8	follows	follow	VERB
ejge-10168	103	9	:	:	PUNCT
ejge-10168	103	10	(	(	PUNCT
ejge-10168	103	11	)	)	PUNCT
ejge-10168	103	12	'	'	X
ejge-10168	103	13	11	11	NUM
ejge-10168	103	14	−−=ω	−−=ω	NOUN
ejge-10168	103	15	tttt	tttt	NOUN
ejge-10168	103	16	aha	aha	INTJ
ejge-10168	103	17	where	where	SCONJ
ejge-10168	103	18	at	at	ADP
ejge-10168	103	19	is	be	AUX
ejge-10168	103	20	a	a	DET
ejge-10168	103	21	lower	low	ADJ
ejge-10168	103	22	triangular	triangular	NOUN
ejge-10168	103	23	matrix	matrix	NOUN
ejge-10168	103	24	,	,	PUNCT
ejge-10168	103	25	ht	ht	PROPN
ejge-10168	103	26	is	be	AUX
ejge-10168	103	27	a	a	DET
ejge-10168	103	28	diagonal	diagonal	ADJ
ejge-10168	103	29	matrix	matrix	NOUN
ejge-10168	103	30	.	.	PUNCT
ejge-10168	104	1			PROPN
ejge-10168	104	2			PROPN
ejge-10168	104	3			PROPN
ejge-10168	104	4			PROPN
ejge-10168	104	5			PROPN
ejge-10168	104	6			PROPN
ejge-10168	104	7			PROPN
ejge-10168	104	8			PROPN
ejge-10168	104	9			ADJ
ejge-10168	104	10			ADJ
ejge-10168	104	11			ADJ
ejge-10168	104	12			ADJ
ejge-10168	104	13			ADJ
ejge-10168	104	14			ADJ
ejge-10168	104	15			NUM
ejge-10168	104	16			NOUN
ejge-10168	104	17	=	=	SYM
ejge-10168	104	18	1	1	NUM
ejge-10168	104	19	01	01	NUM
ejge-10168	104	20	001	001	NUM
ejge-10168	104	21	0001	0001	NUM
ejge-10168	104	22	00001	00001	NUM
ejge-10168	104	23	,	,	PUNCT
ejge-10168	104	24	54,53,52,51	54,53,52,51	NUM
ejge-10168	104	25	,	,	PUNCT
ejge-10168	104	26	43,42,41	43,42,41	NUM
ejge-10168	104	27	,	,	PUNCT
ejge-10168	104	28	32,31	32,31	NUM
ejge-10168	104	29	,	,	PUNCT
ejge-10168	104	30	21	21	NUM
ejge-10168	104	31	tttt	tttt	NOUN
ejge-10168	104	32	ttt	ttt	PROPN
ejge-10168	104	33	tt	tt	PROPN
ejge-10168	104	34	t	t	PROPN
ejge-10168	104	35	ta	ta	PROPN
ejge-10168	104	36	αααα	αααα	PROPN
ejge-10168	104	37	ααα	ααα	ADV
ejge-10168	104	38	αα	αα	PROPN
ejge-10168	104	39	α	α	PRON
ejge-10168	104	40			PROPN
ejge-10168	104	41			PROPN
ejge-10168	104	42			PROPN
ejge-10168	104	43			PROPN
ejge-10168	104	44			PROPN
ejge-10168	104	45			PROPN
ejge-10168	104	46			PROPN
ejge-10168	104	47			PROPN
ejge-10168	104	48			ADJ
ejge-10168	104	49			ADJ
ejge-10168	104	50			ADJ
ejge-10168	104	51			ADJ
ejge-10168	104	52			ADJ
ejge-10168	104	53			ADJ
ejge-10168	104	54			NUM
ejge-10168	104	55			PROPN
ejge-10168	104	56	=	=	SYM
ejge-10168	104	57	t	t	PROPN
ejge-10168	104	58	t	t	PROPN
ejge-10168	104	59	t	t	PROPN
ejge-10168	104	60	t	t	PROPN
ejge-10168	104	61	t	t	PROPN
ejge-10168	104	62	t	t	PROPN
ejge-10168	105	1	h	h	NOUN
ejge-10168	105	2	h	h	NOUN
ejge-10168	105	3	h	h	NOUN
ejge-10168	105	4	h	h	NOUN
ejge-10168	106	1	h	h	NOUN
ejge-10168	107	1	h	h	NOUN
ejge-10168	107	2	,	,	PUNCT
ejge-10168	107	3	5	5	NUM
ejge-10168	107	4	,	,	PUNCT
ejge-10168	107	5	4	4	NUM
ejge-10168	107	6	,	,	PUNCT
ejge-10168	107	7	3	3	NUM
ejge-10168	107	8	,	,	PUNCT
ejge-10168	107	9	2	2	NUM
ejge-10168	107	10	,	,	PUNCT
ejge-10168	107	11	1	1	NUM
ejge-10168	107	12	0000	0000	NUM
ejge-10168	107	13	0000	0000	NUM
ejge-10168	107	14	0000	0000	NUM
ejge-10168	107	15	0000	0000	NUM
ejge-10168	107	16	0000	0000	NUM
ejge-10168	107	17	following	follow	VERB
ejge-10168	107	18	primiceri	primiceri	PROPN
ejge-10168	107	19	(	(	PUNCT
ejge-10168	107	20	2005	2005	NUM
ejge-10168	107	21	)	)	PUNCT
ejge-10168	107	22	(	(	PUNCT
ejge-10168	107	23	equations	equation	NOUN
ejge-10168	107	24	[	[	X
ejge-10168	107	25	5]-[7	5]-[7	NUM
ejge-10168	107	26	]	]	PUNCT
ejge-10168	107	27	)	)	PUNCT
ejge-10168	107	28	the	the	DET
ejge-10168	107	29	time	time	NOUN
ejge-10168	107	30	-	-	PUNCT
ejge-10168	107	31	varying	vary	VERB
ejge-10168	107	32	parameters	parameter	NOUN
ejge-10168	107	33	are	be	AUX
ejge-10168	107	34	assumed	assume	VERB
ejge-10168	107	35	to	to	PART
ejge-10168	107	36	depend	depend	VERB
ejge-10168	107	37	on	on	ADP
ejge-10168	107	38	the	the	DET
ejge-10168	107	39	following	follow	VERB
ejge-10168	107	40	random	random	ADJ
ejge-10168	107	41	walk	walk	NOUN
ejge-10168	107	42	process	process	NOUN
ejge-10168	107	43	as	as	SCONJ
ejge-10168	107	44	:	:	PUNCT
ejge-10168	107	45	do	do	AUX
ejge-10168	107	46	geopolitical	geopolitical	ADJ
ejge-10168	107	47	risks	risk	NOUN
ejge-10168	107	48	affect	affect	VERB
ejge-10168	107	49	stock	stock	NOUN
ejge-10168	107	50	market	market	NOUN
ejge-10168	107	51	returns	return	NOUN
ejge-10168	107	52	and	and	CCONJ
ejge-10168	107	53	volatilities	volatility	NOUN
ejge-10168	107	54	)	)	PUNCT
ejge-10168	107	55	,	,	PUNCT
ejge-10168	107	56	0	0	NUM
ejge-10168	108	1	(	(	PUNCT
ejge-10168	108	2	1	1	NUM
ejge-10168	108	3	qnvv	qnvv	ADJ
ejge-10168	108	4	tttt	tttt	NOUN
ejge-10168	108	5	→+θ	→+θ	PUNCT
ejge-10168	108	6	=	=	NOUN
ejge-10168	108	7	θ	θ	X
ejge-10168	108	8	−	−	NOUN
ejge-10168	109	1	[	[	X
ejge-10168	109	2	5	5	NUM
ejge-10168	109	3	]	]	PUNCT
ejge-10168	109	4	)	)	PUNCT
ejge-10168	109	5	,	,	PUNCT
ejge-10168	109	6	0	0	NUM
ejge-10168	109	7	(	(	PUNCT
ejge-10168	109	8	1	1	NUM
ejge-10168	109	9	sntttt	sntttt	NOUN
ejge-10168	109	10	→+=	→+=	PROPN
ejge-10168	109	11	−	−	PROPN
ejge-10168	109	12	τταα	τταα	NOUN
ejge-10168	109	13	[	[	X
ejge-10168	109	14	6	6	NUM
ejge-10168	109	15	]	]	PUNCT
ejge-10168	109	16	)	)	PUNCT
ejge-10168	109	17	1,0	1,0	NUM
ejge-10168	109	18	(	(	PUNCT
ejge-10168	109	19	)	)	PUNCT
ejge-10168	109	20	ln()ln	ln()ln	PROPN
ejge-10168	109	21	(	(	PUNCT
ejge-10168	109	22	,	,	PUNCT
ejge-10168	109	23	,	,	PUNCT
ejge-10168	109	24	1	1	NUM
ejge-10168	109	25	,	,	PUNCT
ejge-10168	109	26	,	,	PUNCT
ejge-10168	109	27	nhh	nhh	NOUN
ejge-10168	109	28	titiititi	titiititi	INTJ
ejge-10168	109	29	→+=	→+=	PROPN
ejge-10168	110	1	−	−	PROPN
ejge-10168	110	2	ηησ	ηησ	VERB
ejge-10168	110	3	[	[	X
ejge-10168	110	4	7	7	X
ejge-10168	110	5	]	]	PUNCT
ejge-10168	110	6	according	accord	VERB
ejge-10168	110	7	to	to	ADP
ejge-10168	110	8	primiceri	primiceri	ADJ
ejge-10168	110	9	(	(	PUNCT
ejge-10168	110	10	2005	2005	NUM
ejge-10168	110	11	)	)	PUNCT
ejge-10168	110	12	,	,	PUNCT
ejge-10168	110	13	it	it	PRON
ejge-10168	110	14	is	be	AUX
ejge-10168	110	15	assumed	assume	VERB
ejge-10168	110	16	that	that	SCONJ
ejge-10168	110	17	the	the	DET
ejge-10168	110	18	coefficients	coefficient	NOUN
ejge-10168	110	19	of	of	ADP
ejge-10168	110	20	contemporaneous	contemporaneous	ADJ
ejge-10168	110	21	relationships	relationship	NOUN
ejge-10168	110	22	between	between	ADP
ejge-10168	110	23	variables	variable	NOUN
ejge-10168	110	24	evolve	evolve	VERB
ejge-10168	110	25	independently	independently	ADV
ejge-10168	110	26	in	in	ADP
ejge-10168	110	27	each	each	DET
ejge-10168	110	28	order	order	NOUN
ejge-10168	110	29	of	of	ADP
ejge-10168	110	30	the	the	DET
ejge-10168	110	31	equation	equation	NOUN
ejge-10168	110	32	to	to	PART
ejge-10168	110	33	simplify	simplify	VERB
ejge-10168	110	34	inference	inference	NOUN
ejge-10168	110	35	and	and	CCONJ
ejge-10168	110	36	increase	increase	VERB
ejge-10168	110	37	estimation	estimation	NOUN
ejge-10168	110	38	efficiency	efficiency	NOUN
ejge-10168	110	39	.	.	PUNCT
ejge-10168	111	1	thus	thus	ADV
ejge-10168	111	2	,	,	PUNCT
ejge-10168	111	3	the	the	DET
ejge-10168	111	4	error	error	NOUN
ejge-10168	111	5	terms	term	NOUN
ejge-10168	111	6	of	of	ADP
ejge-10168	111	7	the	the	DET
ejge-10168	111	8	measurement	measurement	NOUN
ejge-10168	111	9	equation	equation	NOUN
ejge-10168	111	10	and	and	CCONJ
ejge-10168	111	11	the	the	DET
ejge-10168	111	12	transition	transition	NOUN
ejge-10168	111	13	equations	equation	NOUN
ejge-10168	111	14	(	(	PUNCT
ejge-10168	111	15	the	the	DET
ejge-10168	111	16	parameters	parameter	NOUN
ejge-10168	111	17	of	of	ADP
ejge-10168	111	18	the	the	DET
ejge-10168	111	19	at	at	ADP
ejge-10168	111	20	matrix	matrix	NOUN
ejge-10168	111	21	)	)	PUNCT
ejge-10168	111	22	are	be	AUX
ejge-10168	111	23	independent	independent	ADJ
ejge-10168	111	24	.	.	PUNCT
ejge-10168	112	1	given	give	VERB
ejge-10168	112	2	stochastic	stochastic	ADJ
ejge-10168	112	3	volatility	volatility	NOUN
ejge-10168	112	4	,	,	PUNCT
ejge-10168	112	5	parameters	parameter	NOUN
ejge-10168	112	6	must	must	AUX
ejge-10168	112	7	be	be	AUX
ejge-10168	112	8	defined	define	VERB
ejge-10168	112	9	with	with	ADP
ejge-10168	112	10	maximum	maximum	ADJ
ejge-10168	112	11	likelihood	likelihood	NOUN
ejge-10168	112	12	estimation	estimation	NOUN
ejge-10168	112	13	.	.	PUNCT
ejge-10168	113	1	markov	markov	PROPN
ejge-10168	113	2	chain	chain	PROPN
ejge-10168	113	3	monte	monte	PROPN
ejge-10168	113	4	carlo	carlo	PROPN
ejge-10168	113	5	(	(	PUNCT
ejge-10168	113	6	mcmc	mcmc	PROPN
ejge-10168	113	7	)	)	PUNCT
ejge-10168	113	8	based	base	VERB
ejge-10168	113	9	on	on	ADP
ejge-10168	113	10	bayesian	bayesian	NOUN
ejge-10168	113	11	inference	inference	NOUN
ejge-10168	113	12	was	be	AUX
ejge-10168	113	13	also	also	ADV
ejge-10168	113	14	used	use	VERB
ejge-10168	113	15	to	to	PART
ejge-10168	113	16	simulate	simulate	VERB
ejge-10168	113	17	sampling	sampling	NOUN
ejge-10168	113	18	.	.	PUNCT
ejge-10168	114	1	technically	technically	ADV
ejge-10168	114	2	,	,	PUNCT
ejge-10168	114	3	the	the	DET
ejge-10168	114	4	tvp	tvp	ADJ
ejge-10168	114	5	-	-	PUNCT
ejge-10168	114	6	var	var	NOUN
ejge-10168	114	7	model	model	NOUN
ejge-10168	114	8	has	have	VERB
ejge-10168	114	9	two	two	NUM
ejge-10168	114	10	main	main	ADJ
ejge-10168	114	11	advantages	advantage	NOUN
ejge-10168	114	12	.	.	PUNCT
ejge-10168	115	1	first	first	ADJ
ejge-10168	115	2	,	,	PUNCT
ejge-10168	115	3	random	random	ADJ
ejge-10168	115	4	volatility	volatility	NOUN
ejge-10168	115	5	is	be	AUX
ejge-10168	115	6	taken	take	VERB
ejge-10168	115	7	into	into	ADP
ejge-10168	115	8	account	account	NOUN
ejge-10168	115	9	in	in	ADP
ejge-10168	115	10	the	the	DET
ejge-10168	115	11	estimation	estimation	NOUN
ejge-10168	115	12	of	of	ADP
ejge-10168	115	13	the	the	DET
ejge-10168	115	14	model	model	NOUN
ejge-10168	115	15	,	,	PUNCT
ejge-10168	115	16	which	which	PRON
ejge-10168	115	17	significantly	significantly	ADV
ejge-10168	115	18	improves	improve	VERB
ejge-10168	115	19	the	the	DET
ejge-10168	115	20	quality	quality	NOUN
ejge-10168	115	21	of	of	ADP
ejge-10168	115	22	parameter	parameter	NOUN
ejge-10168	115	23	estimation	estimation	NOUN
ejge-10168	115	24	and	and	CCONJ
ejge-10168	115	25	avoids	avoid	VERB
ejge-10168	115	26	the	the	DET
ejge-10168	115	27	problem	problem	NOUN
ejge-10168	115	28	of	of	ADP
ejge-10168	115	29	heteroskedasticity	heteroskedasticity	NOUN
ejge-10168	115	30	.	.	PUNCT
ejge-10168	116	1	second	second	ADV
ejge-10168	116	2	,	,	PUNCT
ejge-10168	116	3	the	the	DET
ejge-10168	116	4	tvp	tvp	ADJ
ejge-10168	116	5	-	-	PUNCT
ejge-10168	116	6	var	var	NOUN
ejge-10168	116	7	model	model	NOUN
ejge-10168	116	8	allows	allow	VERB
ejge-10168	116	9	us	we	PRON
ejge-10168	116	10	to	to	PART
ejge-10168	116	11	identify	identify	VERB
ejge-10168	116	12	in	in	ADP
ejge-10168	116	13	a	a	DET
ejge-10168	116	14	meaningful	meaningful	ADJ
ejge-10168	116	15	way	way	NOUN
ejge-10168	116	16	whether	whether	SCONJ
ejge-10168	116	17	the	the	DET
ejge-10168	116	18	influence	influence	NOUN
ejge-10168	116	19	of	of	ADP
ejge-10168	116	20	exogenous	exogenous	ADJ
ejge-10168	116	21	factors	factor	NOUN
ejge-10168	116	22	on	on	ADP
ejge-10168	116	23	endogenous	endogenous	ADJ
ejge-10168	116	24	variables	variable	NOUN
ejge-10168	116	25	shows	show	VERB
ejge-10168	116	26	a	a	DET
ejge-10168	116	27	structural	structural	ADJ
ejge-10168	116	28	change	change	NOUN
ejge-10168	116	29	.	.	PUNCT
ejge-10168	117	1	indeed	indeed	ADV
ejge-10168	117	2	,	,	PUNCT
ejge-10168	117	3	in	in	ADP
ejge-10168	117	4	a	a	DET
ejge-10168	117	5	tvp	tvp	ADJ
ejge-10168	117	6	-	-	PUNCT
ejge-10168	117	7	var	var	NOUN
ejge-10168	117	8	model	model	NOUN
ejge-10168	117	9	as	as	SCONJ
ejge-10168	117	10	proposed	propose	VERB
ejge-10168	117	11	by	by	ADP
ejge-10168	117	12	primiceri	primiceri	PROPN
ejge-10168	117	13	(	(	PUNCT
ejge-10168	117	14	2005	2005	NUM
ejge-10168	117	15	)	)	PUNCT
ejge-10168	117	16	,	,	PUNCT
ejge-10168	117	17	the	the	DET
ejge-10168	117	18	coefficients	coefficient	NOUN
ejge-10168	117	19	evolve	evolve	VERB
ejge-10168	117	20	with	with	ADP
ejge-10168	117	21	structural	structural	ADJ
ejge-10168	117	22	changes	change	NOUN
ejge-10168	117	23	.	.	PUNCT
ejge-10168	118	1	therefore	therefore	ADV
ejge-10168	118	2	,	,	PUNCT
ejge-10168	118	3	in	in	ADP
ejge-10168	118	4	order	order	NOUN
ejge-10168	118	5	to	to	PART
ejge-10168	118	6	test	test	VERB
ejge-10168	118	7	for	for	ADP
ejge-10168	118	8	time	time	NOUN
ejge-10168	118	9	-	-	PUNCT
ejge-10168	118	10	varying	vary	VERB
ejge-10168	118	11	effects	effect	NOUN
ejge-10168	118	12	between	between	ADP
ejge-10168	118	13	variables	variable	NOUN
ejge-10168	118	14	,	,	PUNCT
ejge-10168	118	15	the	the	DET
ejge-10168	118	16	tvp	tvp	ADJ
ejge-10168	118	17	-	-	PUNCT
ejge-10168	118	18	var	var	NOUN
ejge-10168	118	19	model	model	NOUN
ejge-10168	118	20	is	be	AUX
ejge-10168	118	21	considered	consider	VERB
ejge-10168	118	22	as	as	ADP
ejge-10168	118	23	a	a	DET
ejge-10168	118	24	flexible	flexible	ADJ
ejge-10168	118	25	and	and	CCONJ
ejge-10168	118	26	powerful	powerful	ADJ
ejge-10168	118	27	approach	approach	NOUN
ejge-10168	118	28	.	.	PUNCT
ejge-10168	119	1	it	it	PRON
ejge-10168	119	2	also	also	ADV
ejge-10168	119	3	provides	provide	VERB
ejge-10168	119	4	a	a	DET
ejge-10168	119	5	novel	novel	ADJ
ejge-10168	119	6	dynamic	dynamic	ADJ
ejge-10168	119	7	way	way	NOUN
ejge-10168	119	8	of	of	ADP
ejge-10168	119	9	looking	look	VERB
ejge-10168	119	10	at	at	ADP
ejge-10168	119	11	the	the	DET
ejge-10168	119	12	evolution	evolution	NOUN
ejge-10168	119	13	of	of	ADP
ejge-10168	119	14	the	the	DET
ejge-10168	119	15	relationship	relationship	NOUN
ejge-10168	119	16	by	by	ADP
ejge-10168	119	17	identifying	identify	VERB
ejge-10168	119	18	differences	difference	NOUN
ejge-10168	119	19	in	in	ADP
ejge-10168	119	20	the	the	DET
ejge-10168	119	21	influence	influence	NOUN
ejge-10168	119	22	of	of	ADP
ejge-10168	119	23	various	various	ADJ
ejge-10168	119	24	events	event	NOUN
ejge-10168	119	25	.	.	PUNCT
ejge-10168	120	1	4	4	X
ejge-10168	120	2	.	.	NOUN
ejge-10168	120	3	empirical	empirical	ADJ
ejge-10168	120	4	results	result	NOUN
ejge-10168	120	5	and	and	CCONJ
ejge-10168	120	6	discussion	discussion	NOUN
ejge-10168	120	7	4.1	4.1	NUM
ejge-10168	120	8	preliminary	preliminary	ADJ
ejge-10168	120	9	analyses	analysis	NOUN
ejge-10168	120	10	table	table	NOUN
ejge-10168	120	11	1	1	NUM
ejge-10168	120	12	shows	show	VERB
ejge-10168	120	13	the	the	DET
ejge-10168	120	14	descriptive	descriptive	ADJ
ejge-10168	120	15	statistics	statistic	NOUN
ejge-10168	120	16	for	for	ADP
ejge-10168	120	17	the	the	DET
ejge-10168	120	18	gpr	gpr	PROPN
ejge-10168	120	19	index	index	NOUN
ejge-10168	120	20	,	,	PUNCT
ejge-10168	120	21	the	the	DET
ejge-10168	120	22	monthly	monthly	ADJ
ejge-10168	120	23	returns	return	NOUN
ejge-10168	120	24	(	(	PUNCT
ejge-10168	120	25	panel	panel	NOUN
ejge-10168	120	26	a	a	NOUN
ejge-10168	120	27	)	)	PUNCT
ejge-10168	120	28	and	and	CCONJ
ejge-10168	120	29	the	the	DET
ejge-10168	120	30	conditional	conditional	ADJ
ejge-10168	120	31	variance	variance	NOUN
ejge-10168	120	32	series	series	NOUN
ejge-10168	120	33	(	(	PUNCT
ejge-10168	120	34	panel	panel	NOUN
ejge-10168	120	35	b	b	NOUN
ejge-10168	120	36	)	)	PUNCT
ejge-10168	120	37	of	of	ADP
ejge-10168	120	38	the	the	DET
ejge-10168	120	39	g7	g7	PROPN
ejge-10168	120	40	,	,	PUNCT
ejge-10168	120	41	brics	brics	PROPN
ejge-10168	120	42	and	and	CCONJ
ejge-10168	120	43	gulf	gulf	PROPN
ejge-10168	120	44	stock	stock	NOUN
ejge-10168	120	45	market	market	NOUN
ejge-10168	120	46	indices	index	NOUN
ejge-10168	120	47	.	.	PUNCT
ejge-10168	121	1	as	as	SCONJ
ejge-10168	121	2	shown	show	VERB
ejge-10168	121	3	in	in	ADP
ejge-10168	121	4	table	table	NOUN
ejge-10168	121	5	1	1	NUM
ejge-10168	121	6	,	,	PUNCT
ejge-10168	121	7	all	all	DET
ejge-10168	121	8	the	the	DET
ejge-10168	121	9	stock	stock	NOUN
ejge-10168	121	10	market	market	NOUN
ejge-10168	121	11	indices	index	NOUN
ejge-10168	121	12	studied	study	VERB
ejge-10168	121	13	show	show	VERB
ejge-10168	121	14	similar	similar	ADJ
ejge-10168	121	15	behavior	behavior	NOUN
ejge-10168	121	16	in	in	ADP
ejge-10168	121	17	terms	term	NOUN
ejge-10168	121	18	of	of	ADP
ejge-10168	121	19	returns	return	NOUN
ejge-10168	121	20	,	,	PUNCT
ejge-10168	121	21	and	and	CCONJ
ejge-10168	121	22	the	the	DET
ejge-10168	121	23	range	range	NOUN
ejge-10168	121	24	of	of	ADP
ejge-10168	121	25	variation	variation	NOUN
ejge-10168	121	26	in	in	ADP
ejge-10168	121	27	these	these	DET
ejge-10168	121	28	returns	return	NOUN
ejge-10168	121	29	is	be	AUX
ejge-10168	121	30	small	small	ADJ
ejge-10168	121	31	.	.	PUNCT
ejge-10168	122	1	indeed	indeed	ADV
ejge-10168	122	2	,	,	PUNCT
ejge-10168	122	3	the	the	DET
ejge-10168	122	4	bvsp	bvsp	NOUN
ejge-10168	122	5	index	index	NOUN
ejge-10168	122	6	(	(	PUNCT
ejge-10168	122	7	flagship	flagship	NOUN
ejge-10168	122	8	index	index	NOUN
ejge-10168	122	9	of	of	ADP
ejge-10168	122	10	brazil	brazil	PROPN
ejge-10168	122	11	's	's	PART
ejge-10168	122	12	são	são	PROPN
ejge-10168	122	13	paulo	paulo	PROPN
ejge-10168	122	14	stock	stock	PROPN
ejge-10168	122	15	exchange	exchange	PROPN
ejge-10168	122	16	)	)	PUNCT
ejge-10168	122	17	has	have	VERB
ejge-10168	122	18	the	the	DET
ejge-10168	122	19	highest	high	ADJ
ejge-10168	122	20	average	average	ADJ
ejge-10168	122	21	return	return	NOUN
ejge-10168	122	22	,	,	PUNCT
ejge-10168	122	23	followed	follow	VERB
ejge-10168	122	24	by	by	ADP
ejge-10168	122	25	the	the	DET
ejge-10168	122	26	bse	bse	NOUN
ejge-10168	122	27	(	(	PUNCT
ejge-10168	122	28	indian	indian	ADJ
ejge-10168	122	29	stock	stock	PROPN
ejge-10168	122	30	exchange	exchange	PROPN
ejge-10168	122	31	index	index	PROPN
ejge-10168	122	32	)	)	PUNCT
ejge-10168	122	33	and	and	CCONJ
ejge-10168	122	34	the	the	DET
ejge-10168	122	35	abu	abu	PROPN
ejge-10168	122	36	dhabi	dhabi	PROPN
ejge-10168	122	37	stock	stock	PROPN
ejge-10168	122	38	exchange	exchange	PROPN
ejge-10168	122	39	(	(	PUNCT
ejge-10168	122	40	uae	uae	PROPN
ejge-10168	122	41	)	)	PUNCT
ejge-10168	122	42	index	index	NOUN
ejge-10168	122	43	.	.	PUNCT
ejge-10168	123	1	on	on	ADP
ejge-10168	123	2	the	the	DET
ejge-10168	123	3	other	other	ADJ
ejge-10168	123	4	hand	hand	NOUN
ejge-10168	123	5	,	,	PUNCT
ejge-10168	123	6	only	only	ADV
ejge-10168	123	7	the	the	DET
ejge-10168	123	8	oman	oman	PROPN
ejge-10168	123	9	stock	stock	NOUN
ejge-10168	123	10	market	market	NOUN
ejge-10168	123	11	index	index	NOUN
ejge-10168	123	12	posted	post	VERB
ejge-10168	123	13	a	a	DET
ejge-10168	123	14	negative	negative	ADJ
ejge-10168	123	15	average	average	ADJ
ejge-10168	123	16	return	return	NOUN
ejge-10168	123	17	over	over	ADP
ejge-10168	123	18	the	the	DET
ejge-10168	123	19	study	study	NOUN
ejge-10168	123	20	period	period	NOUN
ejge-10168	123	21	.	.	PUNCT
ejge-10168	124	1	the	the	DET
ejge-10168	124	2	chinese	chinese	ADJ
ejge-10168	124	3	index	index	NOUN
ejge-10168	124	4	had	have	VERB
ejge-10168	124	5	the	the	DET
ejge-10168	124	6	lowest	low	ADJ
ejge-10168	124	7	positive	positive	ADJ
ejge-10168	124	8	average	average	ADJ
ejge-10168	124	9	return	return	NOUN
ejge-10168	124	10	.	.	PUNCT
ejge-10168	125	1	in	in	ADP
ejge-10168	125	2	terms	term	NOUN
ejge-10168	125	3	of	of	ADP
ejge-10168	125	4	standard	standard	ADJ
ejge-10168	125	5	deviation	deviation	NOUN
ejge-10168	125	6	,	,	PUNCT
ejge-10168	125	7	investment	investment	NOUN
ejge-10168	125	8	in	in	ADP
ejge-10168	125	9	the	the	DET
ejge-10168	125	10	bahrain	bahrain	NOUN
ejge-10168	125	11	stock	stock	NOUN
ejge-10168	125	12	market	market	NOUN
ejge-10168	125	13	can	can	AUX
ejge-10168	125	14	be	be	AUX
ejge-10168	125	15	considered	consider	VERB
ejge-10168	125	16	the	the	DET
ejge-10168	125	17	safest	safe	ADJ
ejge-10168	125	18	,	,	PUNCT
ejge-10168	125	19	while	while	SCONJ
ejge-10168	125	20	investment	investment	NOUN
ejge-10168	125	21	in	in	ADP
ejge-10168	125	22	the	the	DET
ejge-10168	125	23	russian	russian	ADJ
ejge-10168	125	24	stock	stock	NOUN
ejge-10168	125	25	market	market	NOUN
ejge-10168	125	26	is	be	AUX
ejge-10168	125	27	very	very	ADV
ejge-10168	125	28	risky	risky	ADJ
ejge-10168	125	29	.	.	PUNCT
ejge-10168	126	1	the	the	DET
ejge-10168	126	2	latter	latter	ADJ
ejge-10168	126	3	can	can	AUX
ejge-10168	126	4	be	be	AUX
ejge-10168	126	5	explained	explain	VERB
ejge-10168	126	6	by	by	ADP
ejge-10168	126	7	the	the	DET
ejge-10168	126	8	russian	russian	ADJ
ejge-10168	126	9	invasion	invasion	NOUN
ejge-10168	126	10	of	of	ADP
ejge-10168	126	11	ukraine	ukraine	PROPN
ejge-10168	126	12	.	.	PUNCT
ejge-10168	127	1	skewness	skewness	NOUN
ejge-10168	127	2	values	value	NOUN
ejge-10168	127	3	are	be	AUX
ejge-10168	127	4	low	low	ADJ
ejge-10168	127	5	but	but	CCONJ
ejge-10168	127	6	negative	negative	ADJ
ejge-10168	127	7	for	for	ADP
ejge-10168	127	8	all	all	DET
ejge-10168	127	9	return	return	NOUN
ejge-10168	127	10	series	series	NOUN
ejge-10168	127	11	.	.	PUNCT
ejge-10168	128	1	kurtosis	kurtosis	VERB
ejge-10168	128	2	values	value	NOUN
ejge-10168	128	3	are	be	AUX
ejge-10168	128	4	greater	great	ADJ
ejge-10168	128	5	than	than	ADP
ejge-10168	128	6	three	three	NUM
ejge-10168	128	7	for	for	ADP
ejge-10168	128	8	virtually	virtually	ADV
ejge-10168	128	9	all	all	PRON
ejge-10168	128	10	return	return	NOUN
ejge-10168	128	11	series	series	NOUN
ejge-10168	128	12	(	(	PUNCT
ejge-10168	128	13	with	with	ADP
ejge-10168	128	14	the	the	DET
ejge-10168	128	15	exception	exception	NOUN
ejge-10168	128	16	of	of	ADP
ejge-10168	128	17	japan	japan	PROPN
ejge-10168	128	18	,	,	PUNCT
ejge-10168	128	19	south	south	PROPN
ejge-10168	128	20	africa	africa	PROPN
ejge-10168	128	21	,	,	PUNCT
ejge-10168	128	22	ksa	ksa	PROPN
ejge-10168	128	23	,	,	PUNCT
ejge-10168	128	24	and	and	CCONJ
ejge-10168	128	25	qatar	qatar	PROPN
ejge-10168	128	26	)	)	PUNCT
ejge-10168	128	27	.	.	PUNCT
ejge-10168	129	1	these	these	DET
ejge-10168	129	2	results	result	NOUN
ejge-10168	129	3	indicate	indicate	VERB
ejge-10168	129	4	that	that	SCONJ
ejge-10168	129	5	the	the	DET
ejge-10168	129	6	probability	probability	NOUN
ejge-10168	129	7	distribution	distribution	NOUN
ejge-10168	129	8	of	of	ADP
ejge-10168	129	9	returns	return	NOUN
ejge-10168	129	10	in	in	ADP
ejge-10168	129	11	the	the	DET
ejge-10168	129	12	sample	sample	NOUN
ejge-10168	129	13	(	(	PUNCT
ejge-10168	129	14	with	with	ADP
ejge-10168	129	15	the	the	DET
ejge-10168	129	16	exception	exception	NOUN
ejge-10168	129	17	of	of	ADP
ejge-10168	129	18	japan	japan	PROPN
ejge-10168	129	19	,	,	PUNCT
ejge-10168	129	20	south	south	PROPN
ejge-10168	129	21	africa	africa	PROPN
ejge-10168	129	22	,	,	PUNCT
ejge-10168	129	23	ksa	ksa	PROPN
ejge-10168	129	24	,	,	PUNCT
ejge-10168	129	25	and	and	CCONJ
ejge-10168	129	26	qatar	qatar	NOUN
ejge-10168	129	27	)	)	PUNCT
ejge-10168	129	28	is	be	AUX
ejge-10168	129	29	asymmetric	asymmetric	ADJ
ejge-10168	129	30	and	and	CCONJ
ejge-10168	129	31	leptokurtic	leptokurtic	ADJ
ejge-10168	129	32	and	and	CCONJ
ejge-10168	129	33	rejects	reject	VERB
ejge-10168	129	34	the	the	DET
ejge-10168	129	35	normality	normality	NOUN
ejge-10168	129	36	confirmed	confirm	VERB
ejge-10168	129	37	by	by	ADP
ejge-10168	129	38	jarque	jarque	NOUN
ejge-10168	129	39	-	-	PUNCT
ejge-10168	129	40	bera	bera	NOUN
ejge-10168	129	41	(	(	PUNCT
ejge-10168	129	42	j.-b	j.-b	PROPN
ejge-10168	129	43	.	.	PUNCT
ejge-10168	129	44	)	)	PUNCT
ejge-10168	130	1	statistics	statistic	NOUN
ejge-10168	130	2	.	.	PUNCT
ejge-10168	131	1	246	246	NUM
ejge-10168	131	2	ahlem	ahlem	NOUN
ejge-10168	131	3	lamine	lamine	PROPN
ejge-10168	131	4	and	and	CCONJ
ejge-10168	131	5	sirine	sirine	ADJ
ejge-10168	131	6	zribi	zribi	NOUN
ejge-10168	131	7	table	table	NOUN
ejge-10168	131	8	1	1	NUM
ejge-10168	131	9	.	.	PUNCT
ejge-10168	131	10	descriptive	descriptive	ADJ
ejge-10168	131	11	statistics	statistic	NOUN
ejge-10168	131	12	.	.	PUNCT
ejge-10168	132	1	mean	mean	VERB
ejge-10168	132	2	maximum	maximum	ADJ
ejge-10168	132	3	minimum	minimum	ADJ
ejge-10168	132	4	std	std	NOUN
ejge-10168	132	5	.	.	PUNCT
ejge-10168	133	1	dev	dev	PROPN
ejge-10168	133	2	.	.	PUNCT
ejge-10168	133	3	skewness	skewness	PROPN
ejge-10168	133	4	kurtosis	kurtosis	VERB
ejge-10168	133	5	jb	jb	PROPN
ejge-10168	133	6	obs	obs	PROPN
ejge-10168	133	7	gpr	gpr	PROPN
ejge-10168	133	8	102.8013	102.8013	NUM
ejge-10168	133	9	325.4400	325.4400	NUM
ejge-10168	133	10	60.60164	60.60164	NUM
ejge-10168	133	11	35.82020	35.82020	NUM
ejge-10168	133	12	3.300504	3.300504	NUM
ejge-10168	133	13	19.43118	19.43118	NUM
ejge-10168	133	14	1149.709	1149.709	NUM
ejge-10168	133	15	88	88	NUM
ejge-10168	133	16	panel	panel	NOUN
ejge-10168	133	17	a	a	DET
ejge-10168	133	18	:	:	PUNCT
ejge-10168	133	19	indices	index	NOUN
ejge-10168	133	20	returns	return	VERB
ejge-10168	133	21	g7	g7	PROPN
ejge-10168	133	22	stock	stock	NOUN
ejge-10168	133	23	market	market	NOUN
ejge-10168	133	24	indices	indice	VERB
ejge-10168	133	25	usa	usa	PROPN
ejge-10168	133	26	0.094314	0.094314	NUM
ejge-10168	133	27	1.357056	1.357056	NUM
ejge-10168	133	28	-1.518952	-1.518952	NOUN
ejge-10168	133	29	0.552216	0.552216	NUM
ejge-10168	133	30	-0.565972	-0.565972	NOUN
ejge-10168	133	31	3.751062	3.751062	NUM
ejge-10168	133	32	6.766434	6.766434	NUM
ejge-10168	133	33	88	88	NUM
ejge-10168	133	34	uk	uk	PROPN
ejge-10168	133	35	0.034732	0.034732	NUM
ejge-10168	133	36	1.386537	1.386537	NUM
ejge-10168	133	37	-1.688554	-1.688554	NOUN
ejge-10168	133	38	0.432372	0.432372	NUM
ejge-10168	133	39	-0.773560	-0.773560	NOUN
ejge-10168	134	1	6.122911	6.122911	NUM
ejge-10168	134	2	44.53588	44.53588	NUM
ejge-10168	134	3	88	88	NUM
ejge-10168	134	4	germany	germany	PROPN
ejge-10168	134	5	0.056387	0.056387	NUM
ejge-10168	134	6	1.664915	1.664915	NUM
ejge-10168	134	7	-2.040667	-2.040667	NOUN
ejge-10168	134	8	0.589801	0.589801	NUM
ejge-10168	134	9	-0.461879	-0.461879	VERB
ejge-10168	134	10	4.193598	4.193598	NUM
ejge-10168	134	11	8.352693	8.352693	NUM
ejge-10168	134	12	88	88	NUM
ejge-10168	134	13	japan	japan	PROPN
ejge-10168	134	14	0.059130	0.059130	NUM
ejge-10168	134	15	1.668301	1.668301	NUM
ejge-10168	134	16	-1.264153	-1.264153	NOUN
ejge-10168	134	17	0.544833	0.544833	NUM
ejge-10168	134	18	-0.338623	-0.338623	NOUN
ejge-10168	135	1	3.429915	3.429915	NUM
ejge-10168	135	2	2.359461	2.359461	NUM
ejge-10168	135	3	88	88	NUM
ejge-10168	135	4	france	france	PROPN
ejge-10168	135	5	0.068117	0.068117	NUM
ejge-10168	135	6	2.182283	2.182283	NUM
ejge-10168	135	7	-2.146030	-2.146030	NOUN
ejge-10168	135	8	0.573665	0.573665	NUM
ejge-10168	135	9	-0.189864	-0.189864	VERB
ejge-10168	135	10	5.939288	5.939288	NUM
ejge-10168	135	11	32.20655	32.20655	NUM
ejge-10168	135	12	88	88	NUM
ejge-10168	135	13	italy	italy	PROPN
ejge-10168	135	14	0.037416	0.037416	NUM
ejge-10168	135	15	2.459574	2.459574	NUM
ejge-10168	135	16	-2.887717	-2.887717	NOUN
ejge-10168	135	17	0.718877	0.718877	NUM
ejge-10168	135	18	-0.470959	-0.470959	NOUN
ejge-10168	135	19	6.086181	6.086181	NUM
ejge-10168	135	20	38.17632	38.17632	NUM
ejge-10168	135	21	88	88	NUM
ejge-10168	135	22	canada	canada	PROPN
ejge-10168	135	23	0.060512	0.060512	NUM
ejge-10168	135	24	1.170430	1.170430	NUM
ejge-10168	135	25	-2.218500	-2.218500	NOUN
ejge-10168	135	26	0.459590	0.459590	NUM
ejge-10168	135	27	-1.376000	-1.376000	NUM
ejge-10168	136	1	9.187664	9.187664	NUM
ejge-10168	136	2	168.1559	168.1559	NUM
ejge-10168	136	3	88	88	NUM
ejge-10168	136	4	brics	bric	NOUN
ejge-10168	136	5	stock	stock	NOUN
ejge-10168	136	6	market	market	NOUN
ejge-10168	136	7	indices	indice	VERB
ejge-10168	136	8	china	china	PROPN
ejge-10168	136	9	0.002973	0.002973	NUM
ejge-10168	136	10	1.699654	1.699654	NUM
ejge-10168	136	11	-2.335511	-2.335511	NOUN
ejge-10168	136	12	0.555897	0.555897	NUM
ejge-10168	136	13	-0.486206	-0.486206	NOUN
ejge-10168	136	14	5.993300	5.993300	NUM
ejge-10168	136	15	36.31991	36.31991	NUM
ejge-10168	136	16	88	88	NUM
ejge-10168	136	17	russia	russia	NOUN
ejge-10168	136	18	0.031388	0.031388	NUM
ejge-10168	136	19	2.189547	2.189547	NUM
ejge-10168	136	20	-6.509287	-6.509287	NOUN
ejge-10168	136	21	1.129673	1.129673	NUM
ejge-10168	136	22	-2.499401	-2.499401	NOUN
ejge-10168	136	23	14.80033	14.80033	NUM
ejge-10168	136	24	602.1975	602.1975	NUM
ejge-10168	136	25	88	88	NUM
ejge-10168	136	26	india	india	NOUN
ejge-10168	136	27	0.110502	0.110502	NUM
ejge-10168	136	28	1.530670	1.530670	NUM
ejge-10168	136	29	-2.977927	-2.977927	NOUN
ejge-10168	136	30	0.593425	0.593425	NUM
ejge-10168	136	31	-1.354873	-1.354873	VERB
ejge-10168	136	32	9.943830	9.943830	NUM
ejge-10168	136	33	203.7182	203.7182	NUM
ejge-10168	136	34	88	88	NUM
ejge-10168	136	35	brasil	brasil	NOUN
ejge-10168	136	36	0.114218	0.114218	NUM
ejge-10168	136	37	1.756908	1.756908	NUM
ejge-10168	136	38	-4.037607	-4.037607	VERB
ejge-10168	136	39	0.810932	0.810932	NUM
ejge-10168	136	40	-1.529734	-1.529734	NUM
ejge-10168	136	41	9.365449	9.365449	NUM
ejge-10168	136	42	182.8907	182.8907	NUM
ejge-10168	136	43	88	88	NUM
ejge-10168	136	44	south	south	PROPN
ejge-10168	136	45	africa	africa	PROPN
ejge-10168	136	46	0.065096	0.065096	NUM
ejge-10168	136	47	1.510438	1.510438	NUM
ejge-10168	136	48	-1.343617	-1.343617	NOUN
ejge-10168	136	49	0.532145	0.532145	NUM
ejge-10168	136	50	0.130942	0.130942	NUM
ejge-10168	136	51	3.304914	3.304914	NUM
ejge-10168	136	52	0.592371	0.592371	NUM
ejge-10168	136	53	88	88	NUM
ejge-10168	136	54	gulf	gulf	PROPN
ejge-10168	136	55	stock	stock	NOUN
ejge-10168	136	56	market	market	NOUN
ejge-10168	136	57	indices	index	NOUN
ejge-10168	136	58	bahraïn	bahraïn	NOUN
ejge-10168	136	59	0.062394	0.062394	NUM
ejge-10168	136	60	1.019529	1.019529	NUM
ejge-10168	136	61	-1.957794	-1.957794	NOUN
ejge-10168	136	62	0.389424	0.389424	NUM
ejge-10168	136	63	-1.484343	-1.484343	NOUN
ejge-10168	136	64	10.44053	10.44053	NUM
ejge-10168	136	65	235.3070	235.3070	NUM
ejge-10168	136	66	88	88	NUM
ejge-10168	136	67	kuwait	kuwait	PROPN
ejge-10168	136	68	0.061857	0.061857	NUM
ejge-10168	136	69	1.393309	1.393309	NUM
ejge-10168	136	70	-2.530908	-2.530908	NOUN
ejge-10168	136	71	0.526312	0.526312	NUM
ejge-10168	136	72	-1.534887	-1.534887	NOUN
ejge-10168	136	73	8.832443	8.832443	NUM
ejge-10168	136	74	159.2833	159.2833	NUM
ejge-10168	136	75	88	88	NUM
ejge-10168	136	76	oman	oman	NOUN
ejge-10168	136	77	-0.017718	-0.017718	PROPN
ejge-10168	136	78	1.127539	1.127539	NUM
ejge-10168	136	79	-1.915278	-1.915278	NOUN
ejge-10168	136	80	0.404916	0.404916	NUM
ejge-10168	136	81	-0.649262	-0.649262	VERB
ejge-10168	136	82	7.736067	7.736067	NUM
ejge-10168	136	83	88.42715	88.42715	NUM
ejge-10168	136	84	88	88	NUM
ejge-10168	136	85	qatar	qatar	NOUN
ejge-10168	136	86	0.027650	0.027650	NUM
ejge-10168	136	87	1.644088	1.644088	NUM
ejge-10168	136	88	-1.282169	-1.282169	NOUN
ejge-10168	136	89	0.556983	0.556983	NUM
ejge-10168	136	90	-0.102878	-0.102878	NOUN
ejge-10168	136	91	2.845795	2.845795	NUM
ejge-10168	136	92	0.242420	0.242420	NUM
ejge-10168	136	93	88	88	NUM
ejge-10168	136	94	ksa	ksa	PROPN
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ejge-10168	136	96	1.728884	1.728884	NUM
ejge-10168	136	97	-1.848417	-1.848417	NOUN
ejge-10168	136	98	0.653920	0.653920	NUM
ejge-10168	136	99	-0.427031	-0.427031	NOUN
ejge-10168	136	100	3.342267	3.342267	NUM
ejge-10168	136	101	3.104079	3.104079	NUM
ejge-10168	136	102	88	88	NUM
ejge-10168	136	103	panel	panel	NOUN
ejge-10168	136	104	b	b	NOUN
ejge-10168	136	105	:	:	PUNCT
ejge-10168	136	106	indices	indice	VERB
ejge-10168	136	107	volatility	volatility	NOUN
ejge-10168	136	108	g7	g7	PROPN
ejge-10168	136	109	stock	stock	PROPN
ejge-10168	136	110	market	market	NOUN
ejge-10168	136	111	indices	indice	VERB
ejge-10168	136	112	usa	usa	PROPN
ejge-10168	136	113	0.349883	0.349883	NUM
ejge-10168	136	114	1.195069	1.195069	NUM
ejge-10168	136	115	0.056675	0.056675	NUM
ejge-10168	136	116	0.270802	0.270802	NUM
ejge-10168	136	117	0.922936	0.922936	NUM
ejge-10168	136	118	3.028674	3.028674	NUM
ejge-10168	136	119	12.49625	12.49625	NUM
ejge-10168	136	120	88	88	NUM
ejge-10168	136	121	uk	uk	PROPN
ejge-10168	136	122	0.194598	0.194598	NUM
ejge-10168	136	123	1.697595	1.697595	NUM
ejge-10168	136	124	0.019423	0.019423	NUM
ejge-10168	136	125	0.223137	0.223137	NUM
ejge-10168	136	126	4.866163	4.866163	NUM
ejge-10168	136	127	29.22011	29.22011	NUM
ejge-10168	136	128	2868.112	2868.112	NUM
ejge-10168	136	129	88	88	NUM
ejge-10168	136	130	germany	germany	NOUN
ejge-10168	136	131	0.339060	0.339060	NUM
ejge-10168	136	132	1.575335	1.575335	NUM
ejge-10168	136	133	0.198275	0.198275	NUM
ejge-10168	136	134	0.188541	0.188541	NUM
ejge-10168	136	135	4.120157	4.120157	NUM
ejge-10168	136	136	24.23298	24.23298	NUM
ejge-10168	136	137	1902.054	1902.054	NUM
ejge-10168	136	138	88	88	NUM
ejge-10168	136	139	japan	japan	PROPN
ejge-10168	136	140	0.288312	0.288312	NUM
ejge-10168	136	141	0.534708	0.534708	NUM
ejge-10168	136	142	0.266000	0.266000	NUM
ejge-10168	136	143	0.036826	0.036826	NUM
ejge-10168	136	144	4.547489	4.547489	NUM
ejge-10168	136	145	27.36638	27.36638	NUM
ejge-10168	136	146	2480.278	2480.278	NUM
ejge-10168	136	147	88	88	NUM
ejge-10168	136	148	france	france	NOUN
ejge-10168	136	149	0.369096	0.369096	NUM
ejge-10168	137	1	3.516855	3.516855	NUM
ejge-10168	137	2	0.114625	0.114625	NUM
ejge-10168	137	3	0.483547	0.483547	NUM
ejge-10168	137	4	5.080932	5.080932	NUM
ejge-10168	137	5	30.89545	30.89545	NUM
ejge-10168	137	6	3231.873	3231.873	NUM
ejge-10168	137	7	88	88	NUM
ejge-10168	137	8	italy	italy	NOUN
ejge-10168	137	9	0.512339	0.512339	NUM
ejge-10168	137	10	0.826530	0.826530	NUM
ejge-10168	137	11	0.076468	0.076468	NUM
ejge-10168	137	12	0.111342	0.111342	NUM
ejge-10168	137	13	-1.404599	-1.404599	NOUN
ejge-10168	137	14	6.664227	6.664227	NUM
ejge-10168	137	15	78.16656	78.16656	NUM
ejge-10168	137	16	88	88	NUM
ejge-10168	137	17	canada	canada	PROPN
ejge-10168	137	18	0.266981	0.266981	NUM
ejge-10168	137	19	4.430728	4.430728	NUM
ejge-10168	137	20	0.056621	0.056621	NUM
ejge-10168	137	21	0.526840	0.526840	NUM
ejge-10168	137	22	6.121145	6.121145	NUM
ejge-10168	137	23	46.50111	46.50111	NUM
ejge-10168	137	24	7488.141	7488.141	NUM
ejge-10168	137	25	88	88	NUM
ejge-10168	137	26	brics	bric	NOUN
ejge-10168	137	27	stock	stock	NOUN
ejge-10168	137	28	market	market	NOUN
ejge-10168	137	29	indices	indice	VERB
ejge-10168	137	30	china	china	PROPN
ejge-10168	137	31	0.285438	0.285438	NUM
ejge-10168	137	32	1.888137	1.888137	NUM
ejge-10168	137	33	0.206153	0.206153	NUM
ejge-10168	137	34	0.229790	0.229790	NUM
ejge-10168	137	35	5.592734	5.592734	NUM
ejge-10168	137	36	35.57790	35.57790	NUM
ejge-10168	137	37	4350.259	4350.259	NUM
ejge-10168	137	38	88	88	NUM
ejge-10168	137	39	russia	russia	PROPN
ejge-10168	137	40	1.647087	1.647087	NUM
ejge-10168	137	41	43.11977	43.11977	NUM
ejge-10168	137	42	0.302961	0.302961	NUM
ejge-10168	138	1	4.704396	4.704396	NUM
ejge-10168	138	2	8.027124	8.027124	NUM
ejge-10168	138	3	70.44637	70.44637	NUM
ejge-10168	138	4	17624.76	17624.76	NUM
ejge-10168	138	5	88	88	NUM
ejge-10168	138	6	india	india	PROPN
ejge-10168	138	7	0.390518	0.390518	NUM
ejge-10168	138	8	7.259795	7.259795	NUM
ejge-10168	138	9	0.080986	0.080986	NUM
ejge-10168	138	10	0.768153	0.768153	NUM
ejge-10168	138	11	8.281832	8.281832	NUM
ejge-10168	138	12	74.38137	74.38137	NUM
ejge-10168	138	13	19688.74	19688.74	NUM
ejge-10168	138	14	88	88	NUM
ejge-10168	138	15	brasil	brasil	NOUN
ejge-10168	138	16	0.674802	0.674802	NUM
ejge-10168	138	17	6.796237	6.796237	NUM
ejge-10168	138	18	0.411888	0.411888	NUM
ejge-10168	138	19	0.701214	0.701214	NUM
ejge-10168	138	20	7.726937	7.726937	NUM
ejge-10168	138	21	67.57642	67.57642	NUM
ejge-10168	138	22	16166.10	16166.10	NUM
ejge-10168	138	23	88	88	NUM
ejge-10168	138	24	south	south	PROPN
ejge-10168	138	25	africa	africa	PROPN
ejge-10168	139	1	0.277656	0.277656	NUM
ejge-10168	140	1	0.859246	0.859246	NUM
ejge-10168	140	2	0.077403	0.077403	NUM
ejge-10168	140	3	0.127576	0.127576	NUM
ejge-10168	140	4	2.699911	2.699911	NUM
ejge-10168	140	5	11.33494	11.33494	NUM
ejge-10168	140	6	361.6410	361.6410	NUM
ejge-10168	140	7	88	88	NUM
ejge-10168	140	8	gulf	gulf	PROPN
ejge-10168	140	9	stock	stock	NOUN
ejge-10168	140	10	market	market	NOUN
ejge-10168	140	11	indices	index	NOUN
ejge-10168	140	12	bahraïn	bahraïn	NOUN
ejge-10168	140	13	0.180558	0.180558	NUM
ejge-10168	140	14	1.910986	1.910986	NUM
ejge-10168	140	15	0.071991	0.071991	NUM
ejge-10168	140	16	0.230610	0.230610	NUM
ejge-10168	141	1	5.495450	5.495450	NUM
ejge-10168	141	2	38.72667	38.72667	NUM
ejge-10168	141	3	5123.048	5123.048	NUM
ejge-10168	141	4	88	88	NUM
ejge-10168	141	5	kuwait	kuwait	NOUN
ejge-10168	141	6	0.289881	0.289881	NUM
ejge-10168	141	7	2.777954	2.777954	NUM
ejge-10168	141	8	1.72e-07	1.72e-07	NUM
ejge-10168	141	9	0.300635	0.300635	NUM
ejge-10168	141	10	6.754604	6.754604	NUM
ejge-10168	141	11	54.97319	54.97319	NUM
ejge-10168	141	12	10573.61	10573.61	NUM
ejge-10168	141	13	88	88	NUM
ejge-10168	141	14	oman	oman	NOUN
ejge-10168	141	15	0.150564	0.150564	NUM
ejge-10168	141	16	0.260339	0.260339	NUM
ejge-10168	141	17	0.073515	0.073515	NUM
ejge-10168	141	18	0.019824	0.019824	NUM
ejge-10168	141	19	1.689719	1.689719	NUM
ejge-10168	141	20	16.89985	16.89985	NUM
ejge-10168	141	21	750.2970	750.2970	NUM
ejge-10168	141	22	88	88	NUM
ejge-10168	141	23	qatar	qatar	NOUN
ejge-10168	141	24	0.307896	0.307896	NUM
ejge-10168	141	25	0.856196	0.856196	NUM
ejge-10168	141	26	0.181924	0.181924	NUM
ejge-10168	141	27	0.131581	0.131581	NUM
ejge-10168	141	28	1.870552	1.870552	NUM
ejge-10168	141	29	6.776140	6.776140	NUM
ejge-10168	141	30	103.6020	103.6020	NUM
ejge-10168	141	31	88	88	NUM
ejge-10168	141	32	ksa	ksa	PROPN
ejge-10168	141	33	0.416821	0.416821	NUM
ejge-10168	141	34	1.307038	1.307038	NUM
ejge-10168	141	35	0.308581	0.308581	NUM
ejge-10168	141	36	0.166302	0.166302	NUM
ejge-10168	142	1	3.346162	3.346162	NUM
ejge-10168	142	2	15.98800	15.98800	NUM
ejge-10168	142	3	782.7428	782.7428	NUM
ejge-10168	142	4	88	88	NUM
ejge-10168	142	5	uae	uae	PROPN
ejge-10168	142	6	0.263502	0.263502	NUM
ejge-10168	143	1	2.432828	2.432828	NUM
ejge-10168	143	2	0.115890	0.115890	NUM
ejge-10168	143	3	0.248337	0.248337	NUM
ejge-10168	143	4	7.767309	7.767309	NUM
ejge-10168	143	5	67.80945	67.80945	NUM
ejge-10168	143	6	16285.83	16285.83	NUM
ejge-10168	143	7	88	88	NUM
ejge-10168	143	8	do	do	VERB
ejge-10168	143	9	geopolitical	geopolitical	ADJ
ejge-10168	143	10	risks	risk	NOUN
ejge-10168	143	11	affect	affect	VERB
ejge-10168	143	12	stock	stock	NOUN
ejge-10168	143	13	market	market	NOUN
ejge-10168	143	14	returns	return	NOUN
ejge-10168	143	15	and	and	CCONJ
ejge-10168	143	16	volatilities	volatility	NOUN
ejge-10168	143	17	the	the	DET
ejge-10168	143	18	descriptive	descriptive	ADJ
ejge-10168	143	19	statistics	statistic	NOUN
ejge-10168	143	20	of	of	ADP
ejge-10168	143	21	the	the	DET
ejge-10168	143	22	conditional	conditional	ADJ
ejge-10168	143	23	variance	variance	NOUN
ejge-10168	143	24	series	series	NOUN
ejge-10168	143	25	obtained	obtain	VERB
ejge-10168	143	26	by	by	ADP
ejge-10168	143	27	the	the	DET
ejge-10168	143	28	garch	garch	NOUN
ejge-10168	143	29	(	(	PUNCT
ejge-10168	143	30	1,1	1,1	NUM
ejge-10168	143	31	)	)	PUNCT
ejge-10168	143	32	model	model	NOUN
ejge-10168	143	33	are	be	AUX
ejge-10168	143	34	presented	present	VERB
ejge-10168	143	35	in	in	ADP
ejge-10168	143	36	panel	panel	NOUN
ejge-10168	143	37	b	b	PROPN
ejge-10168	143	38	of	of	ADP
ejge-10168	143	39	table	table	NOUN
ejge-10168	143	40	1	1	NUM
ejge-10168	143	41	.	.	PUNCT
ejge-10168	144	1	this	this	DET
ejge-10168	144	2	panel	panel	NOUN
ejge-10168	144	3	shows	show	VERB
ejge-10168	144	4	that	that	SCONJ
ejge-10168	144	5	the	the	DET
ejge-10168	144	6	highest	high	ADJ
ejge-10168	144	7	average	average	ADJ
ejge-10168	144	8	conditional	conditional	ADJ
ejge-10168	144	9	variance	variance	NOUN
ejge-10168	144	10	for	for	ADP
ejge-10168	144	11	the	the	DET
ejge-10168	144	12	g7	g7	PROPN
ejge-10168	144	13	countries	country	NOUN
ejge-10168	144	14	is	be	AUX
ejge-10168	144	15	observed	observe	VERB
ejge-10168	144	16	for	for	ADP
ejge-10168	144	17	the	the	DET
ejge-10168	144	18	italian	italian	ADJ
ejge-10168	144	19	stock	stock	NOUN
ejge-10168	144	20	market	market	NOUN
ejge-10168	144	21	index	index	NOUN
ejge-10168	144	22	(	(	PUNCT
ejge-10168	144	23	0.512339	0.512339	NUM
ejge-10168	144	24	)	)	PUNCT
ejge-10168	144	25	.	.	PUNCT
ejge-10168	145	1	the	the	DET
ejge-10168	145	2	highest	high	ADJ
ejge-10168	145	3	average	average	ADJ
ejge-10168	145	4	conditional	conditional	ADJ
ejge-10168	145	5	variances	variance	NOUN
ejge-10168	145	6	for	for	ADP
ejge-10168	145	7	the	the	DET
ejge-10168	145	8	brics	bric	NOUN
ejge-10168	145	9	and	and	CCONJ
ejge-10168	145	10	gulf	gulf	PROPN
ejge-10168	145	11	countries	country	NOUN
ejge-10168	145	12	are	be	AUX
ejge-10168	145	13	obtained	obtain	VERB
ejge-10168	145	14	for	for	ADP
ejge-10168	145	15	the	the	DET
ejge-10168	145	16	russian	russian	NOUN
ejge-10168	145	17	(	(	PUNCT
ejge-10168	145	18	1.647087	1.647087	NUM
ejge-10168	145	19	)	)	PUNCT
ejge-10168	145	20	and	and	CCONJ
ejge-10168	145	21	saudi	saudi	ADJ
ejge-10168	145	22	(	(	PUNCT
ejge-10168	145	23	0.416821	0.416821	NUM
ejge-10168	145	24	)	)	PUNCT
ejge-10168	145	25	markets	market	NOUN
ejge-10168	145	26	,	,	PUNCT
ejge-10168	145	27	respectively	respectively	ADV
ejge-10168	145	28	.	.	PUNCT
ejge-10168	146	1	furthermore	furthermore	ADV
ejge-10168	146	2	,	,	PUNCT
ejge-10168	146	3	the	the	DET
ejge-10168	146	4	jarque	jarque	NOUN
ejge-10168	146	5	-	-	PUNCT
ejge-10168	146	6	bera	bera	NOUN
ejge-10168	146	7	test	test	NOUN
ejge-10168	146	8	shows	show	VERB
ejge-10168	146	9	that	that	SCONJ
ejge-10168	146	10	the	the	DET
ejge-10168	146	11	null	null	ADJ
ejge-10168	146	12	hypothesis	hypothesis	NOUN
ejge-10168	146	13	of	of	ADP
ejge-10168	146	14	normality	normality	NOUN
ejge-10168	146	15	is	be	AUX
ejge-10168	146	16	rejected	reject	VERB
ejge-10168	146	17	for	for	ADP
ejge-10168	146	18	all	all	DET
ejge-10168	146	19	return	return	NOUN
ejge-10168	146	20	and	and	CCONJ
ejge-10168	146	21	volatility	volatility	NOUN
ejge-10168	146	22	series	series	NOUN
ejge-10168	146	23	examined	examine	VERB
ejge-10168	146	24	.	.	PUNCT
ejge-10168	147	1	in	in	ADP
ejge-10168	147	2	addition	addition	NOUN
ejge-10168	147	3	,	,	PUNCT
ejge-10168	147	4	the	the	DET
ejge-10168	147	5	augmented	augment	VERB
ejge-10168	147	6	dickey	dickey	NOUN
ejge-10168	147	7	-	-	PUNCT
ejge-10168	147	8	fuller	full	ADJ
ejge-10168	147	9	(	(	PUNCT
ejge-10168	147	10	adf	adf	NOUN
ejge-10168	147	11	)	)	PUNCT
ejge-10168	147	12	and	and	CCONJ
ejge-10168	147	13	phillips	phillip	NOUN
ejge-10168	147	14	and	and	CCONJ
ejge-10168	147	15	perron	perron	PROPN
ejge-10168	147	16	(	(	PUNCT
ejge-10168	147	17	pp	pp	ADJ
ejge-10168	147	18	)	)	PUNCT
ejge-10168	147	19	tests	test	NOUN
ejge-10168	147	20	were	be	AUX
ejge-10168	147	21	used	use	VERB
ejge-10168	147	22	to	to	PART
ejge-10168	147	23	examine	examine	VERB
ejge-10168	147	24	the	the	DET
ejge-10168	147	25	stationarity	stationarity	NOUN
ejge-10168	147	26	of	of	ADP
ejge-10168	147	27	the	the	DET
ejge-10168	147	28	variables	variable	NOUN
ejge-10168	147	29	.	.	PUNCT
ejge-10168	148	1	table	table	NOUN
ejge-10168	148	2	2	2	NUM
ejge-10168	148	3	shows	show	VERB
ejge-10168	148	4	that	that	SCONJ
ejge-10168	148	5	all	all	DET
ejge-10168	148	6	variables	variable	NOUN
ejge-10168	148	7	(	(	PUNCT
ejge-10168	148	8	both	both	DET
ejge-10168	148	9	yields	yield	NOUN
ejge-10168	148	10	and	and	CCONJ
ejge-10168	148	11	volatilities	volatility	NOUN
ejge-10168	148	12	)	)	PUNCT
ejge-10168	148	13	are	be	AUX
ejge-10168	148	14	stationary	stationary	ADJ
ejge-10168	148	15	in	in	ADP
ejge-10168	148	16	terms	term	NOUN
ejge-10168	148	17	of	of	ADP
ejge-10168	148	18	levels	level	NOUN
ejge-10168	148	19	at	at	ADP
ejge-10168	148	20	the	the	DET
ejge-10168	148	21	1	1	NUM
ejge-10168	148	22	%	%	NOUN
ejge-10168	148	23	significance	significance	NOUN
ejge-10168	148	24	level	level	NOUN
ejge-10168	148	25	for	for	ADP
ejge-10168	148	26	both	both	CCONJ
ejge-10168	148	27	the	the	DET
ejge-10168	148	28	adf	adf	NOUN
ejge-10168	148	29	and	and	CCONJ
ejge-10168	148	30	pp	pp	ADJ
ejge-10168	148	31	tests	test	NOUN
ejge-10168	148	32	.	.	PUNCT
ejge-10168	149	1	consequently	consequently	ADV
ejge-10168	149	2	,	,	PUNCT
ejge-10168	149	3	the	the	DET
ejge-10168	149	4	level	level	NOUN
ejge-10168	149	5	data	datum	NOUN
ejge-10168	149	6	were	be	AUX
ejge-10168	149	7	used	use	VERB
ejge-10168	149	8	for	for	ADP
ejge-10168	149	9	the	the	DET
ejge-10168	149	10	following	follow	VERB
ejge-10168	149	11	empirical	empirical	ADJ
ejge-10168	149	12	study	study	NOUN
ejge-10168	149	13	.	.	PUNCT
ejge-10168	150	1	table	table	NOUN
ejge-10168	150	2	2	2	NUM
ejge-10168	150	3	.	.	PUNCT
ejge-10168	150	4	unit	unit	NOUN
ejge-10168	150	5	root	root	NOUN
ejge-10168	150	6	tests	test	NOUN
ejge-10168	150	7	variables	variable	NOUN
ejge-10168	150	8	adf	adf	PROPN
ejge-10168	150	9	test	test	NOUN
ejge-10168	151	1	pp	pp	ADP
ejge-10168	151	2	test	test	NOUN
ejge-10168	151	3	gpr	gpr	PROPN
ejge-10168	151	4	-3.876951	-3.876951	PROPN
ejge-10168	151	5	*	*	PUNCT
ejge-10168	151	6	*	*	PUNCT
ejge-10168	151	7	*	*	PUNCT
ejge-10168	151	8	-3.931328	-3.931328	NOUN
ejge-10168	151	9	*	*	PUNCT
ejge-10168	151	10	*	*	PUNCT
ejge-10168	151	11	*	*	PUNCT
ejge-10168	151	12	return	return	NOUN
ejge-10168	151	13	volatility	volatility	NOUN
ejge-10168	151	14	return	return	NOUN
ejge-10168	151	15	volatility	volatility	NOUN
ejge-10168	151	16	g7	g7	PROPN
ejge-10168	151	17	stock	stock	PROPN
ejge-10168	151	18	market	market	NOUN
ejge-10168	151	19	indices	indice	VERB
ejge-10168	151	20	usa	usa	PROPN
ejge-10168	151	21	-10.98700	-10.98700	PROPN
ejge-10168	151	22	*	*	PROPN
ejge-10168	151	23	*	*	PROPN
ejge-10168	151	24	*	*	PUNCT
ejge-10168	151	25	-2.951146	-2.951146	NOUN
ejge-10168	151	26	*	*	PUNCT
ejge-10168	151	27	*	*	PUNCT
ejge-10168	151	28	-11.16284	-11.16284	PUNCT
ejge-10168	151	29	*	*	PUNCT
ejge-10168	151	30	*	*	PROPN
ejge-10168	151	31	*	*	PUNCT
ejge-10168	151	32	-2.948086	-2.948086	PROPN
ejge-10168	152	1	*	*	PUNCT
ejge-10168	152	2	*	*	PUNCT
ejge-10168	152	3	uk	uk	PROPN
ejge-10168	152	4	-9.082738	-9.082738	NOUN
ejge-10168	152	5	*	*	PUNCT
ejge-10168	152	6	*	*	PUNCT
ejge-10168	152	7	*	*	PUNCT
ejge-10168	152	8	-6.105537	-6.105537	NOUN
ejge-10168	152	9	*	*	PUNCT
ejge-10168	152	10	*	*	PUNCT
ejge-10168	152	11	*	*	PUNCT
ejge-10168	152	12	-9.096397	-9.096397	NOUN
ejge-10168	152	13	*	*	PUNCT
ejge-10168	152	14	*	*	PUNCT
ejge-10168	152	15	*	*	NOUN
ejge-10168	152	16	-5.798166	-5.798166	PUNCT
ejge-10168	152	17	*	*	PUNCT
ejge-10168	152	18	*	*	PUNCT
ejge-10168	152	19	*	*	PROPN
ejge-10168	152	20	germany	germany	PROPN
ejge-10168	152	21	-9.991293	-9.991293	NOUN
ejge-10168	152	22	*	*	PUNCT
ejge-10168	152	23	*	*	PUNCT
ejge-10168	152	24	*	*	PUNCT
ejge-10168	152	25	-7.520084	-7.520084	VERB
ejge-10168	152	26	*	*	PUNCT
ejge-10168	152	27	*	*	PUNCT
ejge-10168	152	28	*	*	X
ejge-10168	152	29	-9.991293	-9.991293	NOUN
ejge-10168	152	30	*	*	PUNCT
ejge-10168	152	31	*	*	PUNCT
ejge-10168	152	32	*	*	PUNCT
ejge-10168	152	33	-7.453225	-7.453225	PUNCT
ejge-10168	152	34	*	*	PUNCT
ejge-10168	152	35	*	*	PUNCT
ejge-10168	152	36	*	*	PUNCT
ejge-10168	152	37	japan	japan	PROPN
ejge-10168	152	38	-10.28373	-10.28373	PUNCT
ejge-10168	152	39	*	*	PROPN
ejge-10168	152	40	*	*	PUNCT
ejge-10168	152	41	*	*	PUNCT
ejge-10168	152	42	-12.08317	-12.08317	PROPN
ejge-10168	152	43	*	*	PUNCT
ejge-10168	152	44	*	*	PUNCT
ejge-10168	152	45	*	*	PUNCT
ejge-10168	152	46	-10.30959	-10.30959	PUNCT
ejge-10168	152	47	*	*	NOUN
ejge-10168	152	48	*	*	PUNCT
ejge-10168	152	49	*	*	PUNCT
ejge-10168	152	50	-12.08317	-12.08317	PROPN
ejge-10168	152	51	*	*	PUNCT
ejge-10168	152	52	*	*	PUNCT
ejge-10168	152	53	*	*	PROPN
ejge-10168	152	54	france	france	PROPN
ejge-10168	152	55	-9.811079	-9.811079	PROPN
ejge-10168	152	56	*	*	PUNCT
ejge-10168	153	1	*	*	PUNCT
ejge-10168	153	2	*	*	PUNCT
ejge-10168	153	3	-7.931754	-7.931754	ADJ
ejge-10168	153	4	*	*	PUNCT
ejge-10168	153	5	*	*	PUNCT
ejge-10168	153	6	*	*	PUNCT
ejge-10168	153	7	-9.813727	-9.813727	NOUN
ejge-10168	153	8	*	*	PUNCT
ejge-10168	153	9	*	*	PUNCT
ejge-10168	153	10	*	*	PUNCT
ejge-10168	153	11	-7.898927	-7.898927	PUNCT
ejge-10168	154	1	*	*	PUNCT
ejge-10168	154	2	*	*	PUNCT
ejge-10168	154	3	*	*	VERB
ejge-10168	154	4	italy	italy	PROPN
ejge-10168	154	5	-10.59588	-10.59588	PUNCT
ejge-10168	154	6	*	*	PUNCT
ejge-10168	154	7	*	*	PUNCT
ejge-10168	154	8	*	*	PUNCT
ejge-10168	154	9	-4.062610	-4.062610	PRON
ejge-10168	155	1	*	*	PUNCT
ejge-10168	155	2	*	*	PUNCT
ejge-10168	155	3	*	*	PUNCT
ejge-10168	155	4	-10.60848	-10.60848	PUNCT
ejge-10168	155	5	*	*	PUNCT
ejge-10168	155	6	*	*	PUNCT
ejge-10168	155	7	*	*	PUNCT
ejge-10168	155	8	-4.089589	-4.089589	NOUN
ejge-10168	156	1	*	*	PUNCT
ejge-10168	156	2	*	*	PUNCT
ejge-10168	156	3	*	*	PUNCT
ejge-10168	156	4	canada	canada	X
ejge-10168	156	5	-10.55670	-10.55670	PUNCT
ejge-10168	156	6	*	*	PROPN
ejge-10168	156	7	*	*	PUNCT
ejge-10168	156	8	*	*	PUNCT
ejge-10168	156	9	-5.784601	-5.784601	X
ejge-10168	157	1	*	*	PUNCT
ejge-10168	157	2	*	*	PUNCT
ejge-10168	157	3	*	*	PUNCT
ejge-10168	157	4	-10.56286	-10.56286	PUNCT
ejge-10168	157	5	*	*	PUNCT
ejge-10168	157	6	*	*	PUNCT
ejge-10168	157	7	*	*	NOUN
ejge-10168	157	8	-5.674474	-5.674474	ADJ
ejge-10168	157	9	*	*	PUNCT
ejge-10168	157	10	*	*	PUNCT
ejge-10168	157	11	*	*	PUNCT
ejge-10168	157	12	brics	brics	PROPN
ejge-10168	157	13	stock	stock	NOUN
ejge-10168	157	14	market	market	NOUN
ejge-10168	157	15	indices	indice	VERB
ejge-10168	157	16	china	china	PROPN
ejge-10168	157	17	-10.62961	-10.62961	PUNCT
ejge-10168	157	18	*	*	PROPN
ejge-10168	157	19	*	*	PUNCT
ejge-10168	157	20	*	*	PUNCT
ejge-10168	157	21	-19.01510	-19.01510	PROPN
ejge-10168	157	22	*	*	PUNCT
ejge-10168	157	23	*	*	PUNCT
ejge-10168	157	24	*	*	PUNCT
ejge-10168	157	25	-10.97546	-10.97546	PUNCT
ejge-10168	157	26	*	*	PUNCT
ejge-10168	157	27	*	*	PUNCT
ejge-10168	157	28	*	*	PUNCT
ejge-10168	157	29	-22.73520	-22.73520	PUNCT
ejge-10168	157	30	*	*	PUNCT
ejge-10168	157	31	*	*	PUNCT
ejge-10168	157	32	*	*	PUNCT
ejge-10168	157	33	russia	russia	PROPN
ejge-10168	157	34	-9.694159	-9.694159	PROPN
ejge-10168	158	1	*	*	PUNCT
ejge-10168	159	1	*	*	PUNCT
ejge-10168	159	2	*	*	NOUN
ejge-10168	159	3	-9.037548	-9.037548	ADJ
ejge-10168	159	4	*	*	PUNCT
ejge-10168	159	5	*	*	PUNCT
ejge-10168	159	6	*	*	NOUN
ejge-10168	159	7	-9.804686	-9.804686	NOUN
ejge-10168	159	8	*	*	PUNCT
ejge-10168	159	9	*	*	PUNCT
ejge-10168	159	10	*	*	NOUN
ejge-10168	159	11	-9.037548	-9.037548	ADJ
ejge-10168	159	12	*	*	PUNCT
ejge-10168	159	13	*	*	PUNCT
ejge-10168	159	14	*	*	PUNCT
ejge-10168	159	15	india	india	PROPN
ejge-10168	159	16	-9.988251	-9.988251	PROPN
ejge-10168	159	17	*	*	PUNCT
ejge-10168	159	18	*	*	PUNCT
ejge-10168	159	19	*	*	PUNCT
ejge-10168	159	20	-8.736843	-8.736843	NOUN
ejge-10168	160	1	*	*	PUNCT
ejge-10168	160	2	*	*	PUNCT
ejge-10168	160	3	*	*	PUNCT
ejge-10168	160	4	-10.01856	-10.01856	PUNCT
ejge-10168	161	1	*	*	PUNCT
ejge-10168	161	2	*	*	PUNCT
ejge-10168	161	3	*	*	NOUN
ejge-10168	161	4	-8.736843	-8.736843	NOUN
ejge-10168	161	5	*	*	PUNCT
ejge-10168	161	6	*	*	PUNCT
ejge-10168	161	7	*	*	PUNCT
ejge-10168	161	8	brasil	brasil	PROPN
ejge-10168	161	9	-8.420072	-8.420072	NOUN
ejge-10168	161	10	*	*	PUNCT
ejge-10168	162	1	*	*	PUNCT
ejge-10168	162	2	*	*	PUNCT
ejge-10168	162	3	-7.516881	-7.516881	NOUN
ejge-10168	162	4	*	*	PUNCT
ejge-10168	162	5	*	*	PUNCT
ejge-10168	162	6	*	*	PUNCT
ejge-10168	162	7	-8.639780	-8.639780	X
ejge-10168	163	1	*	*	PUNCT
ejge-10168	163	2	*	*	PUNCT
ejge-10168	163	3	*	*	PUNCT
ejge-10168	163	4	-7.520713	-7.520713	NOUN
ejge-10168	163	5	*	*	PUNCT
ejge-10168	163	6	*	*	PUNCT
ejge-10168	163	7	*	*	PROPN
ejge-10168	163	8	south	south	PROPN
ejge-10168	163	9	africa	africa	PROPN
ejge-10168	163	10	-9.653704	-9.653704	PROPN
ejge-10168	164	1	*	*	PUNCT
ejge-10168	165	1	*	*	PUNCT
ejge-10168	165	2	*	*	PUNCT
ejge-10168	165	3	-5.180757	-5.180757	PROPN
ejge-10168	165	4	*	*	PUNCT
ejge-10168	165	5	*	*	PUNCT
ejge-10168	165	6	*	*	PUNCT
ejge-10168	165	7	-9.656024	-9.656024	NOUN
ejge-10168	165	8	*	*	PUNCT
ejge-10168	165	9	*	*	PUNCT
ejge-10168	165	10	*	*	NOUN
ejge-10168	165	11	-5.271113	-5.271113	X
ejge-10168	165	12	*	*	PUNCT
ejge-10168	165	13	*	*	PUNCT
ejge-10168	165	14	*	*	PUNCT
ejge-10168	165	15	gulf	gulf	PROPN
ejge-10168	165	16	stock	stock	NOUN
ejge-10168	165	17	market	market	NOUN
ejge-10168	165	18	indices	indice	VERB
ejge-10168	165	19	bahraïn	bahraïn	NOUN
ejge-10168	165	20	-6.375853	-6.375853	NOUN
ejge-10168	165	21	*	*	PUNCT
ejge-10168	165	22	*	*	PUNCT
ejge-10168	165	23	*	*	NOUN
ejge-10168	165	24	-5.371185	-5.371185	NOUN
ejge-10168	165	25	*	*	PUNCT
ejge-10168	165	26	*	*	PUNCT
ejge-10168	165	27	*	*	PUNCT
ejge-10168	165	28	-5.984285	-5.984285	PROPN
ejge-10168	165	29	*	*	PUNCT
ejge-10168	166	1	*	*	PUNCT
ejge-10168	166	2	*	*	PUNCT
ejge-10168	166	3	-5.380160	-5.380160	PROPN
ejge-10168	166	4	*	*	PUNCT
ejge-10168	166	5	*	*	PUNCT
ejge-10168	166	6	*	*	PUNCT
ejge-10168	166	7	kuwait	kuwait	PROPN
ejge-10168	166	8	-8.097271	-8.097271	NOUN
ejge-10168	166	9	*	*	PUNCT
ejge-10168	166	10	*	*	PUNCT
ejge-10168	166	11	*	*	NOUN
ejge-10168	166	12	-8.997574	-8.997574	NOUN
ejge-10168	166	13	*	*	PUNCT
ejge-10168	166	14	*	*	PUNCT
ejge-10168	166	15	*	*	PUNCT
ejge-10168	166	16	-8.207790	-8.207790	NOUN
ejge-10168	166	17	*	*	PUNCT
ejge-10168	166	18	*	*	PUNCT
ejge-10168	166	19	*	*	PUNCT
ejge-10168	166	20	-8.992385	-8.992385	PUNCT
ejge-10168	166	21	*	*	PUNCT
ejge-10168	166	22	*	*	PUNCT
ejge-10168	166	23	*	*	PUNCT
ejge-10168	166	24	oman	oman	PROPN
ejge-10168	166	25	-9.997543	-9.997543	PROPN
ejge-10168	166	26	*	*	PUNCT
ejge-10168	167	1	*	*	PUNCT
ejge-10168	167	2	*	*	PUNCT
ejge-10168	167	3	-6.857102	-6.857102	X
ejge-10168	167	4	*	*	PUNCT
ejge-10168	167	5	*	*	PUNCT
ejge-10168	167	6	*	*	PUNCT
ejge-10168	167	7	-10.03244	-10.03244	PUNCT
ejge-10168	167	8	*	*	PUNCT
ejge-10168	167	9	*	*	PUNCT
ejge-10168	167	10	*	*	PUNCT
ejge-10168	167	11	-6.911374	-6.911374	NOUN
ejge-10168	167	12	*	*	PUNCT
ejge-10168	167	13	*	*	PUNCT
ejge-10168	167	14	*	*	PROPN
ejge-10168	167	15	qatar	qatar	PROPN
ejge-10168	167	16	-9.372080	-9.372080	NOUN
ejge-10168	167	17	*	*	PROPN
ejge-10168	167	18	*	*	PUNCT
ejge-10168	167	19	*	*	PUNCT
ejge-10168	167	20	-4.796342	-4.796342	NOUN
ejge-10168	167	21	*	*	PUNCT
ejge-10168	167	22	*	*	PUNCT
ejge-10168	167	23	*	*	PUNCT
ejge-10168	167	24	-9.372080	-9.372080	NOUN
ejge-10168	167	25	*	*	PUNCT
ejge-10168	167	26	*	*	PUNCT
ejge-10168	167	27	*	*	PUNCT
ejge-10168	167	28	-4.647228	-4.647228	PROPN
ejge-10168	167	29	*	*	PUNCT
ejge-10168	167	30	*	*	PUNCT
ejge-10168	167	31	*	*	PUNCT
ejge-10168	167	32	ksa	ksa	PROPN
ejge-10168	167	33	-9.644327	-9.644327	PROPN
ejge-10168	167	34	*	*	PUNCT
ejge-10168	167	35	*	*	PUNCT
ejge-10168	167	36	*	*	PUNCT
ejge-10168	167	37	-7.207502	-7.207502	PUNCT
ejge-10168	168	1	*	*	PUNCT
ejge-10168	168	2	*	*	PUNCT
ejge-10168	168	3	*	*	PUNCT
ejge-10168	168	4	-9.642112	-9.642112	PUNCT
ejge-10168	169	1	*	*	PUNCT
ejge-10168	169	2	*	*	PUNCT
ejge-10168	169	3	*	*	PUNCT
ejge-10168	169	4	-8.064956	-8.064956	NOUN
ejge-10168	169	5	*	*	PUNCT
ejge-10168	170	1	*	*	PUNCT
ejge-10168	170	2	*	*	PUNCT
ejge-10168	170	3	uae	uae	PROPN
ejge-10168	170	4	-9.576446	-9.576446	NOUN
ejge-10168	170	5	*	*	PROPN
ejge-10168	170	6	*	*	PUNCT
ejge-10168	170	7	*	*	PUNCT
ejge-10168	170	8	-8.066089	-8.066089	NOUN
ejge-10168	170	9	*	*	PUNCT
ejge-10168	171	1	*	*	PUNCT
ejge-10168	171	2	*	*	PUNCT
ejge-10168	171	3	-9.575057	-9.575057	NOUN
ejge-10168	171	4	*	*	PUNCT
ejge-10168	171	5	*	*	PUNCT
ejge-10168	171	6	*	*	PUNCT
ejge-10168	171	7	-8.035662	-8.035662	NOUN
ejge-10168	171	8	*	*	PUNCT
ejge-10168	171	9	*	*	PUNCT
ejge-10168	171	10	*	*	PUNCT
ejge-10168	172	1	*	*	PUNCT
ejge-10168	172	2	*	*	PUNCT
ejge-10168	172	3	*	*	NOUN
ejge-10168	172	4	.	.	PUNCT
ejge-10168	173	1	*	*	PUNCT
ejge-10168	173	2	*	*	PUNCT
ejge-10168	173	3	and	and	CCONJ
ejge-10168	173	4	*	*	PUNCT
ejge-10168	173	5	denote	denote	NOUN
ejge-10168	173	6	significance	significance	NOUN
ejge-10168	173	7	at	at	ADP
ejge-10168	173	8	1	1	NUM
ejge-10168	173	9	%	%	NOUN
ejge-10168	173	10	.	.	PUNCT
ejge-10168	174	1	5	5	NUM
ejge-10168	174	2	%	%	NOUN
ejge-10168	174	3	and	and	CCONJ
ejge-10168	174	4	10	10	NUM
ejge-10168	174	5	%	%	NOUN
ejge-10168	174	6	level	level	NOUN
ejge-10168	174	7	respectively	respectively	ADV
ejge-10168	174	8	.	.	PUNCT
ejge-10168	175	1	4.2	4.2	NUM
ejge-10168	175	2	causality	causality	NOUN
ejge-10168	175	3	test	test	NOUN
ejge-10168	175	4	results	result	NOUN
ejge-10168	175	5	we	we	PRON
ejge-10168	175	6	begin	begin	VERB
ejge-10168	175	7	our	our	PRON
ejge-10168	175	8	analysis	analysis	NOUN
ejge-10168	175	9	with	with	ADP
ejge-10168	175	10	the	the	DET
ejge-10168	175	11	granger	granger	PROPN
ejge-10168	175	12	linear	linear	PROPN
ejge-10168	175	13	causality	causality	NOUN
ejge-10168	175	14	test	test	NOUN
ejge-10168	175	15	.	.	PUNCT
ejge-10168	176	1	this	this	DET
ejge-10168	176	2	test	test	NOUN
ejge-10168	176	3	will	will	AUX
ejge-10168	176	4	answer	answer	VERB
ejge-10168	176	5	our	our	PRON
ejge-10168	176	6	research	research	NOUN
ejge-10168	176	7	question	question	NOUN
ejge-10168	176	8	:	:	PUNCT
ejge-10168	176	9	does	do	AUX
ejge-10168	176	10	geopolitical	geopolitical	ADJ
ejge-10168	176	11	risk	risk	NOUN
ejge-10168	176	12	affect	affect	VERB
ejge-10168	176	13	the	the	DET
ejge-10168	176	14	returns	return	NOUN
ejge-10168	176	15	and	and	CCONJ
ejge-10168	176	16	volatility	volatility	NOUN
ejge-10168	176	17	of	of	ADP
ejge-10168	176	18	stock	stock	NOUN
ejge-10168	176	19	markets	market	NOUN
ejge-10168	176	20	in	in	ADP
ejge-10168	176	21	g7	g7	PROPN
ejge-10168	176	22	,	,	PUNCT
ejge-10168	176	23	brics	brics	PROPN
ejge-10168	176	24	and	and	CCONJ
ejge-10168	176	25	gulf	gulf	PROPN
ejge-10168	176	26	countries	country	NOUN
ejge-10168	176	27	?	?	PUNCT
ejge-10168	177	1	table	table	NOUN
ejge-10168	177	2	3	3	NUM
ejge-10168	177	3	presents	present	VERB
ejge-10168	177	4	the	the	DET
ejge-10168	177	5	results	result	NOUN
ejge-10168	177	6	of	of	ADP
ejge-10168	177	7	this	this	DET
ejge-10168	177	8	test	test	NOUN
ejge-10168	177	9	.	.	PUNCT
ejge-10168	178	1	by	by	ADP
ejge-10168	178	2	considering	consider	VERB
ejge-10168	178	3	the	the	DET
ejge-10168	178	4	geopolitical	geopolitical	ADJ
ejge-10168	178	5	risk	risk	NOUN
ejge-10168	178	6	index	index	NOUN
ejge-10168	178	7	gpr	gpr	PROPN
ejge-10168	178	8	as	as	ADP
ejge-10168	178	9	the	the	DET
ejge-10168	178	10	causal	causal	ADJ
ejge-10168	178	11	variable	variable	NOUN
ejge-10168	178	12	,	,	PUNCT
ejge-10168	178	13	the	the	DET
ejge-10168	178	14	results	result	NOUN
ejge-10168	178	15	show	show	VERB
ejge-10168	178	16	that	that	SCONJ
ejge-10168	178	17	the	the	DET
ejge-10168	178	18	null	null	ADJ
ejge-10168	178	19	hypothesis	hypothesis	NOUN
ejge-10168	178	20	of	of	ADP
ejge-10168	178	21	granger	granger	PROPN
ejge-10168	178	22	non	non	PROPN
ejge-10168	178	23	-	-	NOUN
ejge-10168	178	24	causality	causality	NOUN
ejge-10168	178	25	can	can	AUX
ejge-10168	178	26	not	not	PART
ejge-10168	178	27	be	be	AUX
ejge-10168	178	28	rejected	reject	VERB
ejge-10168	178	29	in	in	ADP
ejge-10168	178	30	a	a	DET
ejge-10168	178	31	relatively	relatively	ADV
ejge-10168	178	32	large	large	ADJ
ejge-10168	178	33	number	number	NOUN
ejge-10168	178	34	of	of	ADP
ejge-10168	178	35	cases	case	NOUN
ejge-10168	178	36	.	.	PUNCT
ejge-10168	179	1	indeed	indeed	ADV
ejge-10168	179	2	,	,	PUNCT
ejge-10168	179	3	for	for	ADP
ejge-10168	179	4	the	the	DET
ejge-10168	179	5	g7	g7	PROPN
ejge-10168	179	6	countries	country	NOUN
ejge-10168	179	7	,	,	PUNCT
ejge-10168	179	8	geopolitical	geopolitical	ADJ
ejge-10168	179	9	risk	risk	NOUN
ejge-10168	179	10	only	only	ADV
ejge-10168	179	11	affects	affect	VERB
ejge-10168	179	12	the	the	DET
ejge-10168	179	13	returns	return	NOUN
ejge-10168	179	14	of	of	ADP
ejge-10168	179	15	the	the	DET
ejge-10168	179	16	american	american	ADJ
ejge-10168	179	17	and	and	CCONJ
ejge-10168	179	18	canadian	canadian	ADJ
ejge-10168	179	19	markets	market	NOUN
ejge-10168	179	20	in	in	ADP
ejge-10168	179	21	the	the	DET
ejge-10168	179	22	granger	granger	NOUN
ejge-10168	179	23	sense	sense	NOUN
ejge-10168	179	24	.	.	PUNCT
ejge-10168	180	1	for	for	ADP
ejge-10168	180	2	brics	bric	NOUN
ejge-10168	180	3	countries	country	NOUN
ejge-10168	180	4	,	,	PUNCT
ejge-10168	180	5	only	only	ADV
ejge-10168	180	6	chinese	chinese	ADJ
ejge-10168	180	7	and	and	CCONJ
ejge-10168	180	8	indian	indian	ADJ
ejge-10168	180	9	stock	stock	NOUN
ejge-10168	180	10	market	market	NOUN
ejge-10168	180	11	returns	return	NOUN
ejge-10168	180	12	are	be	AUX
ejge-10168	180	13	strongly	strongly	ADV
ejge-10168	180	14	influenced	influence	VERB
ejge-10168	180	15	by	by	ADP
ejge-10168	180	16	geopolitical	geopolitical	ADJ
ejge-10168	180	17	risk	risk	NOUN
ejge-10168	180	18	.	.	PUNCT
ejge-10168	181	1	on	on	ADP
ejge-10168	181	2	the	the	DET
ejge-10168	181	3	other	other	ADJ
ejge-10168	181	4	hand	hand	NOUN
ejge-10168	181	5	,	,	PUNCT
ejge-10168	181	6	the	the	DET
ejge-10168	181	7	null	null	ADJ
ejge-10168	181	8	hypothesis	hypothesis	NOUN
ejge-10168	181	9	of	of	ADP
ejge-10168	181	10	non	non	NOUN
ejge-10168	181	11	-	-	NOUN
ejge-10168	181	12	causality	causality	NOUN
ejge-10168	181	13	in	in	ADP
ejge-10168	181	14	the	the	DET
ejge-10168	181	15	granger	granger	NOUN
ejge-10168	181	16	sense	sense	NOUN
ejge-10168	181	17	is	be	AUX
ejge-10168	181	18	rejected	reject	VERB
ejge-10168	181	19	in	in	ADP
ejge-10168	181	20	the	the	DET
ejge-10168	181	21	case	case	NOUN
ejge-10168	181	22	of	of	ADP
ejge-10168	181	23	returns	return	NOUN
ejge-10168	181	24	on	on	ADP
ejge-10168	181	25	all	all	DET
ejge-10168	181	26	gulf	gulf	NOUN
ejge-10168	181	27	markets	market	NOUN
ejge-10168	181	28	.	.	PUNCT
ejge-10168	182	1	regarding	regard	VERB
ejge-10168	182	2	stock	stock	NOUN
ejge-10168	182	3	market	market	NOUN
ejge-10168	182	4	volatility	volatility	NOUN
ejge-10168	182	5	,	,	PUNCT
ejge-10168	182	6	the	the	DET
ejge-10168	182	7	linear	linear	ADJ
ejge-10168	182	8	causality	causality	NOUN
ejge-10168	182	9	test	test	NOUN
ejge-10168	182	10	reveals	reveal	VERB
ejge-10168	182	11	a	a	DET
ejge-10168	182	12	single	single	ADJ
ejge-10168	182	13	significant	significant	ADJ
ejge-10168	182	14	causal	causal	ADJ
ejge-10168	182	15	relationship	relationship	NOUN
ejge-10168	182	16	between	between	ADP
ejge-10168	182	17	the	the	DET
ejge-10168	182	18	gpr	gpr	PROPN
ejge-10168	182	19	index	index	NOUN
ejge-10168	182	20	and	and	CCONJ
ejge-10168	182	21	stock	stock	NOUN
ejge-10168	182	22	market	market	NOUN
ejge-10168	182	23	investment	investment	NOUN
ejge-10168	182	24	risk	risk	NOUN
ejge-10168	182	25	(	(	PUNCT
ejge-10168	182	26	extracted	extract	VERB
ejge-10168	182	27	via	via	ADP
ejge-10168	182	28	a	a	DET
ejge-10168	182	29	garch	garch	NOUN
ejge-10168	182	30	248	248	NUM
ejge-10168	182	31	ahlem	ahlem	NOUN
ejge-10168	182	32	lamine	lamine	PROPN
ejge-10168	182	33	and	and	CCONJ
ejge-10168	182	34	sirine	sirine	ADJ
ejge-10168	182	35	zribi	zribi	PROPN
ejge-10168	182	36	model	model	NOUN
ejge-10168	182	37	)	)	PUNCT
ejge-10168	182	38	.	.	PUNCT
ejge-10168	183	1	otherwise	otherwise	ADV
ejge-10168	183	2	,	,	PUNCT
ejge-10168	183	3	the	the	DET
ejge-10168	183	4	alternative	alternative	ADJ
ejge-10168	183	5	hypothesis	hypothesis	NOUN
ejge-10168	183	6	of	of	ADP
ejge-10168	183	7	the	the	DET
ejge-10168	183	8	granger	granger	PROPN
ejge-10168	183	9	test	test	NOUN
ejge-10168	183	10	is	be	AUX
ejge-10168	183	11	only	only	ADV
ejge-10168	183	12	accepted	accept	VERB
ejge-10168	183	13	in	in	ADP
ejge-10168	183	14	the	the	DET
ejge-10168	183	15	case	case	NOUN
ejge-10168	183	16	of	of	ADP
ejge-10168	183	17	russia	russia	PROPN
ejge-10168	183	18	.	.	PUNCT
ejge-10168	184	1	this	this	DET
ejge-10168	184	2	result	result	NOUN
ejge-10168	184	3	can	can	AUX
ejge-10168	184	4	be	be	AUX
ejge-10168	184	5	attributed	attribute	VERB
ejge-10168	184	6	to	to	ADP
ejge-10168	184	7	the	the	DET
ejge-10168	184	8	russian	russian	ADJ
ejge-10168	184	9	-	-	PUNCT
ejge-10168	184	10	ukrainian	ukrainian	ADJ
ejge-10168	184	11	war	war	NOUN
ejge-10168	184	12	.	.	PUNCT
ejge-10168	185	1	however	however	ADV
ejge-10168	185	2	,	,	PUNCT
ejge-10168	185	3	the	the	DET
ejge-10168	185	4	granger	granger	PROPN
ejge-10168	185	5	causality	causality	PROPN
ejge-10168	185	6	test	test	NOUN
ejge-10168	185	7	is	be	AUX
ejge-10168	185	8	a	a	DET
ejge-10168	185	9	linear	linear	ADJ
ejge-10168	185	10	test	test	NOUN
ejge-10168	185	11	that	that	PRON
ejge-10168	185	12	gives	give	VERB
ejge-10168	185	13	a	a	DET
ejge-10168	185	14	general	general	ADJ
ejge-10168	185	15	and	and	CCONJ
ejge-10168	185	16	aggregate	aggregate	ADJ
ejge-10168	185	17	view	view	NOUN
ejge-10168	185	18	of	of	ADP
ejge-10168	185	19	the	the	DET
ejge-10168	185	20	nature	nature	NOUN
ejge-10168	185	21	of	of	ADP
ejge-10168	185	22	the	the	DET
ejge-10168	185	23	relationship	relationship	NOUN
ejge-10168	185	24	between	between	ADP
ejge-10168	185	25	two	two	NUM
ejge-10168	185	26	variables	variable	NOUN
ejge-10168	185	27	.	.	PUNCT
ejge-10168	186	1	this	this	DET
ejge-10168	186	2	link	link	NOUN
ejge-10168	186	3	is	be	AUX
ejge-10168	186	4	constant	constant	ADJ
ejge-10168	186	5	over	over	ADP
ejge-10168	186	6	the	the	DET
ejge-10168	186	7	entire	entire	ADJ
ejge-10168	186	8	period	period	NOUN
ejge-10168	186	9	and	and	CCONJ
ejge-10168	186	10	only	only	ADV
ejge-10168	186	11	superficially	superficially	ADV
ejge-10168	186	12	characterizes	characterize	VERB
ejge-10168	186	13	the	the	DET
ejge-10168	186	14	causality	causality	NOUN
ejge-10168	186	15	between	between	ADP
ejge-10168	186	16	markets	market	NOUN
ejge-10168	186	17	.	.	PUNCT
ejge-10168	187	1	additionally	additionally	ADV
ejge-10168	187	2	,	,	PUNCT
ejge-10168	187	3	as	as	SCONJ
ejge-10168	187	4	we	we	PRON
ejge-10168	187	5	pointed	point	VERB
ejge-10168	187	6	out	out	ADP
ejge-10168	187	7	in	in	ADP
ejge-10168	187	8	the	the	DET
ejge-10168	187	9	statistical	statistical	ADJ
ejge-10168	187	10	description	description	NOUN
ejge-10168	187	11	,	,	PUNCT
ejge-10168	187	12	streaks	streak	NOUN
ejge-10168	187	13	are	be	AUX
ejge-10168	187	14	associated	associate	VERB
ejge-10168	187	15	with	with	ADP
ejge-10168	187	16	fat	fat	ADJ
ejge-10168	187	17	tails	tail	NOUN
ejge-10168	187	18	,	,	PUNCT
ejge-10168	187	19	excessive	excessive	ADJ
ejge-10168	187	20	kurtosis	kurtosis	NOUN
ejge-10168	187	21	,	,	PUNCT
ejge-10168	187	22	and	and	CCONJ
ejge-10168	187	23	nonnormality	nonnormality	NOUN
ejge-10168	187	24	.	.	PUNCT
ejge-10168	188	1	given	give	VERB
ejge-10168	188	2	this	this	DET
ejge-10168	188	3	evidence	evidence	NOUN
ejge-10168	188	4	,	,	PUNCT
ejge-10168	188	5	it	it	PRON
ejge-10168	188	6	is	be	AUX
ejge-10168	188	7	imperative	imperative	ADJ
ejge-10168	188	8	to	to	PART
ejge-10168	188	9	further	far	ADV
ejge-10168	188	10	study	study	VERB
ejge-10168	188	11	the	the	DET
ejge-10168	188	12	dynamic	dynamic	ADJ
ejge-10168	188	13	relationships	relationship	NOUN
ejge-10168	188	14	between	between	ADP
ejge-10168	188	15	the	the	DET
ejge-10168	188	16	gpr	gpr	PROPN
ejge-10168	188	17	index	index	NOUN
ejge-10168	188	18	and	and	CCONJ
ejge-10168	188	19	different	different	ADJ
ejge-10168	188	20	stock	stock	NOUN
ejge-10168	188	21	markets	market	NOUN
ejge-10168	188	22	.	.	PUNCT
ejge-10168	189	1	the	the	DET
ejge-10168	189	2	non	non	ADJ
ejge-10168	189	3	-	-	ADJ
ejge-10168	189	4	linear	linear	ADJ
ejge-10168	189	5	tvp	tvp	ADJ
ejge-10168	189	6	-	-	PUNCT
ejge-10168	189	7	var	var	NOUN
ejge-10168	189	8	model	model	NOUN
ejge-10168	189	9	,	,	PUNCT
ejge-10168	189	10	therefore	therefore	ADV
ejge-10168	189	11	,	,	PUNCT
ejge-10168	189	12	constitutes	constitute	VERB
ejge-10168	189	13	the	the	DET
ejge-10168	189	14	appropriate	appropriate	ADJ
ejge-10168	189	15	model	model	NOUN
ejge-10168	189	16	for	for	ADP
ejge-10168	189	17	studying	study	VERB
ejge-10168	189	18	the	the	DET
ejge-10168	189	19	time	time	NOUN
ejge-10168	189	20	-	-	PUNCT
ejge-10168	189	21	varying	vary	VERB
ejge-10168	189	22	and	and	CCONJ
ejge-10168	189	23	continuous	continuous	ADJ
ejge-10168	189	24	effect	effect	NOUN
ejge-10168	189	25	of	of	ADP
ejge-10168	189	26	geopolitical	geopolitical	ADJ
ejge-10168	189	27	risks	risk	NOUN
ejge-10168	189	28	on	on	ADP
ejge-10168	189	29	the	the	DET
ejge-10168	189	30	different	different	ADJ
ejge-10168	189	31	stock	stock	NOUN
ejge-10168	189	32	markets	market	NOUN
ejge-10168	189	33	of	of	ADP
ejge-10168	189	34	the	the	DET
ejge-10168	189	35	g7	g7	PROPN
ejge-10168	189	36	,	,	PUNCT
ejge-10168	189	37	brics	bric	NOUN
ejge-10168	189	38	,	,	PUNCT
ejge-10168	189	39	and	and	CCONJ
ejge-10168	189	40	gulf	gulf	PROPN
ejge-10168	189	41	countries	country	NOUN
ejge-10168	189	42	.	.	PUNCT
ejge-10168	190	1	table	table	NOUN
ejge-10168	190	2	3	3	NUM
ejge-10168	190	3	.	.	PUNCT
ejge-10168	191	1	linear	linear	ADJ
ejge-10168	191	2	causality	causality	NOUN
ejge-10168	191	3	test	test	NOUN
ejge-10168	191	4	results	result	NOUN
ejge-10168	191	5	:	:	PUNCT
ejge-10168	191	6	gpr	gpr	PROPN
ejge-10168	191	7	as	as	ADP
ejge-10168	191	8	the	the	DET
ejge-10168	191	9	causal	causal	ADJ
ejge-10168	191	10	variable	variable	NOUN
ejge-10168	191	11	return	return	VERB
ejge-10168	191	12	volatility	volatility	NOUN
ejge-10168	191	13	f	f	NOUN
ejge-10168	191	14	-	-	PUNCT
ejge-10168	191	15	stat	stat	NOUN
ejge-10168	191	16	.	.	PUNCT
ejge-10168	192	1	prob	prob	PROPN
ejge-10168	192	2	.	.	PUNCT
ejge-10168	193	1	f	f	X
ejge-10168	193	2	-	-	PUNCT
ejge-10168	193	3	stat	stat	NOUN
ejge-10168	193	4	.	.	PUNCT
ejge-10168	194	1	prob	prob	PROPN
ejge-10168	194	2	.	.	PUNCT
ejge-10168	195	1	h0	h0	PROPN
ejge-10168	195	2	:	:	PUNCT
ejge-10168	195	3	gpr	gpr	PROPN
ejge-10168	195	4	does	do	AUX
ejge-10168	195	5	not	not	PART
ejge-10168	195	6	granger	granger	VERB
ejge-10168	195	7	cause	cause	VERB
ejge-10168	195	8	g7	g7	PROPN
ejge-10168	195	9	market	market	PROPN
ejge-10168	195	10	usa	usa	PROPN
ejge-10168	195	11	4.29701	4.29701	NUM
ejge-10168	195	12	*	*	PUNCT
ejge-10168	195	13	*	*	PUNCT
ejge-10168	196	1	0.0168	0.0168	NUM
ejge-10168	196	2	2.08703	2.08703	NUM
ejge-10168	196	3	0.1307	0.1307	NUM
ejge-10168	196	4	uk	uk	PROPN
ejge-10168	196	5	1.10224	1.10224	NUM
ejge-10168	196	6	0.3371	0.3371	NUM
ejge-10168	196	7	0.49736	0.49736	NUM
ejge-10168	196	8	0.6100	0.6100	NUM
ejge-10168	196	9	germany	germany	PROPN
ejge-10168	196	10	0.80586	0.80586	NUM
ejge-10168	196	11	0.4503	0.4503	NUM
ejge-10168	196	12	0.16012	0.16012	NUM
ejge-10168	196	13	0.8523	0.8523	NUM
ejge-10168	196	14	japan	japan	PROPN
ejge-10168	196	15	0.49740	0.49740	NUM
ejge-10168	196	16	0.6100	0.6100	NUM
ejge-10168	196	17	0.51507	0.51507	NUM
ejge-10168	196	18	0.5994	0.5994	NUM
ejge-10168	196	19	france	france	NOUN
ejge-10168	196	20	1.19582	1.19582	NUM
ejge-10168	196	21	0.3077	0.3077	NUM
ejge-10168	196	22	0.15965	0.15965	NUM
ejge-10168	196	23	0.8527	0.8527	NUM
ejge-10168	196	24	italy	italy	PROPN
ejge-10168	196	25	1.66218	1.66218	NUM
ejge-10168	196	26	0.1961	0.1961	NUM
ejge-10168	196	27	0.46223	0.46223	NUM
ejge-10168	196	28	0.6315	0.6315	NUM
ejge-10168	196	29	canada	canada	PROPN
ejge-10168	196	30	2.99262	2.99262	NUM
ejge-10168	196	31	*	*	PUNCT
ejge-10168	196	32	0.0557	0.0557	NUM
ejge-10168	196	33	0.13545	0.13545	NUM
ejge-10168	196	34	0.8735	0.8735	NUM
ejge-10168	196	35	h0	h0	NOUN
ejge-10168	196	36	:	:	PUNCT
ejge-10168	196	37	gpr	gpr	PROPN
ejge-10168	196	38	does	do	AUX
ejge-10168	196	39	not	not	PART
ejge-10168	196	40	granger	granger	VERB
ejge-10168	196	41	cause	cause	VERB
ejge-10168	196	42	brics	bric	NOUN
ejge-10168	196	43	stock	stock	PROPN
ejge-10168	196	44	market	market	NOUN
ejge-10168	196	45	china	china	PROPN
ejge-10168	196	46	2.37190	2.37190	NUM
ejge-10168	196	47	*	*	PUNCT
ejge-10168	196	48	0.0926	0.0926	NUM
ejge-10168	196	49	0.52163	0.52163	NUM
ejge-10168	196	50	0.5955	0.5955	NUM
ejge-10168	196	51	russia	russia	NOUN
ejge-10168	196	52	0.43239	0.43239	NUM
ejge-10168	196	53	0.6504	0.6504	NUM
ejge-10168	196	54	11.8990	11.8990	NUM
ejge-10168	196	55	*	*	PUNCT
ejge-10168	196	56	*	*	PUNCT
ejge-10168	196	57	*	*	PUNCT
ejge-10168	196	58	3.e-05	3.e-05	NUM
ejge-10168	196	59	india	india	PROPN
ejge-10168	196	60	3.18673	3.18673	NUM
ejge-10168	196	61	*	*	PUNCT
ejge-10168	196	62	*	*	PUNCT
ejge-10168	197	1	0.0465	0.0465	NUM
ejge-10168	197	2	0.34763	0.34763	NUM
ejge-10168	197	3	0.7074	0.7074	NUM
ejge-10168	197	4	brasil	brasil	PROPN
ejge-10168	197	5	1.13239	1.13239	NUM
ejge-10168	197	6	0.3273	0.3273	NUM
ejge-10168	197	7	0.15544	0.15544	NUM
ejge-10168	197	8	0.8563	0.8563	NUM
ejge-10168	197	9	south	south	ADJ
ejge-10168	197	10	africa	africa	PROPN
ejge-10168	197	11	0.94908	0.94908	NUM
ejge-10168	197	12	0.3914	0.3914	NUM
ejge-10168	197	13	2.08703	2.08703	NUM
ejge-10168	197	14	0.1307	0.1307	NUM
ejge-10168	197	15	h0	h0	NOUN
ejge-10168	197	16	:	:	PUNCT
ejge-10168	197	17	gpr	gpr	PROPN
ejge-10168	197	18	does	do	AUX
ejge-10168	197	19	not	not	PART
ejge-10168	197	20	granger	granger	VERB
ejge-10168	197	21	cause	cause	VERB
ejge-10168	197	22	gulf	gulf	PROPN
ejge-10168	197	23	stock	stock	NOUN
ejge-10168	197	24	market	market	NOUN
ejge-10168	197	25	bahraïn	bahraïn	NOUN
ejge-10168	197	26	6.51155	6.51155	NUM
ejge-10168	197	27	*	*	PUNCT
ejge-10168	197	28	*	*	PUNCT
ejge-10168	197	29	*	*	PUNCT
ejge-10168	197	30	0.0024	0.0024	NUM
ejge-10168	197	31	0.16510	0.16510	NUM
ejge-10168	197	32	0.8481	0.8481	NUM
ejge-10168	197	33	kuwait	kuwait	NOUN
ejge-10168	197	34	4.03717	4.03717	NUM
ejge-10168	197	35	*	*	PUNCT
ejge-10168	197	36	*	*	PUNCT
ejge-10168	197	37	0.0213	0.0213	NUM
ejge-10168	197	38	0.06123	0.06123	NUM
ejge-10168	197	39	0.9407	0.9407	NUM
ejge-10168	197	40	oman	oman	NOUN
ejge-10168	197	41	2.32776	2.32776	NUM
ejge-10168	197	42	*	*	PUNCT
ejge-10168	197	43	0.0960	0.0960	NUM
ejge-10168	197	44	0.10609	0.10609	NUM
ejge-10168	197	45	0.8995	0.8995	NUM
ejge-10168	197	46	qatar	qatar	NOUN
ejge-10168	197	47	5.76246	5.76246	NUM
ejge-10168	197	48	*	*	PUNCT
ejge-10168	197	49	*	*	PUNCT
ejge-10168	197	50	*	*	PUNCT
ejge-10168	198	1	0.0046	0.0046	NUM
ejge-10168	198	2	0.16517	0.16517	NUM
ejge-10168	198	3	0.8480	0.8480	NUM
ejge-10168	198	4	ksa	ksa	PROPN
ejge-10168	198	5	2.87802	2.87802	NUM
ejge-10168	198	6	*	*	PUNCT
ejge-10168	198	7	0.0620	0.0620	NUM
ejge-10168	198	8	0.47725	0.47725	NUM
ejge-10168	198	9	0.6222	0.6222	NUM
ejge-10168	198	10	uae	uae	PROPN
ejge-10168	198	11	2.32736	2.32736	NUM
ejge-10168	198	12	*	*	NOUN
ejge-10168	198	13	0.0944	0.0944	NUM
ejge-10168	198	14	0.21362	0.21362	NUM
ejge-10168	198	15	0.8081	0.8081	NUM
ejge-10168	198	16	*	*	PUNCT
ejge-10168	198	17	*	*	PUNCT
ejge-10168	198	18	*	*	NOUN
ejge-10168	198	19	.	.	PUNCT
ejge-10168	199	1	*	*	PUNCT
ejge-10168	199	2	*	*	PUNCT
ejge-10168	199	3	and	and	CCONJ
ejge-10168	199	4	*	*	PUNCT
ejge-10168	199	5	denote	denote	VERB
ejge-10168	199	6	the	the	DET
ejge-10168	199	7	rejection	rejection	NOUN
ejge-10168	199	8	of	of	ADP
ejge-10168	199	9	the	the	DET
ejge-10168	199	10	nullhypothesis	nullhypothesis	NOUN
ejge-10168	199	11	of	of	ADP
ejge-10168	199	12	granger	granger	NOUN
ejge-10168	199	13	-	-	PUNCT
ejge-10168	199	14	non	non	NOUN
ejge-10168	199	15	-	-	NOUN
ejge-10168	199	16	causality	causality	NOUN
ejge-10168	199	17	at	at	ADP
ejge-10168	199	18	1	1	NUM
ejge-10168	199	19	%	%	NOUN
ejge-10168	199	20	.	.	PUNCT
ejge-10168	200	1	5	5	NUM
ejge-10168	200	2	%	%	NOUN
ejge-10168	200	3	and	and	CCONJ
ejge-10168	200	4	10	10	NUM
ejge-10168	200	5	%	%	NOUN
ejge-10168	200	6	significance	significance	NOUN
ejge-10168	200	7	level	level	NOUN
ejge-10168	200	8	respectively	respectively	ADV
ejge-10168	200	9	.	.	PUNCT
ejge-10168	201	1	4.3	4.3	NUM
ejge-10168	201	2	time	time	NOUN
ejge-10168	201	3	-	-	PUNCT
ejge-10168	201	4	varying	vary	VERB
ejge-10168	201	5	effects	effect	NOUN
ejge-10168	201	6	of	of	ADP
ejge-10168	201	7	the	the	DET
ejge-10168	201	8	gpr	gpr	PROPN
ejge-10168	201	9	index	index	NOUN
ejge-10168	201	10	on	on	ADP
ejge-10168	201	11	stock	stock	NOUN
ejge-10168	201	12	market	market	NOUN
ejge-10168	201	13	returns	return	NOUN
ejge-10168	201	14	and	and	CCONJ
ejge-10168	201	15	volatilities	volatility	NOUN
ejge-10168	201	16	we	we	PRON
ejge-10168	201	17	used	use	VERB
ejge-10168	201	18	the	the	DET
ejge-10168	201	19	mcmc	mcmc	PROPN
ejge-10168	201	20	method	method	NOUN
ejge-10168	201	21	based	base	VERB
ejge-10168	201	22	on	on	ADP
ejge-10168	201	23	the	the	DET
ejge-10168	201	24	bayesian	bayesian	NOUN
ejge-10168	201	25	framework	framework	NOUN
ejge-10168	201	26	to	to	PART
ejge-10168	201	27	estimate	estimate	VERB
ejge-10168	201	28	the	the	DET
ejge-10168	201	29	tvp	tvp	ADJ
ejge-10168	201	30	-	-	PUNCT
ejge-10168	201	31	var	var	NOUN
ejge-10168	201	32	model	model	NOUN
ejge-10168	201	33	(	(	PUNCT
ejge-10168	201	34	primiceri	primiceri	NOUN
ejge-10168	201	35	2005	2005	NUM
ejge-10168	201	36	,	,	PUNCT
ejge-10168	201	37	kang	kang	PROPN
ejge-10168	201	38	et	et	PROPN
ejge-10168	201	39	al	al	PROPN
ejge-10168	201	40	.	.	PROPN
ejge-10168	201	41	2015	2015	NUM
ejge-10168	201	42	,	,	PUNCT
ejge-10168	201	43	degiannakis	degiannaki	VERB
ejge-10168	201	44	et	et	PROPN
ejge-10168	201	45	al	al	PROPN
ejge-10168	201	46	.	.	PROPN
ejge-10168	201	47	2018	2018	NUM
ejge-10168	201	48	and	and	CCONJ
ejge-10168	201	49	toparlı	toparlı	VERB
ejge-10168	201	50	et	et	PROPN
ejge-10168	201	51	al	al	PROPN
ejge-10168	201	52	.	.	PROPN
ejge-10168	201	53	2019	2019	NUM
ejge-10168	201	54	)	)	PUNCT
ejge-10168	201	55	.	.	PUNCT
ejge-10168	202	1	table	table	NOUN
ejge-10168	202	2	4	4	NUM
ejge-10168	202	3	shows	show	VERB
ejge-10168	202	4	the	the	DET
ejge-10168	202	5	results	result	NOUN
ejge-10168	202	6	of	of	ADP
ejge-10168	202	7	the	the	DET
ejge-10168	202	8	parameters	parameter	NOUN
ejge-10168	202	9	estimating	estimate	VERB
ejge-10168	202	10	selected	select	VERB
ejge-10168	202	11	in	in	ADP
ejge-10168	202	12	the	the	DET
ejge-10168	202	13	tvp	tvp	ADJ
ejge-10168	202	14	-	-	PUNCT
ejge-10168	202	15	var	var	NOUN
ejge-10168	202	16	model	model	NOUN
ejge-10168	202	17	.	.	PUNCT
ejge-10168	203	1	for	for	ADP
ejge-10168	203	2	all	all	DET
ejge-10168	203	3	the	the	DET
ejge-10168	203	4	zones	zone	NOUN
ejge-10168	203	5	considered	consider	VERB
ejge-10168	203	6	(	(	PUNCT
ejge-10168	203	7	g7	g7	PROPN
ejge-10168	203	8	,	,	PUNCT
ejge-10168	203	9	brics	bric	NOUN
ejge-10168	203	10	,	,	PUNCT
ejge-10168	203	11	golf	golf	NOUN
ejge-10168	203	12	)	)	PUNCT
ejge-10168	203	13	and	and	CCONJ
ejge-10168	203	14	for	for	ADP
ejge-10168	203	15	both	both	DET
ejge-10168	203	16	returns	return	NOUN
ejge-10168	203	17	and	and	CCONJ
ejge-10168	203	18	volatilities	volatility	NOUN
ejge-10168	203	19	,	,	PUNCT
ejge-10168	203	20	the	the	DET
ejge-10168	203	21	mean	mean	NOUN
ejge-10168	203	22	of	of	ADP
ejge-10168	203	23	the	the	DET
ejge-10168	203	24	estimated	estimate	VERB
ejge-10168	203	25	parameters	parameter	NOUN
ejge-10168	203	26	lies	lie	VERB
ejge-10168	203	27	within	within	ADP
ejge-10168	203	28	the	the	DET
ejge-10168	203	29	confidence	confidence	NOUN
ejge-10168	203	30	interval	interval	NOUN
ejge-10168	203	31	.	.	PUNCT
ejge-10168	204	1	what	what	PRON
ejge-10168	204	2	's	be	AUX
ejge-10168	204	3	more	more	ADJ
ejge-10168	204	4	,	,	PUNCT
ejge-10168	204	5	the	the	DET
ejge-10168	204	6	inefficiency	inefficiency	NOUN
ejge-10168	204	7	factors	factor	NOUN
ejge-10168	204	8	are	be	AUX
ejge-10168	204	9	relatively	relatively	ADV
ejge-10168	204	10	low	low	ADJ
ejge-10168	204	11	,	,	PUNCT
ejge-10168	204	12	and	and	CCONJ
ejge-10168	204	13	the	the	DET
ejge-10168	204	14	geweke	geweke	PROPN
ejge-10168	204	15	statistics	statistic	NOUN
ejge-10168	204	16	show	show	VERB
ejge-10168	204	17	that	that	SCONJ
ejge-10168	204	18	the	the	DET
ejge-10168	204	19	parameter	parameter	NOUN
ejge-10168	204	20	converges	converge	VERB
ejge-10168	204	21	to	to	ADP
ejge-10168	204	22	the	the	DET
ejge-10168	204	23	posterior	posterior	ADJ
ejge-10168	204	24	distribution	distribution	NOUN
ejge-10168	204	25	.	.	PUNCT
ejge-10168	205	1	we	we	PRON
ejge-10168	205	2	can	can	AUX
ejge-10168	205	3	therefore	therefore	ADV
ejge-10168	205	4	conclude	conclude	VERB
ejge-10168	205	5	that	that	SCONJ
ejge-10168	205	6	the	the	DET
ejge-10168	205	7	mcmc	mcmc	PROPN
ejge-10168	205	8	algorithm	algorithm	PROPN
ejge-10168	205	9	efficiently	efficiently	ADV
ejge-10168	205	10	draws	draw	VERB
ejge-10168	205	11	the	the	DET
ejge-10168	205	12	posterior	posterior	ADJ
ejge-10168	205	13	distribution	distribution	NOUN
ejge-10168	205	14	.	.	PUNCT
ejge-10168	206	1	do	do	AUX
ejge-10168	206	2	geopolitical	geopolitical	ADJ
ejge-10168	206	3	risks	risk	NOUN
ejge-10168	206	4	affect	affect	VERB
ejge-10168	206	5	stock	stock	NOUN
ejge-10168	206	6	market	market	NOUN
ejge-10168	206	7	returns	return	NOUN
ejge-10168	206	8	and	and	CCONJ
ejge-10168	206	9	volatilities	volatility	NOUN
ejge-10168	206	10	table	table	NOUN
ejge-10168	206	11	4	4	NUM
ejge-10168	206	12	.	.	PUNCT
ejge-10168	206	13	estimation	estimation	NOUN
ejge-10168	206	14	results	result	NOUN
ejge-10168	206	15	of	of	ADP
ejge-10168	206	16	the	the	DET
ejge-10168	206	17	main	main	ADJ
ejge-10168	206	18	parameters	parameter	NOUN
ejge-10168	206	19	in	in	ADP
ejge-10168	206	20	the	the	DET
ejge-10168	206	21	tvp	tvp	ADJ
ejge-10168	206	22	-	-	PUNCT
ejge-10168	206	23	var	var	NOUN
ejge-10168	206	24	model	model	NOUN
ejge-10168	206	25	parameter	parameter	NOUN
ejge-10168	206	26	mean	mean	VERB
ejge-10168	206	27	std	std	PROPN
ejge-10168	206	28	.	.	PROPN
ejge-10168	207	1	dev	dev	PROPN
ejge-10168	207	2	.	.	PROPN
ejge-10168	208	1	95	95	NUM
ejge-10168	208	2	%	%	NOUN
ejge-10168	208	3	confidence	confidence	NOUN
ejge-10168	208	4	interval	interval	NOUN
ejge-10168	208	5	geweke	geweke	NOUN
ejge-10168	208	6	inef	inef	PROPN
ejge-10168	208	7	.	.	PUNCT
ejge-10168	209	1	estimation	estimation	NOUN
ejge-10168	209	2	for	for	ADP
ejge-10168	209	3	the	the	DET
ejge-10168	209	4	set	set	NOUN
ejge-10168	209	5	(	(	PUNCT
ejge-10168	209	6	gpr	gpr	PROPN
ejge-10168	209	7	,	,	PUNCT
ejge-10168	209	8	g7	g7	PROPN
ejge-10168	209	9	stock	stock	PROPN
ejge-10168	209	10	market	market	NOUN
ejge-10168	209	11	indices	index	NOUN
ejge-10168	209	12	return	return	VERB
ejge-10168	209	13	)	)	PUNCT
ejge-10168	210	1	(	(	PUNCT
ejge-10168	210	2	σβ)1	σβ)1	PROPN
ejge-10168	210	3	0.0023	0.0023	NUM
ejge-10168	210	4	0.0003	0.0003	NUM
ejge-10168	210	5	[	[	X
ejge-10168	210	6	0.0018	0.0018	NUM
ejge-10168	210	7	,	,	PUNCT
ejge-10168	210	8	0.0029	0.0029	NUM
ejge-10168	210	9	]	]	PUNCT
ejge-10168	210	10	0.259	0.259	NUM
ejge-10168	210	11	6.06	6.06	NUM
ejge-10168	210	12	(	(	PUNCT
ejge-10168	210	13	σβ)2	σβ)2	PROPN
ejge-10168	210	14	0.0023	0.0023	NUM
ejge-10168	210	15	0.0003	0.0003	NUM
ejge-10168	210	16	[	[	X
ejge-10168	210	17	0.0018	0.0018	NUM
ejge-10168	210	18	,	,	PUNCT
ejge-10168	210	19	0.0028	0.0028	NUM
ejge-10168	210	20	]	]	PUNCT
ejge-10168	210	21	0.216	0.216	NUM
ejge-10168	210	22	6.08	6.08	NUM
ejge-10168	210	23	(	(	PUNCT
ejge-10168	210	24	σα)1	σα)1	PROPN
ejge-10168	210	25	0.0047	0.0047	NUM
ejge-10168	210	26	0.0010	0.0010	NUM
ejge-10168	210	27	[	[	X
ejge-10168	210	28	0.0031	0.0031	NUM
ejge-10168	210	29	,	,	PUNCT
ejge-10168	210	30	0.0072	0.0072	NUM
ejge-10168	210	31	]	]	PUNCT
ejge-10168	210	32	0.055	0.055	NUM
ejge-10168	210	33	19.26	19.26	NUM
ejge-10168	210	34	(	(	PUNCT
ejge-10168	210	35	σh)1	σh)1	PROPN
ejge-10168	210	36	0.0058	0.0058	NUM
ejge-10168	210	37	0.0018	0.0018	NUM
ejge-10168	210	38	[	[	X
ejge-10168	210	39	0.0034	0.0034	NUM
ejge-10168	210	40	,	,	PUNCT
ejge-10168	210	41	0.0102	0.0102	NUM
ejge-10168	210	42	]	]	PUNCT
ejge-10168	210	43	0.004	0.004	NUM
ejge-10168	210	44	32.37	32.37	NUM
ejge-10168	210	45	(	(	PUNCT
ejge-10168	210	46	σh)2	σh)2	PROPN
ejge-10168	210	47	0.0055	0.0055	NUM
ejge-10168	210	48	0.0016	0.0016	NUM
ejge-10168	210	49	[	[	X
ejge-10168	210	50	0.0034	0.0034	NUM
ejge-10168	210	51	,	,	PUNCT
ejge-10168	210	52	0.0096	0.0096	NUM
ejge-10168	210	53	]	]	PUNCT
ejge-10168	210	54	0.692	0.692	NUM
ejge-10168	210	55	28.82	28.82	NUM
ejge-10168	210	56	estimation	estimation	NOUN
ejge-10168	210	57	for	for	ADP
ejge-10168	210	58	the	the	DET
ejge-10168	210	59	set	set	NOUN
ejge-10168	210	60	(	(	PUNCT
ejge-10168	210	61	gpr	gpr	PROPN
ejge-10168	210	62	,	,	PUNCT
ejge-10168	210	63	g7	g7	PROPN
ejge-10168	210	64	stock	stock	NOUN
ejge-10168	210	65	market	market	NOUN
ejge-10168	210	66	indices	indice	VERB
ejge-10168	210	67	volatility	volatility	NOUN
ejge-10168	210	68	)	)	PUNCT
ejge-10168	210	69	(	(	PUNCT
ejge-10168	210	70	σβ)1	σβ)1	PROPN
ejge-10168	210	71	0.0023	0.0023	NUM
ejge-10168	210	72	0.0003	0.0003	NUM
ejge-10168	210	73	[	[	X
ejge-10168	210	74	0.0018	0.0018	NUM
ejge-10168	210	75	,	,	PUNCT
ejge-10168	210	76	0.0029	0.0029	NUM
ejge-10168	210	77	]	]	PUNCT
ejge-10168	210	78	0.862	0.862	NUM
ejge-10168	210	79	6.06	6.06	NUM
ejge-10168	210	80	(	(	PUNCT
ejge-10168	210	81	σβ)2	σβ)2	PROPN
ejge-10168	210	82	0.0023	0.0023	NUM
ejge-10168	210	83	0.0003	0.0003	NUM
ejge-10168	210	84	[	[	X
ejge-10168	210	85	0.0018	0.0018	NUM
ejge-10168	210	86	,	,	PUNCT
ejge-10168	210	87	0.0029	0.0029	NUM
ejge-10168	210	88	]	]	PUNCT
ejge-10168	210	89	0.695	0.695	NUM
ejge-10168	210	90	4.21	4.21	NUM
ejge-10168	210	91	(	(	PUNCT
ejge-10168	210	92	σα)1	σα)1	PROPN
ejge-10168	210	93	0.0055	0.0055	NUM
ejge-10168	210	94	0.0044	0.0044	NUM
ejge-10168	210	95	[	[	X
ejge-10168	210	96	0.0032	0.0032	NUM
ejge-10168	210	97	,	,	PUNCT
ejge-10168	210	98	0.0105	0.0105	NUM
ejge-10168	210	99	]	]	PUNCT
ejge-10168	210	100	0.000	0.000	NUM
ejge-10168	210	101	20.89	20.89	NUM
ejge-10168	210	102	(	(	PUNCT
ejge-10168	210	103	σh)1	σh)1	PROPN
ejge-10168	210	104	0.0058	0.0058	NUM
ejge-10168	210	105	0.0021	0.0021	NUM
ejge-10168	210	106	[	[	X
ejge-10168	210	107	0.0034	0.0034	NUM
ejge-10168	210	108	,	,	PUNCT
ejge-10168	210	109	0.0110	0.0110	NUM
ejge-10168	210	110	]	]	PUNCT
ejge-10168	210	111	0.014	0.014	NUM
ejge-10168	210	112	32.73	32.73	NUM
ejge-10168	210	113	(	(	PUNCT
ejge-10168	210	114	σh)2	σh)2	PROPN
ejge-10168	210	115	0.3027	0.3027	NUM
ejge-10168	210	116	0.1423	0.1423	NUM
ejge-10168	210	117	[	[	X
ejge-10168	210	118	0.0042	0.0042	NUM
ejge-10168	210	119	,	,	PUNCT
ejge-10168	210	120	0.4594	0.4594	NUM
ejge-10168	210	121	]	]	PUNCT
ejge-10168	210	122	0.000	0.000	NUM
ejge-10168	210	123	340.07	340.07	NUM
ejge-10168	210	124	estimation	estimation	NOUN
ejge-10168	210	125	for	for	ADP
ejge-10168	210	126	the	the	DET
ejge-10168	210	127	set	set	NOUN
ejge-10168	210	128	(	(	PUNCT
ejge-10168	210	129	gpr	gpr	PROPN
ejge-10168	210	130	,	,	PUNCT
ejge-10168	210	131	brics	brics	PROPN
ejge-10168	210	132	stock	stock	NOUN
ejge-10168	210	133	market	market	NOUN
ejge-10168	210	134	indices	index	NOUN
ejge-10168	210	135	return	return	VERB
ejge-10168	210	136	)	)	PUNCT
ejge-10168	210	137	(	(	PUNCT
ejge-10168	210	138	σβ)1	σβ)1	PROPN
ejge-10168	210	139	0.0023	0.0023	NUM
ejge-10168	210	140	0.0003	0.0003	NUM
ejge-10168	210	141	[	[	X
ejge-10168	210	142	0.0018	0.0018	NUM
ejge-10168	210	143	,	,	PUNCT
ejge-10168	210	144	0.0029	0.0029	NUM
ejge-10168	210	145	]	]	PUNCT
ejge-10168	210	146	0.975	0.975	NUM
ejge-10168	210	147	4.60	4.60	NUM
ejge-10168	210	148	(	(	PUNCT
ejge-10168	210	149	σβ)2	σβ)2	PROPN
ejge-10168	210	150	0.0023	0.0023	NUM
ejge-10168	210	151	0.0003	0.0003	NUM
ejge-10168	211	1	[	[	X
ejge-10168	211	2	0.0018	0.0018	NUM
ejge-10168	211	3	,	,	PUNCT
ejge-10168	211	4	0.0029	0.0029	NUM
ejge-10168	211	5	]	]	PUNCT
ejge-10168	211	6	0.786	0.786	NUM
ejge-10168	211	7	4.52	4.52	NUM
ejge-10168	211	8	(	(	PUNCT
ejge-10168	211	9	σα)1	σα)1	PROPN
ejge-10168	211	10	0.0046	0.0046	NUM
ejge-10168	211	11	0.0010	0.0010	NUM
ejge-10168	212	1	[	[	X
ejge-10168	212	2	0.0031	0.0031	NUM
ejge-10168	212	3	,	,	PUNCT
ejge-10168	212	4	0.0070	0.0070	NUM
ejge-10168	212	5	]	]	PUNCT
ejge-10168	212	6	0.294	0.294	NUM
ejge-10168	212	7	14.97	14.97	NUM
ejge-10168	212	8	(	(	PUNCT
ejge-10168	212	9	σh)1	σh)1	PROPN
ejge-10168	212	10	0.0056	0.0056	NUM
ejge-10168	212	11	0.0016	0.0016	NUM
ejge-10168	213	1	[	[	X
ejge-10168	213	2	0.0034	0.0034	NUM
ejge-10168	213	3	,	,	PUNCT
ejge-10168	213	4	0.0099	0.0099	NUM
ejge-10168	213	5	]	]	PUNCT
ejge-10168	213	6	0.728	0.728	NUM
ejge-10168	213	7	29.56	29.56	NUM
ejge-10168	213	8	(	(	PUNCT
ejge-10168	213	9	σh)2	σh)2	PROPN
ejge-10168	213	10	0.0056	0.0056	NUM
ejge-10168	213	11	0.0019	0.0019	NUM
ejge-10168	214	1	[	[	X
ejge-10168	214	2	0.0034	0.0034	NUM
ejge-10168	214	3	,	,	PUNCT
ejge-10168	214	4	0.0102	0.0102	NUM
ejge-10168	214	5	]	]	PUNCT
ejge-10168	214	6	0.611	0.611	NUM
ejge-10168	214	7	31.86	31.86	NUM
ejge-10168	214	8	estimation	estimation	NOUN
ejge-10168	214	9	for	for	ADP
ejge-10168	214	10	the	the	DET
ejge-10168	214	11	set	set	NOUN
ejge-10168	214	12	(	(	PUNCT
ejge-10168	214	13	gpr	gpr	PROPN
ejge-10168	214	14	,	,	PUNCT
ejge-10168	214	15	brics	brics	PROPN
ejge-10168	214	16	stock	stock	NOUN
ejge-10168	214	17	market	market	NOUN
ejge-10168	214	18	indices	indice	VERB
ejge-10168	214	19	volatility	volatility	NOUN
ejge-10168	214	20	)	)	PUNCT
ejge-10168	215	1	(	(	PUNCT
ejge-10168	215	2	σβ)1	σβ)1	PROPN
ejge-10168	215	3	0.6693	0.6693	NUM
ejge-10168	215	4	0.2087	0.2087	NUM
ejge-10168	215	5	[	[	X
ejge-10168	215	6	0.4614	0.4614	NUM
ejge-10168	215	7	,	,	PUNCT
ejge-10168	215	8	1.2824	1.2824	NUM
ejge-10168	215	9	]	]	PUNCT
ejge-10168	215	10	0.000	0.000	NUM
ejge-10168	215	11	307.79	307.79	NUM
ejge-10168	215	12	(	(	PUNCT
ejge-10168	215	13	σβ)2	σβ)2	PROPN
ejge-10168	215	14	0.0023	0.0023	NUM
ejge-10168	215	15	0.0003	0.0003	NUM
ejge-10168	215	16	[	[	X
ejge-10168	215	17	0.0018	0.0018	NUM
ejge-10168	215	18	,	,	PUNCT
ejge-10168	215	19	0.0029	0.0029	NUM
ejge-10168	215	20	]	]	PUNCT
ejge-10168	215	21	0.320	0.320	NUM
ejge-10168	215	22	5.15	5.15	NUM
ejge-10168	215	23	(	(	PUNCT
ejge-10168	215	24	σα)1	σα)1	PROPN
ejge-10168	215	25	2.1744	2.1744	NUM
ejge-10168	215	26	2.1985	2.1985	NUM
ejge-10168	215	27	[	[	SYM
ejge-10168	215	28	0.0026	0.0026	NUM
ejge-10168	215	29	,	,	PUNCT
ejge-10168	215	30	6.8471	6.8471	NUM
ejge-10168	215	31	]	]	PUNCT
ejge-10168	215	32	0.000	0.000	NUM
ejge-10168	215	33	341.56	341.56	NUM
ejge-10168	215	34	(	(	PUNCT
ejge-10168	215	35	σh)1	σh)1	NOUN
ejge-10168	215	36	0.1476	0.1476	NUM
ejge-10168	215	37	0.3499	0.3499	NUM
ejge-10168	215	38	[	[	X
ejge-10168	215	39	0.0036	0.0036	NUM
ejge-10168	215	40	,	,	PUNCT
ejge-10168	215	41	1.1731	1.1731	NUM
ejge-10168	215	42	]	]	PUNCT
ejge-10168	215	43	0.000	0.000	NUM
ejge-10168	215	44	322.95	322.95	NUM
ejge-10168	215	45	(	(	PUNCT
ejge-10168	215	46	σh)2	σh)2	PROPN
ejge-10168	215	47	0.0059	0.0059	NUM
ejge-10168	215	48	0.0046	0.0046	NUM
ejge-10168	215	49	[	[	X
ejge-10168	215	50	0.0033	0.0033	NUM
ejge-10168	215	51	,	,	PUNCT
ejge-10168	215	52	0.0112	0.0112	NUM
ejge-10168	215	53	]	]	PUNCT
ejge-10168	215	54	0.501	0.501	NUM
ejge-10168	215	55	25.21	25.21	NUM
ejge-10168	215	56	estimation	estimation	NOUN
ejge-10168	215	57	for	for	ADP
ejge-10168	215	58	the	the	DET
ejge-10168	215	59	set	set	NOUN
ejge-10168	215	60	(	(	PUNCT
ejge-10168	215	61	gpr	gpr	PROPN
ejge-10168	215	62	,	,	PUNCT
ejge-10168	215	63	gulf	gulf	PROPN
ejge-10168	215	64	stock	stock	NOUN
ejge-10168	215	65	market	market	NOUN
ejge-10168	215	66	indices	index	NOUN
ejge-10168	215	67	return	return	VERB
ejge-10168	215	68	)	)	PUNCT
ejge-10168	215	69	(	(	PUNCT
ejge-10168	215	70	σβ)1	σβ)1	PROPN
ejge-10168	215	71	0.0102	0.0102	NUM
ejge-10168	215	72	0.0564	0.0564	NUM
ejge-10168	215	73	[	[	X
ejge-10168	215	74	0.0018	0.0018	NUM
ejge-10168	215	75	,	,	PUNCT
ejge-10168	215	76	0.0054	0.0054	NUM
ejge-10168	215	77	]	]	PUNCT
ejge-10168	215	78	0.220	0.220	NUM
ejge-10168	215	79	167.39	167.39	NUM
ejge-10168	215	80	(	(	PUNCT
ejge-10168	215	81	σβ)2	σβ)2	PROPN
ejge-10168	215	82	0.0023	0.0023	NUM
ejge-10168	215	83	0.0003	0.0003	NUM
ejge-10168	215	84	[	[	X
ejge-10168	215	85	0.0018	0.0018	NUM
ejge-10168	215	86	,	,	PUNCT
ejge-10168	215	87	0.0029	0.0029	NUM
ejge-10168	215	88	]	]	PUNCT
ejge-10168	215	89	0.370	0.370	NUM
ejge-10168	215	90	4.40	4.40	NUM
ejge-10168	215	91	(	(	PUNCT
ejge-10168	215	92	σα)1	σα)1	PROPN
ejge-10168	215	93	0.0046	0.0046	NUM
ejge-10168	215	94	0.0010	0.0010	NUM
ejge-10168	216	1	[	[	X
ejge-10168	216	2	0.0031	0.0031	NUM
ejge-10168	216	3	,	,	PUNCT
ejge-10168	216	4	0.0069	0.0069	NUM
ejge-10168	216	5	]	]	X
ejge-10168	216	6	0.0031	0.0031	NUM
ejge-10168	216	7	25.37	25.37	NUM
ejge-10168	216	8	(	(	PUNCT
ejge-10168	216	9	σh)1	σh)1	PROPN
ejge-10168	216	10	0.0058	0.0058	NUM
ejge-10168	216	11	0.0021	0.0021	NUM
ejge-10168	217	1	[	[	X
ejge-10168	217	2	0.0035	0.0035	NUM
ejge-10168	217	3	,	,	PUNCT
ejge-10168	217	4	0.0114	0.0114	NUM
ejge-10168	217	5	]	]	PUNCT
ejge-10168	217	6	0.166	0.166	NUM
ejge-10168	217	7	26.40	26.40	NUM
ejge-10168	217	8	(	(	PUNCT
ejge-10168	217	9	σh)2	σh)2	PROPN
ejge-10168	217	10	0.0056	0.0056	NUM
ejge-10168	217	11	0.0016	0.0016	NUM
ejge-10168	217	12	[	[	X
ejge-10168	217	13	0.0034	0.0034	NUM
ejge-10168	217	14	,	,	PUNCT
ejge-10168	217	15	0.0098	0.0098	NUM
ejge-10168	217	16	]	]	PUNCT
ejge-10168	217	17	0.063	0.063	NUM
ejge-10168	217	18	32.71	32.71	NUM
ejge-10168	217	19	estimation	estimation	NOUN
ejge-10168	217	20	for	for	ADP
ejge-10168	217	21	the	the	DET
ejge-10168	217	22	set	set	NOUN
ejge-10168	217	23	(	(	PUNCT
ejge-10168	217	24	gpr	gpr	PROPN
ejge-10168	217	25	,	,	PUNCT
ejge-10168	217	26	gulf	gulf	PROPN
ejge-10168	217	27	stock	stock	NOUN
ejge-10168	217	28	market	market	NOUN
ejge-10168	217	29	indices	indice	VERB
ejge-10168	217	30	volatility	volatility	NOUN
ejge-10168	217	31	)	)	PUNCT
ejge-10168	218	1	(	(	PUNCT
ejge-10168	218	2	σβ)1	σβ)1	PROPN
ejge-10168	218	3	0.0023	0.0023	NUM
ejge-10168	218	4	0.0003	0.0003	NUM
ejge-10168	218	5	[	[	X
ejge-10168	218	6	0.0018	0.0018	NUM
ejge-10168	218	7	,	,	PUNCT
ejge-10168	218	8	0.0029	0.0029	NUM
ejge-10168	218	9	]	]	PUNCT
ejge-10168	218	10	0.020	0.020	NUM
ejge-10168	218	11	6.85	6.85	NUM
ejge-10168	218	12	(	(	PUNCT
ejge-10168	218	13	σβ)2	σβ)2	PROPN
ejge-10168	218	14	0.0023	0.0023	NUM
ejge-10168	218	15	0.0003	0.0003	NUM
ejge-10168	218	16	[	[	X
ejge-10168	218	17	0.0018	0.0018	NUM
ejge-10168	218	18	,	,	PUNCT
ejge-10168	218	19	0.0028	0.0028	NUM
ejge-10168	218	20	]	]	PUNCT
ejge-10168	218	21	0.186	0.186	NUM
ejge-10168	218	22	5.27	5.27	NUM
ejge-10168	218	23	(	(	PUNCT
ejge-10168	218	24	σα)1	σα)1	PROPN
ejge-10168	218	25	0.0060	0.0060	NUM
ejge-10168	218	26	0.0141	0.0141	NUM
ejge-10168	218	27	[	[	PUNCT
ejge-10168	218	28	0.0033	0.0033	NUM
ejge-10168	218	29	,	,	PUNCT
ejge-10168	218	30	0.0072	0.0072	NUM
ejge-10168	218	31	]	]	PUNCT
ejge-10168	218	32	0.168	0.168	NUM
ejge-10168	218	33	15.71	15.71	NUM
ejge-10168	218	34	(	(	PUNCT
ejge-10168	218	35	σh)1	σh)1	NOUN
ejge-10168	218	36	0.0056	0.0056	NUM
ejge-10168	218	37	0.0017	0.0017	NUM
ejge-10168	218	38	[	[	SYM
ejge-10168	218	39	0.0034	0.0034	NUM
ejge-10168	218	40	,	,	PUNCT
ejge-10168	218	41	0.0099	0.0099	NUM
ejge-10168	218	42	]	]	PUNCT
ejge-10168	218	43	0.299	0.299	NUM
ejge-10168	218	44	22.34	22.34	NUM
ejge-10168	218	45	(	(	PUNCT
ejge-10168	218	46	σh)2	σh)2	PROPN
ejge-10168	218	47	0.0071	0.0071	NUM
ejge-10168	218	48	0.0098	0.0098	NUM
ejge-10168	218	49	[	[	X
ejge-10168	218	50	0.0034	0.0034	NUM
ejge-10168	218	51	,	,	PUNCT
ejge-10168	218	52	0.0233	0.0233	NUM
ejge-10168	218	53	]	]	X
ejge-10168	218	54	0.007	0.007	NUM
ejge-10168	218	55	36.23	36.23	NUM
ejge-10168	218	56	4.3.1	4.3.1	NUM
ejge-10168	218	57	time	time	NOUN
ejge-10168	218	58	-	-	PUNCT
ejge-10168	218	59	varying	vary	VERB
ejge-10168	218	60	effects	effect	NOUN
ejge-10168	218	61	of	of	ADP
ejge-10168	218	62	the	the	DET
ejge-10168	218	63	gpr	gpr	PROPN
ejge-10168	218	64	index	index	NOUN
ejge-10168	218	65	on	on	ADP
ejge-10168	218	66	g7	g7	PROPN
ejge-10168	218	67	stock	stock	NOUN
ejge-10168	218	68	market	market	NOUN
ejge-10168	218	69	returns	return	NOUN
ejge-10168	218	70	figure	figure	VERB
ejge-10168	218	71	1	1	NUM
ejge-10168	218	72	shows	show	VERB
ejge-10168	218	73	the	the	DET
ejge-10168	218	74	responses	response	NOUN
ejge-10168	218	75	of	of	ADP
ejge-10168	218	76	stock	stock	NOUN
ejge-10168	218	77	index	index	NOUN
ejge-10168	218	78	returns	return	NOUN
ejge-10168	218	79	in	in	ADP
ejge-10168	218	80	the	the	DET
ejge-10168	218	81	g7	g7	PROPN
ejge-10168	218	82	countries	country	NOUN
ejge-10168	218	83	to	to	ADP
ejge-10168	218	84	geopolitical	geopolitical	ADJ
ejge-10168	218	85	risk	risk	NOUN
ejge-10168	218	86	shocks	shock	NOUN
ejge-10168	218	87	(	(	PUNCT
ejge-10168	218	88	gpr	gpr	PROPN
ejge-10168	218	89	index	index	NOUN
ejge-10168	218	90	)	)	PUNCT
ejge-10168	218	91	at	at	ADP
ejge-10168	218	92	different	different	ADJ
ejge-10168	218	93	time	time	NOUN
ejge-10168	218	94	horizons	horizon	NOUN
ejge-10168	218	95	.	.	PUNCT
ejge-10168	219	1	we	we	PRON
ejge-10168	219	2	have	have	AUX
ejge-10168	219	3	analyzed	analyze	VERB
ejge-10168	219	4	impulse	impulse	ADJ
ejge-10168	219	5	responses	response	NOUN
ejge-10168	219	6	over	over	ADP
ejge-10168	219	7	the	the	DET
ejge-10168	219	8	short	short	ADJ
ejge-10168	219	9	(	(	PUNCT
ejge-10168	219	10	1	1	NUM
ejge-10168	219	11	month	month	NOUN
ejge-10168	219	12	)	)	PUNCT
ejge-10168	219	13	,	,	PUNCT
ejge-10168	219	14	medium	medium	NOUN
ejge-10168	219	15	(	(	PUNCT
ejge-10168	219	16	6	6	NUM
ejge-10168	219	17	months	month	NOUN
ejge-10168	219	18	)	)	PUNCT
ejge-10168	219	19	,	,	PUNCT
ejge-10168	219	20	and	and	CCONJ
ejge-10168	219	21	long	long	ADJ
ejge-10168	219	22	term	term	NOUN
ejge-10168	219	23	(	(	PUNCT
ejge-10168	219	24	12	12	NUM
ejge-10168	219	25	months	month	NOUN
ejge-10168	219	26	)	)	PUNCT
ejge-10168	219	27	.	.	PUNCT
ejge-10168	220	1	interval	interval	NOUN
ejge-10168	220	2	analysis	analysis	NOUN
ejge-10168	220	3	of	of	ADP
ejge-10168	220	4	impulse	impulse	ADJ
ejge-10168	220	5	responses	response	NOUN
ejge-10168	220	6	enables	enable	VERB
ejge-10168	220	7	us	we	PRON
ejge-10168	220	8	to	to	PART
ejge-10168	220	9	simulate	simulate	VERB
ejge-10168	220	10	impulse	impulse	ADJ
ejge-10168	220	11	responses	response	NOUN
ejge-10168	220	12	more	more	ADV
ejge-10168	220	13	effectively	effectively	ADV
ejge-10168	220	14	and	and	CCONJ
ejge-10168	220	15	reveal	reveal	VERB
ejge-10168	220	16	differences	difference	NOUN
ejge-10168	220	17	between	between	ADP
ejge-10168	220	18	different	different	ADJ
ejge-10168	220	19	terms	term	NOUN
ejge-10168	220	20	.	.	PUNCT
ejge-10168	221	1	in	in	ADP
ejge-10168	221	2	general	general	ADJ
ejge-10168	221	3	,	,	PUNCT
ejge-10168	221	4	responses	response	NOUN
ejge-10168	221	5	vary	vary	VERB
ejge-10168	221	6	over	over	ADP
ejge-10168	221	7	time	time	NOUN
ejge-10168	221	8	.	.	PUNCT
ejge-10168	222	1	as	as	SCONJ
ejge-10168	222	2	shown	show	VERB
ejge-10168	222	3	in	in	ADP
ejge-10168	222	4	figure	figure	NOUN
ejge-10168	222	5	1	1	NUM
ejge-10168	222	6	,	,	PUNCT
ejge-10168	222	7	over	over	ADP
ejge-10168	222	8	a	a	DET
ejge-10168	222	9	1	1	NUM
ejge-10168	222	10	-	-	PUNCT
ejge-10168	222	11	month	month	NOUN
ejge-10168	222	12	time	time	NOUN
ejge-10168	222	13	horizon	horizon	NOUN
ejge-10168	222	14	,	,	PUNCT
ejge-10168	222	15	geopolitical	geopolitical	ADJ
ejge-10168	222	16	risks	risk	NOUN
ejge-10168	222	17	mainly	mainly	ADV
ejge-10168	222	18	exert	exert	VERB
ejge-10168	222	19	positive	positive	ADJ
ejge-10168	222	20	effects	effect	NOUN
ejge-10168	222	21	on	on	ADP
ejge-10168	222	22	the	the	DET
ejge-10168	222	23	returns	return	NOUN
ejge-10168	222	24	of	of	ADP
ejge-10168	222	25	virtually	virtually	ADV
ejge-10168	222	26	all	all	DET
ejge-10168	222	27	g7	g7	PROPN
ejge-10168	222	28	stock	stock	NOUN
ejge-10168	222	29	market	market	NOUN
ejge-10168	222	30	indices	index	NOUN
ejge-10168	222	31	.	.	PUNCT
ejge-10168	223	1	otherwise	otherwise	ADV
ejge-10168	223	2	,	,	PUNCT
ejge-10168	223	3	a	a	DET
ejge-10168	223	4	shock	shock	NOUN
ejge-10168	223	5	to	to	ADP
ejge-10168	223	6	the	the	DET
ejge-10168	223	7	gpr	gpr	PROPN
ejge-10168	223	8	index	index	NOUN
ejge-10168	223	9	mainly	mainly	ADV
ejge-10168	223	10	triggers	trigger	VERB
ejge-10168	223	11	short	short	ADJ
ejge-10168	223	12	-	-	PUNCT
ejge-10168	223	13	term	term	NOUN
ejge-10168	223	14	increases	increase	NOUN
ejge-10168	223	15	in	in	ADP
ejge-10168	223	16	returns	return	NOUN
ejge-10168	223	17	in	in	ADP
ejge-10168	223	18	the	the	DET
ejge-10168	223	19	g7	g7	PROPN
ejge-10168	223	20	countries	country	NOUN
ejge-10168	223	21	.	.	PUNCT
ejge-10168	224	1	in	in	ADP
ejge-10168	224	2	the	the	DET
ejge-10168	224	3	case	case	NOUN
ejge-10168	224	4	of	of	ADP
ejge-10168	224	5	the	the	DET
ejge-10168	224	6	usa	usa	PROPN
ejge-10168	224	7	and	and	CCONJ
ejge-10168	224	8	the	the	DET
ejge-10168	224	9	uk	uk	PROPN
ejge-10168	224	10	,	,	PUNCT
ejge-10168	224	11	the	the	DET
ejge-10168	224	12	gpr	gpr	PROPN
ejge-10168	224	13	has	have	VERB
ejge-10168	224	14	a	a	DET
ejge-10168	224	15	negative	negative	ADJ
ejge-10168	224	16	effect	effect	NOUN
ejge-10168	224	17	on	on	ADP
ejge-10168	224	18	returns	return	NOUN
ejge-10168	224	19	from	from	ADP
ejge-10168	224	20	mid-2020	mid-2020	NOUN
ejge-10168	224	21	,	,	PUNCT
ejge-10168	224	22	resulting	result	VERB
ejge-10168	224	23	in	in	ADP
ejge-10168	224	24	lower	low	ADJ
ejge-10168	224	25	returns	return	NOUN
ejge-10168	224	26	for	for	ADP
ejge-10168	224	27	the	the	DET
ejge-10168	224	28	stock	stock	NOUN
ejge-10168	224	29	market	market	NOUN
ejge-10168	224	30	indices	index	NOUN
ejge-10168	224	31	of	of	ADP
ejge-10168	224	32	these	these	DET
ejge-10168	224	33	two	two	NUM
ejge-10168	224	34	countries	country	NOUN
ejge-10168	224	35	.	.	PUNCT
ejge-10168	225	1	in	in	ADP
ejge-10168	225	2	the	the	DET
ejge-10168	225	3	medium	medium	ADJ
ejge-10168	225	4	term	term	NOUN
ejge-10168	225	5	,	,	PUNCT
ejge-10168	225	6	however	however	ADV
ejge-10168	225	7	,	,	PUNCT
ejge-10168	225	8	yield	yield	VERB
ejge-10168	225	9	responses	response	NOUN
ejge-10168	225	10	in	in	ADP
ejge-10168	225	11	the	the	DET
ejge-10168	225	12	g7	g7	PROPN
ejge-10168	225	13	countries	country	NOUN
ejge-10168	225	14	are	be	AUX
ejge-10168	225	15	weak	weak	ADJ
ejge-10168	225	16	.	.	PUNCT
ejge-10168	226	1	they	they	PRON
ejge-10168	226	2	are	be	AUX
ejge-10168	226	3	mostly	mostly	ADV
ejge-10168	226	4	negative	negative	ADJ
ejge-10168	226	5	,	,	PUNCT
ejge-10168	226	6	with	with	ADP
ejge-10168	226	7	temporary	temporary	ADJ
ejge-10168	226	8	positive	positive	ADJ
ejge-10168	226	9	responses	response	NOUN
ejge-10168	226	10	.	.	PUNCT
ejge-10168	227	1	over	over	ADP
ejge-10168	227	2	the	the	DET
ejge-10168	227	3	12	12	NUM
ejge-10168	227	4	-	-	PUNCT
ejge-10168	227	5	month	month	NOUN
ejge-10168	227	6	horizon	horizon	NOUN
ejge-10168	227	7	,	,	PUNCT
ejge-10168	227	8	responses	response	NOUN
ejge-10168	227	9	are	be	AUX
ejge-10168	227	10	small	small	ADJ
ejge-10168	227	11	and	and	CCONJ
ejge-10168	227	12	almost	almost	ADV
ejge-10168	227	13	non	non	ADJ
ejge-10168	227	14	-	-	ADJ
ejge-10168	227	15	existent	existent	ADJ
ejge-10168	227	16	.	.	PUNCT
ejge-10168	228	1	on	on	ADP
ejge-10168	228	2	the	the	DET
ejge-10168	228	3	other	other	ADJ
ejge-10168	228	4	hand	hand	NOUN
ejge-10168	228	5	,	,	PUNCT
ejge-10168	228	6	the	the	DET
ejge-10168	228	7	largest	large	ADJ
ejge-10168	228	8	positive	positive	ADJ
ejge-10168	228	9	effects	effect	NOUN
ejge-10168	228	10	are	be	AUX
ejge-10168	228	11	seen	see	VERB
ejge-10168	228	12	in	in	ADP
ejge-10168	228	13	the	the	DET
ejge-10168	228	14	period	period	NOUN
ejge-10168	228	15	between	between	ADP
ejge-10168	228	16	mid-2017	mid-2017	NOUN
ejge-10168	228	17	and	and	CCONJ
ejge-10168	228	18	mid-2020	mid-2020	NOUN
ejge-10168	228	19	,	,	PUNCT
ejge-10168	228	20	and	and	CCONJ
ejge-10168	228	21	the	the	DET
ejge-10168	228	22	largest	large	ADJ
ejge-10168	228	23	negative	negative	ADJ
ejge-10168	228	24	impacts	impact	NOUN
ejge-10168	228	25	occur	occur	VERB
ejge-10168	228	26	around	around	ADP
ejge-10168	228	27	early	early	ADJ
ejge-10168	228	28	2020	2020	NUM
ejge-10168	228	29	and	and	CCONJ
ejge-10168	228	30	late	late	ADJ
ejge-10168	228	31	2022	2022	NUM
ejge-10168	228	32	.	.	PUNCT
ejge-10168	229	1	we	we	PRON
ejge-10168	229	2	also	also	ADV
ejge-10168	229	3	find	find	VERB
ejge-10168	229	4	that	that	SCONJ
ejge-10168	229	5	yield	yield	NOUN
ejge-10168	229	6	responses	response	NOUN
ejge-10168	229	7	250	250	NUM
ejge-10168	229	8	ahlem	ahlem	NOUN
ejge-10168	229	9	lamine	lamine	NOUN
ejge-10168	229	10	and	and	CCONJ
ejge-10168	229	11	sirine	sirine	ADJ
ejge-10168	229	12	zribi	zribi	NOUN
ejge-10168	229	13	to	to	ADP
ejge-10168	229	14	geopolitical	geopolitical	ADJ
ejge-10168	229	15	risk	risk	NOUN
ejge-10168	229	16	are	be	AUX
ejge-10168	229	17	strongest	strong	ADJ
ejge-10168	229	18	in	in	ADP
ejge-10168	229	19	the	the	DET
ejge-10168	229	20	short	short	ADJ
ejge-10168	229	21	term	term	NOUN
ejge-10168	229	22	,	,	PUNCT
ejge-10168	229	23	much	much	ADV
ejge-10168	229	24	weaker	weak	ADJ
ejge-10168	229	25	in	in	ADP
ejge-10168	229	26	the	the	DET
ejge-10168	229	27	medium	medium	ADJ
ejge-10168	229	28	-	-	PUNCT
ejge-10168	229	29	term	term	NOUN
ejge-10168	229	30	lag	lag	NOUN
ejge-10168	229	31	,	,	PUNCT
ejge-10168	229	32	and	and	CCONJ
ejge-10168	229	33	negligible	negligible	ADJ
ejge-10168	229	34	in	in	ADP
ejge-10168	229	35	the	the	DET
ejge-10168	229	36	long	long	ADJ
ejge-10168	229	37	term	term	NOUN
ejge-10168	229	38	.	.	PUNCT
ejge-10168	230	1	we	we	PRON
ejge-10168	230	2	can	can	AUX
ejge-10168	230	3	therefore	therefore	ADV
ejge-10168	230	4	conclude	conclude	VERB
ejge-10168	230	5	that	that	SCONJ
ejge-10168	230	6	the	the	DET
ejge-10168	230	7	effect	effect	NOUN
ejge-10168	230	8	of	of	ADP
ejge-10168	230	9	the	the	DET
ejge-10168	230	10	gpr	gpr	PROPN
ejge-10168	230	11	index	index	NOUN
ejge-10168	230	12	on	on	ADP
ejge-10168	230	13	the	the	DET
ejge-10168	230	14	returns	return	NOUN
ejge-10168	230	15	of	of	ADP
ejge-10168	230	16	the	the	DET
ejge-10168	230	17	g7	g7	PROPN
ejge-10168	230	18	country	country	NOUN
ejge-10168	230	19	indices	index	NOUN
ejge-10168	230	20	is	be	AUX
ejge-10168	230	21	seen	see	VERB
ejge-10168	230	22	more	more	ADJ
ejge-10168	230	23	in	in	ADP
ejge-10168	230	24	the	the	DET
ejge-10168	230	25	short	short	ADJ
ejge-10168	230	26	term	term	NOUN
ejge-10168	230	27	.	.	PUNCT
ejge-10168	231	1	it	it	PRON
ejge-10168	231	2	is	be	AUX
ejge-10168	231	3	interesting	interesting	ADJ
ejge-10168	231	4	to	to	PART
ejge-10168	231	5	note	note	VERB
ejge-10168	231	6	that	that	SCONJ
ejge-10168	231	7	g7	g7	PROPN
ejge-10168	231	8	country	country	PROPN
ejge-10168	231	9	index	index	NOUN
ejge-10168	231	10	returns	return	NOUN
ejge-10168	231	11	react	react	VERB
ejge-10168	231	12	to	to	ADP
ejge-10168	231	13	the	the	DET
ejge-10168	231	14	gpr	gpr	PROPN
ejge-10168	231	15	with	with	ADP
ejge-10168	231	16	little	little	ADJ
ejge-10168	231	17	difference	difference	NOUN
ejge-10168	231	18	over	over	ADP
ejge-10168	231	19	the	the	DET
ejge-10168	231	20	entire	entire	ADJ
ejge-10168	231	21	study	study	NOUN
ejge-10168	231	22	period	period	NOUN
ejge-10168	231	23	and	and	CCONJ
ejge-10168	231	24	for	for	ADP
ejge-10168	231	25	all	all	DET
ejge-10168	231	26	three	three	NUM
ejge-10168	231	27	time	time	NOUN
ejge-10168	231	28	horizons	horizon	NOUN
ejge-10168	231	29	.	.	PUNCT
ejge-10168	232	1	our	our	PRON
ejge-10168	232	2	findings	finding	NOUN
ejge-10168	232	3	are	be	AUX
ejge-10168	232	4	in	in	ADP
ejge-10168	232	5	line	line	NOUN
ejge-10168	232	6	with	with	ADP
ejge-10168	232	7	the	the	DET
ejge-10168	232	8	article	article	NOUN
ejge-10168	232	9	by	by	ADP
ejge-10168	232	10	salisu	salisu	PROPN
ejge-10168	232	11	et	et	PROPN
ejge-10168	232	12	al	al	PROPN
ejge-10168	232	13	.	.	PROPN
ejge-10168	233	1	(	(	PUNCT
ejge-10168	233	2	2022	2022	NUM
ejge-10168	233	3	)	)	PUNCT
ejge-10168	233	4	,	,	PUNCT
ejge-10168	233	5	which	which	PRON
ejge-10168	233	6	illustrates	illustrate	VERB
ejge-10168	233	7	that	that	SCONJ
ejge-10168	233	8	gpr	gpr	PROPN
ejge-10168	233	9	is	be	AUX
ejge-10168	233	10	an	an	DET
ejge-10168	233	11	important	important	ADJ
ejge-10168	233	12	predictor	predictor	NOUN
ejge-10168	233	13	of	of	ADP
ejge-10168	233	14	stock	stock	NOUN
ejge-10168	233	15	returns	return	NOUN
ejge-10168	233	16	in	in	ADP
ejge-10168	233	17	advanced	advanced	ADJ
ejge-10168	233	18	economies	economy	NOUN
ejge-10168	233	19	and	and	CCONJ
ejge-10168	233	20	that	that	SCONJ
ejge-10168	233	21	their	their	PRON
ejge-10168	233	22	markets	market	NOUN
ejge-10168	233	23	are	be	AUX
ejge-10168	233	24	adversely	adversely	ADV
ejge-10168	233	25	affected	affect	VERB
ejge-10168	233	26	by	by	ADP
ejge-10168	233	27	gpr	gpr	PROPN
ejge-10168	233	28	threats	threat	NOUN
ejge-10168	233	29	(	(	PUNCT
ejge-10168	233	30	such	such	ADJ
ejge-10168	233	31	as	as	ADP
ejge-10168	233	32	threats	threat	NOUN
ejge-10168	233	33	of	of	ADP
ejge-10168	233	34	war	war	NOUN
ejge-10168	233	35	and	and	CCONJ
ejge-10168	233	36	terrorism	terrorism	NOUN
ejge-10168	233	37	)	)	PUNCT
ejge-10168	233	38	.	.	PUNCT
ejge-10168	234	1	figure	figure	NOUN
ejge-10168	234	2	1	1	NUM
ejge-10168	234	3	.	.	PUNCT
ejge-10168	234	4	time	time	NOUN
ejge-10168	234	5	-	-	PUNCT
ejge-10168	234	6	varying	vary	VERB
ejge-10168	234	7	responses	response	NOUN
ejge-10168	234	8	of	of	ADP
ejge-10168	234	9	g7	g7	PROPN
ejge-10168	234	10	country	country	NOUN
ejge-10168	234	11	indices	indice	VERB
ejge-10168	234	12	returns	return	NOUN
ejge-10168	234	13	to	to	ADP
ejge-10168	234	14	the	the	DET
ejge-10168	234	15	gpr	gpr	PROPN
ejge-10168	234	16	at	at	ADP
ejge-10168	234	17	different	different	ADJ
ejge-10168	234	18	time	time	NOUN
ejge-10168	234	19	horizons	horizon	NOUN
ejge-10168	234	20	.	.	PUNCT
ejge-10168	235	1	note	note	NOUN
ejge-10168	235	2	:	:	PUNCT
ejge-10168	235	3	gpr	gpr	PROPN
ejge-10168	235	4	refers	refer	VERB
ejge-10168	235	5	to	to	ADP
ejge-10168	235	6	the	the	DET
ejge-10168	235	7	gpr	gpr	PROPN
ejge-10168	235	8	benchmark	benchmark	NOUN
ejge-10168	235	9	.	.	PUNCT
ejge-10168	236	1	us	we	PRON
ejge-10168	236	2	,	,	PUNCT
ejge-10168	236	3	uk	uk	PROPN
ejge-10168	236	4	,	,	PUNCT
ejge-10168	236	5	gr	gr	PROPN
ejge-10168	236	6	,	,	PUNCT
ejge-10168	236	7	jp	jp	INTJ
ejge-10168	236	8	,	,	PUNCT
ejge-10168	236	9	fr	fr	INTJ
ejge-10168	236	10	,	,	PUNCT
ejge-10168	236	11	it	it	PRON
ejge-10168	236	12	and	and	CCONJ
ejge-10168	236	13	ca	can	AUX
ejge-10168	236	14	refer	refer	VERB
ejge-10168	236	15	to	to	ADP
ejge-10168	236	16	the	the	DET
ejge-10168	236	17	returns	return	NOUN
ejge-10168	236	18	of	of	ADP
ejge-10168	236	19	the	the	DET
ejge-10168	236	20	benchmark	benchmark	NOUN
ejge-10168	236	21	equity	equity	NOUN
ejge-10168	236	22	indices	index	NOUN
ejge-10168	236	23	in	in	ADP
ejge-10168	236	24	the	the	DET
ejge-10168	236	25	usa	usa	PROPN
ejge-10168	236	26	,	,	PUNCT
ejge-10168	236	27	uk	uk	PROPN
ejge-10168	236	28	,	,	PUNCT
ejge-10168	236	29	germany	germany	PROPN
ejge-10168	236	30	,	,	PUNCT
ejge-10168	236	31	japan	japan	PROPN
ejge-10168	236	32	,	,	PUNCT
ejge-10168	236	33	france	france	PROPN
ejge-10168	236	34	,	,	PUNCT
ejge-10168	236	35	italy	italy	PROPN
ejge-10168	236	36	and	and	CCONJ
ejge-10168	236	37	canada	canada	PROPN
ejge-10168	236	38	,	,	PUNCT
ejge-10168	236	39	respectively	respectively	ADV
ejge-10168	236	40	.	.	PUNCT
ejge-10168	237	1	our	our	PRON
ejge-10168	237	2	results	result	NOUN
ejge-10168	237	3	show	show	VERB
ejge-10168	237	4	that	that	SCONJ
ejge-10168	237	5	the	the	DET
ejge-10168	237	6	impulse	impulse	ADJ
ejge-10168	237	7	responses	response	NOUN
ejge-10168	237	8	of	of	ADP
ejge-10168	237	9	stock	stock	NOUN
ejge-10168	237	10	index	index	NOUN
ejge-10168	237	11	returns	return	NOUN
ejge-10168	237	12	following	follow	VERB
ejge-10168	237	13	a	a	DET
ejge-10168	237	14	shock	shock	NOUN
ejge-10168	237	15	to	to	ADP
ejge-10168	237	16	the	the	DET
ejge-10168	237	17	gpr	gpr	PROPN
ejge-10168	237	18	index	index	NOUN
ejge-10168	237	19	vary	vary	VERB
ejge-10168	237	20	over	over	ADP
ejge-10168	237	21	time	time	NOUN
ejge-10168	237	22	.	.	PUNCT
ejge-10168	238	1	to	to	PART
ejge-10168	238	2	deepen	deepen	VERB
ejge-10168	238	3	this	this	DET
ejge-10168	238	4	analysis	analysis	NOUN
ejge-10168	238	5	,	,	PUNCT
ejge-10168	238	6	we	we	PRON
ejge-10168	238	7	propose	propose	VERB
ejge-10168	238	8	to	to	PART
ejge-10168	238	9	study	study	VERB
ejge-10168	238	10	the	the	DET
ejge-10168	238	11	dynamic	dynamic	ADJ
ejge-10168	238	12	effect	effect	NOUN
ejge-10168	238	13	of	of	ADP
ejge-10168	238	14	geopolitical	geopolitical	ADJ
ejge-10168	238	15	risk	risk	NOUN
ejge-10168	238	16	on	on	ADP
ejge-10168	238	17	specific	specific	ADJ
ejge-10168	238	18	dates	date	NOUN
ejge-10168	238	19	.	.	PUNCT
ejge-10168	239	1	our	our	PRON
ejge-10168	239	2	study	study	NOUN
ejge-10168	239	3	period	period	NOUN
ejge-10168	239	4	(	(	PUNCT
ejge-10168	239	5	2016	2016	NUM
ejge-10168	239	6	-	-	SYM
ejge-10168	239	7	2023	2023	NUM
ejge-10168	239	8	)	)	PUNCT
ejge-10168	239	9	is	be	AUX
ejge-10168	239	10	not	not	PART
ejge-10168	239	11	characterized	characterize	VERB
ejge-10168	239	12	by	by	ADP
ejge-10168	239	13	significant	significant	ADJ
ejge-10168	239	14	geopolitical	geopolitical	ADJ
ejge-10168	239	15	events	event	NOUN
ejge-10168	239	16	,	,	PUNCT
ejge-10168	239	17	and	and	CCONJ
ejge-10168	239	18	even	even	ADV
ejge-10168	239	19	the	the	DET
ejge-10168	239	20	evolution	evolution	NOUN
ejge-10168	239	21	of	of	ADP
ejge-10168	239	22	the	the	DET
ejge-10168	239	23	gpr	gpr	PROPN
ejge-10168	239	24	index	index	NOUN
ejge-10168	239	25	registers	register	NOUN
ejge-10168	239	26	only	only	ADV
ejge-10168	239	27	one	one	NUM
ejge-10168	239	28	peak	peak	NOUN
ejge-10168	239	29	in	in	ADP
ejge-10168	239	30	2022	2022	NUM
ejge-10168	239	31	with	with	ADP
ejge-10168	239	32	the	the	DET
ejge-10168	239	33	russian	russian	ADJ
ejge-10168	239	34	invasion	invasion	NOUN
ejge-10168	239	35	of	of	ADP
ejge-10168	239	36	ukraine	ukraine	NOUN
ejge-10168	239	37	.	.	PUNCT
ejge-10168	240	1	we	we	PRON
ejge-10168	240	2	propose	propose	VERB
ejge-10168	240	3	three	three	NUM
ejge-10168	240	4	dates	date	NOUN
ejge-10168	240	5	:	:	PUNCT
ejge-10168	240	6	january	january	PROPN
ejge-10168	240	7	2017	2017	NUM
ejge-10168	240	8	,	,	PUNCT
ejge-10168	240	9	january	january	PROPN
ejge-10168	240	10	2020	2020	NUM
ejge-10168	240	11	,	,	PUNCT
ejge-10168	240	12	and	and	CCONJ
ejge-10168	240	13	february	february	PROPN
ejge-10168	240	14	2022	2022	NUM
ejge-10168	240	15	.	.	PUNCT
ejge-10168	241	1	these	these	DET
ejge-10168	241	2	three	three	NUM
ejge-10168	241	3	periods	period	NOUN
ejge-10168	241	4	correspond	correspond	VERB
ejge-10168	241	5	to	to	ADP
ejge-10168	241	6	the	the	DET
ejge-10168	241	7	election	election	NOUN
ejge-10168	241	8	of	of	ADP
ejge-10168	241	9	donald	donald	PROPN
ejge-10168	241	10	trump	trump	PROPN
ejge-10168	241	11	as	as	ADP
ejge-10168	241	12	president	president	NOUN
ejge-10168	241	13	of	of	ADP
ejge-10168	241	14	the	the	DET
ejge-10168	241	15	united	united	PROPN
ejge-10168	241	16	states	states	PROPN
ejge-10168	241	17	,	,	PUNCT
ejge-10168	241	18	the	the	DET
ejge-10168	241	19	first	first	ADJ
ejge-10168	241	20	wave	wave	NOUN
ejge-10168	241	21	of	of	ADP
ejge-10168	241	22	the	the	DET
ejge-10168	241	23	health	health	NOUN
ejge-10168	241	24	crisis	crisis	NOUN
ejge-10168	241	25	,	,	PUNCT
ejge-10168	241	26	and	and	CCONJ
ejge-10168	241	27	the	the	DET
ejge-10168	241	28	war	war	NOUN
ejge-10168	241	29	between	between	ADP
ejge-10168	241	30	russia	russia	PROPN
ejge-10168	241	31	and	and	CCONJ
ejge-10168	241	32	ukraine	ukraine	PROPN
ejge-10168	241	33	,	,	PUNCT
ejge-10168	241	34	respectively	respectively	ADV
ejge-10168	241	35	.	.	PUNCT
ejge-10168	242	1	as	as	SCONJ
ejge-10168	242	2	shown	show	VERB
ejge-10168	242	3	in	in	ADP
ejge-10168	242	4	figure	figure	NOUN
ejge-10168	242	5	2	2	NUM
ejge-10168	242	6	,	,	PUNCT
ejge-10168	242	7	g7	g7	PROPN
ejge-10168	242	8	return	return	NOUN
ejge-10168	242	9	responses	response	NOUN
ejge-10168	242	10	are	be	AUX
ejge-10168	242	11	highly	highly	ADV
ejge-10168	242	12	volatile	volatile	ADJ
ejge-10168	242	13	,	,	PUNCT
ejge-10168	242	14	frequently	frequently	ADV
ejge-10168	242	15	shifting	shift	VERB
ejge-10168	242	16	from	from	ADP
ejge-10168	242	17	positive	positive	ADJ
ejge-10168	242	18	to	to	PART
ejge-10168	242	19	negative	negative	ADJ
ejge-10168	242	20	at	at	ADV
ejge-10168	242	21	all	all	ADV
ejge-10168	242	22	three	three	NUM
ejge-10168	242	23	predefined	predefine	VERB
ejge-10168	242	24	dates	date	NOUN
ejge-10168	242	25	.	.	PUNCT
ejge-10168	243	1	as	as	ADP
ejge-10168	243	2	a	a	DET
ejge-10168	243	3	result	result	NOUN
ejge-10168	243	4	,	,	PUNCT
ejge-10168	243	5	we	we	PRON
ejge-10168	243	6	can	can	AUX
ejge-10168	243	7	say	say	VERB
ejge-10168	243	8	that	that	SCONJ
ejge-10168	243	9	the	the	DET
ejge-10168	243	10	effects	effect	NOUN
ejge-10168	243	11	of	of	ADP
ejge-10168	243	12	the	the	DET
ejge-10168	243	13	gpr	gpr	PROPN
ejge-10168	243	14	index	index	NOUN
ejge-10168	243	15	on	on	ADP
ejge-10168	243	16	g7	g7	PROPN
ejge-10168	243	17	stock	stock	NOUN
ejge-10168	243	18	market	market	NOUN
ejge-10168	243	19	returns	return	NOUN
ejge-10168	243	20	have	have	VERB
ejge-10168	243	21	no	no	DET
ejge-10168	243	22	regular	regular	ADJ
ejge-10168	243	23	direction	direction	NOUN
ejge-10168	243	24	during	during	ADP
ejge-10168	243	25	specific	specific	ADJ
ejge-10168	243	26	geopolitical	geopolitical	ADJ
ejge-10168	243	27	events	event	NOUN
ejge-10168	243	28	.	.	PUNCT
ejge-10168	244	1	indeed	indeed	ADV
ejge-10168	244	2	,	,	PUNCT
ejge-10168	244	3	in	in	ADP
ejge-10168	244	4	the	the	DET
ejge-10168	244	5	face	face	NOUN
ejge-10168	244	6	of	of	ADP
ejge-10168	244	7	unpredictable	unpredictable	ADJ
ejge-10168	244	8	and	and	CCONJ
ejge-10168	244	9	significant	significant	ADJ
ejge-10168	244	10	geopolitical	geopolitical	ADJ
ejge-10168	244	11	risks	risk	NOUN
ejge-10168	244	12	,	,	PUNCT
ejge-10168	244	13	investors	investor	NOUN
ejge-10168	244	14	'	'	PART
ejge-10168	244	15	behavior	behavior	NOUN
ejge-10168	244	16	towards	towards	ADP
ejge-10168	244	17	stock	stock	NOUN
ejge-10168	244	18	market	market	NOUN
ejge-10168	244	19	investments	investment	NOUN
ejge-10168	244	20	can	can	AUX
ejge-10168	244	21	go	go	VERB
ejge-10168	244	22	either	either	DET
ejge-10168	244	23	way	way	NOUN
ejge-10168	244	24	,	,	PUNCT
ejge-10168	244	25	depending	depend	VERB
ejge-10168	244	26	on	on	ADP
ejge-10168	244	27	their	their	PRON
ejge-10168	244	28	expectations	expectation	NOUN
ejge-10168	244	29	and	and	CCONJ
ejge-10168	244	30	risk	risk	NOUN
ejge-10168	244	31	aversion	aversion	NOUN
ejge-10168	244	32	.	.	PUNCT
ejge-10168	245	1	some	some	DET
ejge-10168	245	2	investors	investor	NOUN
ejge-10168	245	3	choose	choose	VERB
ejge-10168	245	4	to	to	PART
ejge-10168	245	5	buy	buy	VERB
ejge-10168	245	6	stocks	stock	NOUN
ejge-10168	245	7	,	,	PUNCT
ejge-10168	245	8	and	and	CCONJ
ejge-10168	245	9	others	other	NOUN
ejge-10168	245	10	choose	choose	VERB
ejge-10168	245	11	to	to	PART
ejge-10168	245	12	sell	sell	VERB
ejge-10168	245	13	based	base	VERB
ejge-10168	245	14	on	on	ADP
ejge-10168	245	15	their	their	PRON
ejge-10168	245	16	expectations	expectation	NOUN
ejge-10168	245	17	for	for	ADP
ejge-10168	245	18	the	the	DET
ejge-10168	245	19	future	future	NOUN
ejge-10168	245	20	,	,	PUNCT
ejge-10168	245	21	triggering	trigger	VERB
ejge-10168	245	22	a	a	DET
ejge-10168	245	23	corresponding	corresponding	ADJ
ejge-10168	245	24	rise	rise	NOUN
ejge-10168	245	25	or	or	CCONJ
ejge-10168	245	26	fall	fall	VERB
ejge-10168	245	27	in	in	ADP
ejge-10168	245	28	stock	stock	NOUN
ejge-10168	245	29	returns	return	NOUN
ejge-10168	245	30	.	.	PUNCT
ejge-10168	246	1	in	in	ADP
ejge-10168	246	2	addition	addition	NOUN
ejge-10168	246	3	,	,	PUNCT
ejge-10168	246	4	the	the	DET
ejge-10168	246	5	biggest	big	ADJ
ejge-10168	246	6	return	return	NOUN
ejge-10168	246	7	reactions	reaction	NOUN
ejge-10168	246	8	were	be	AUX
ejge-10168	246	9	seen	see	VERB
ejge-10168	246	10	during	during	ADP
ejge-10168	246	11	the	the	DET
ejge-10168	246	12	health	health	NOUN
ejge-10168	246	13	crisis	crisis	NOUN
ejge-10168	246	14	and	and	CCONJ
ejge-10168	246	15	the	the	DET
ejge-10168	246	16	russian	russian	ADJ
ejge-10168	246	17	invasion	invasion	NOUN
ejge-10168	246	18	of	of	ADP
ejge-10168	246	19	ukraine	ukraine	NOUN
ejge-10168	246	20	.	.	PUNCT
ejge-10168	247	1	during	during	ADP
ejge-10168	247	2	the	the	DET
ejge-10168	247	3	health	health	NOUN
ejge-10168	247	4	crisis	crisis	NOUN
ejge-10168	247	5	and	and	CCONJ
ejge-10168	247	6	the	the	DET
ejge-10168	247	7	war	war	NOUN
ejge-10168	247	8	between	between	ADP
ejge-10168	247	9	russia	russia	PROPN
ejge-10168	247	10	and	and	CCONJ
ejge-10168	247	11	ukraine	ukraine	PROPN
ejge-10168	247	12	,	,	PUNCT
ejge-10168	247	13	the	the	DET
ejge-10168	247	14	return	return	NOUN
ejge-10168	247	15	responses	response	NOUN
ejge-10168	247	16	of	of	ADP
ejge-10168	247	17	the	the	DET
ejge-10168	247	18	g7	g7	PROPN
ejge-10168	247	19	stock	stock	NOUN
ejge-10168	247	20	indices	index	NOUN
ejge-10168	247	21	(	(	PUNCT
ejge-10168	247	22	except	except	SCONJ
ejge-10168	247	23	japan	japan	PROPN
ejge-10168	247	24	)	)	PUNCT
ejge-10168	247	25	are	be	AUX
ejge-10168	247	26	similar	similar	ADJ
ejge-10168	247	27	,	,	PUNCT
ejge-10168	247	28	passing	pass	VERB
ejge-10168	247	29	through	through	ADP
ejge-10168	247	30	a	a	DET
ejge-10168	247	31	negative	negative	ADJ
ejge-10168	247	32	-	-	PUNCT
ejge-10168	247	33	positivedo	positivedo	NOUN
ejge-10168	247	34	geopolitical	geopolitical	ADJ
ejge-10168	247	35	risks	risk	NOUN
ejge-10168	247	36	affect	affect	VERB
ejge-10168	247	37	stock	stock	NOUN
ejge-10168	247	38	market	market	NOUN
ejge-10168	247	39	returns	return	NOUN
ejge-10168	247	40	and	and	CCONJ
ejge-10168	247	41	volatilities	volatility	NOUN
ejge-10168	247	42	negative	negative	ADJ
ejge-10168	247	43	alteration	alteration	NOUN
ejge-10168	247	44	process	process	NOUN
ejge-10168	247	45	.	.	PUNCT
ejge-10168	248	1	in	in	ADP
ejge-10168	248	2	the	the	DET
ejge-10168	248	3	case	case	NOUN
ejge-10168	248	4	of	of	ADP
ejge-10168	248	5	japan	japan	PROPN
ejge-10168	248	6	,	,	PUNCT
ejge-10168	248	7	the	the	DET
ejge-10168	248	8	effect	effect	NOUN
ejge-10168	248	9	of	of	ADP
ejge-10168	248	10	the	the	DET
ejge-10168	248	11	gpr	gpr	PROPN
ejge-10168	248	12	index	index	NOUN
ejge-10168	248	13	on	on	ADP
ejge-10168	248	14	nikkei	nikkei	PROPN
ejge-10168	248	15	returns	return	NOUN
ejge-10168	248	16	is	be	AUX
ejge-10168	248	17	always	always	ADV
ejge-10168	248	18	positive	positive	ADJ
ejge-10168	248	19	during	during	ADP
ejge-10168	248	20	the	the	DET
ejge-10168	248	21	covid-19	covid-19	PROPN
ejge-10168	248	22	crisis	crisis	NOUN
ejge-10168	248	23	and	and	CCONJ
ejge-10168	248	24	negative	negative	ADJ
ejge-10168	248	25	during	during	ADP
ejge-10168	248	26	the	the	DET
ejge-10168	248	27	russian	russian	ADJ
ejge-10168	248	28	invasion	invasion	NOUN
ejge-10168	248	29	of	of	ADP
ejge-10168	248	30	ukraine	ukraine	NOUN
ejge-10168	248	31	.	.	PUNCT
ejge-10168	249	1	this	this	DET
ejge-10168	249	2	result	result	NOUN
ejge-10168	249	3	is	be	AUX
ejge-10168	249	4	in	in	ADP
ejge-10168	249	5	line	line	NOUN
ejge-10168	249	6	with	with	ADP
ejge-10168	249	7	the	the	DET
ejge-10168	249	8	study	study	NOUN
ejge-10168	249	9	by	by	ADP
ejge-10168	249	10	abbasi	abbasi	PROPN
ejge-10168	249	11	et	et	PROPN
ejge-10168	249	12	al	al	PROPN
ejge-10168	249	13	.	.	PROPN
ejge-10168	250	1	(	(	PUNCT
ejge-10168	250	2	2022	2022	NUM
ejge-10168	250	3	)	)	PUNCT
ejge-10168	250	4	,	,	PUNCT
ejge-10168	250	5	which	which	PRON
ejge-10168	250	6	shows	show	VERB
ejge-10168	250	7	that	that	SCONJ
ejge-10168	250	8	the	the	DET
ejge-10168	250	9	stock	stock	NOUN
ejge-10168	250	10	prices	price	NOUN
ejge-10168	250	11	of	of	ADP
ejge-10168	250	12	g7	g7	PROPN
ejge-10168	250	13	countries	country	NOUN
ejge-10168	250	14	are	be	AUX
ejge-10168	250	15	fragile	fragile	ADJ
ejge-10168	250	16	in	in	ADP
ejge-10168	250	17	the	the	DET
ejge-10168	250	18	face	face	NOUN
ejge-10168	250	19	of	of	ADP
ejge-10168	250	20	war	war	NOUN
ejge-10168	250	21	events	event	NOUN
ejge-10168	250	22	,	,	PUNCT
ejge-10168	250	23	creating	create	VERB
ejge-10168	250	24	negative	negative	ADJ
ejge-10168	250	25	abnormal	abnormal	ADJ
ejge-10168	250	26	returns	return	NOUN
ejge-10168	250	27	.	.	PUNCT
ejge-10168	251	1	figure	figure	NOUN
ejge-10168	251	2	2	2	NUM
ejge-10168	251	3	.	.	NOUN
ejge-10168	251	4	time	time	NOUN
ejge-10168	251	5	-	-	PUNCT
ejge-10168	251	6	varyingresponses	varyingresponse	NOUN
ejge-10168	251	7	of	of	ADP
ejge-10168	251	8	g7	g7	PROPN
ejge-10168	251	9	country	country	NOUN
ejge-10168	251	10	indices	indice	VERB
ejge-10168	251	11	returns	return	NOUN
ejge-10168	251	12	to	to	ADP
ejge-10168	251	13	the	the	DET
ejge-10168	251	14	gpr	gpr	PROPN
ejge-10168	251	15	at	at	ADP
ejge-10168	251	16	differentdates	differentdate	NOUN
ejge-10168	251	17	.	.	PUNCT
ejge-10168	252	1	note	note	NOUN
ejge-10168	252	2	:	:	PUNCT
ejge-10168	252	3	gpr	gpr	PROPN
ejge-10168	252	4	refers	refer	VERB
ejge-10168	252	5	to	to	ADP
ejge-10168	252	6	the	the	DET
ejge-10168	252	7	gpr	gpr	PROPN
ejge-10168	252	8	benchmark.us	benchmark.us	PROPN
ejge-10168	252	9	,	,	PUNCT
ejge-10168	252	10	uk	uk	PROPN
ejge-10168	252	11	,	,	PUNCT
ejge-10168	252	12	gr	gr	PROPN
ejge-10168	252	13	,	,	PUNCT
ejge-10168	252	14	jp	jp	INTJ
ejge-10168	252	15	,	,	PUNCT
ejge-10168	252	16	fr	fr	INTJ
ejge-10168	252	17	,	,	PUNCT
ejge-10168	252	18	it	it	PRON
ejge-10168	252	19	and	and	CCONJ
ejge-10168	252	20	ca	can	AUX
ejge-10168	252	21	refer	refer	VERB
ejge-10168	252	22	to	to	ADP
ejge-10168	252	23	the	the	DET
ejge-10168	252	24	returns	return	NOUN
ejge-10168	252	25	of	of	ADP
ejge-10168	252	26	the	the	DET
ejge-10168	252	27	benchmark	benchmark	NOUN
ejge-10168	252	28	equity	equity	NOUN
ejge-10168	252	29	indices	index	NOUN
ejge-10168	252	30	in	in	ADP
ejge-10168	252	31	the	the	DET
ejge-10168	252	32	usa	usa	PROPN
ejge-10168	252	33	,	,	PUNCT
ejge-10168	252	34	uk	uk	PROPN
ejge-10168	252	35	,	,	PUNCT
ejge-10168	252	36	germany	germany	PROPN
ejge-10168	252	37	,	,	PUNCT
ejge-10168	252	38	japan	japan	PROPN
ejge-10168	252	39	,	,	PUNCT
ejge-10168	252	40	france	france	PROPN
ejge-10168	252	41	,	,	PUNCT
ejge-10168	252	42	italy	italy	PROPN
ejge-10168	252	43	and	and	CCONJ
ejge-10168	252	44	canada	canada	PROPN
ejge-10168	252	45	,	,	PUNCT
ejge-10168	252	46	respectively	respectively	ADV
ejge-10168	252	47	.	.	PUNCT
ejge-10168	253	1	4.3.2	4.3.2	NUM
ejge-10168	253	2	time	time	NOUN
ejge-10168	253	3	-	-	PUNCT
ejge-10168	253	4	varying	vary	VERB
ejge-10168	253	5	effects	effect	NOUN
ejge-10168	253	6	of	of	ADP
ejge-10168	253	7	the	the	DET
ejge-10168	253	8	gpr	gpr	PROPN
ejge-10168	253	9	index	index	NOUN
ejge-10168	253	10	on	on	ADP
ejge-10168	253	11	g7	g7	PROPN
ejge-10168	253	12	stock	stock	NOUN
ejge-10168	253	13	market	market	NOUN
ejge-10168	253	14	volatilities	volatility	NOUN
ejge-10168	253	15	in	in	ADP
ejge-10168	253	16	addition	addition	NOUN
ejge-10168	253	17	to	to	ADP
ejge-10168	253	18	studying	study	VERB
ejge-10168	253	19	the	the	DET
ejge-10168	253	20	effect	effect	NOUN
ejge-10168	253	21	of	of	ADP
ejge-10168	253	22	political	political	ADJ
ejge-10168	253	23	risk	risk	NOUN
ejge-10168	253	24	on	on	ADP
ejge-10168	253	25	stock	stock	NOUN
ejge-10168	253	26	returns	return	NOUN
ejge-10168	253	27	,	,	PUNCT
ejge-10168	253	28	we	we	PRON
ejge-10168	253	29	also	also	ADV
ejge-10168	253	30	propose	propose	VERB
ejge-10168	253	31	to	to	PART
ejge-10168	253	32	analyze	analyze	VERB
ejge-10168	253	33	the	the	DET
ejge-10168	253	34	effect	effect	NOUN
ejge-10168	253	35	of	of	ADP
ejge-10168	253	36	the	the	DET
ejge-10168	253	37	gpr	gpr	PROPN
ejge-10168	253	38	index	index	NOUN
ejge-10168	253	39	on	on	ADP
ejge-10168	253	40	stock	stock	NOUN
ejge-10168	253	41	market	market	NOUN
ejge-10168	253	42	volatility	volatility	NOUN
ejge-10168	253	43	.	.	PUNCT
ejge-10168	254	1	as	as	SCONJ
ejge-10168	254	2	already	already	ADV
ejge-10168	254	3	mentioned	mention	VERB
ejge-10168	254	4	,	,	PUNCT
ejge-10168	254	5	these	these	DET
ejge-10168	254	6	volatilities	volatility	NOUN
ejge-10168	254	7	have	have	AUX
ejge-10168	254	8	been	be	AUX
ejge-10168	254	9	extracted	extract	VERB
ejge-10168	254	10	using	use	VERB
ejge-10168	254	11	garch	garch	NOUN
ejge-10168	254	12	models	model	NOUN
ejge-10168	254	13	.	.	PUNCT
ejge-10168	255	1	figure	figure	NOUN
ejge-10168	255	2	3	3	NUM
ejge-10168	255	3	shows	show	VERB
ejge-10168	255	4	the	the	DET
ejge-10168	255	5	impulse	impulse	ADJ
ejge-10168	255	6	responses	response	NOUN
ejge-10168	255	7	of	of	ADP
ejge-10168	255	8	g7	g7	PROPN
ejge-10168	255	9	stock	stock	PROPN
ejge-10168	255	10	index	index	PROPN
ejge-10168	255	11	return	return	VERB
ejge-10168	255	12	volatilities	volatility	NOUN
ejge-10168	255	13	to	to	ADP
ejge-10168	255	14	short-	short-	ADV
ejge-10168	255	15	,	,	PUNCT
ejge-10168	255	16	mediumand	mediumand	NOUN
ejge-10168	255	17	long	long	ADJ
ejge-10168	255	18	-	-	PUNCT
ejge-10168	255	19	term	term	NOUN
ejge-10168	255	20	gpr	gpr	PROPN
ejge-10168	255	21	index	index	NOUN
ejge-10168	255	22	shocks	shock	NOUN
ejge-10168	255	23	.	.	PUNCT
ejge-10168	256	1	as	as	ADP
ejge-10168	256	2	in	in	ADP
ejge-10168	256	3	the	the	DET
ejge-10168	256	4	case	case	NOUN
ejge-10168	256	5	of	of	ADP
ejge-10168	256	6	returns	return	NOUN
ejge-10168	256	7	,	,	PUNCT
ejge-10168	256	8	volatility	volatility	NOUN
ejge-10168	256	9	responses	response	NOUN
ejge-10168	256	10	are	be	AUX
ejge-10168	256	11	dynamic	dynamic	ADJ
ejge-10168	256	12	and	and	CCONJ
ejge-10168	256	13	change	change	VERB
ejge-10168	256	14	over	over	ADP
ejge-10168	256	15	time	time	NOUN
ejge-10168	256	16	.	.	PUNCT
ejge-10168	257	1	as	as	SCONJ
ejge-10168	257	2	shown	show	VERB
ejge-10168	257	3	in	in	ADP
ejge-10168	257	4	figure	figure	NOUN
ejge-10168	257	5	3	3	NUM
ejge-10168	257	6	,	,	PUNCT
ejge-10168	257	7	in	in	ADP
ejge-10168	257	8	the	the	DET
ejge-10168	257	9	short	short	ADJ
ejge-10168	257	10	,	,	PUNCT
ejge-10168	257	11	medium	medium	ADJ
ejge-10168	257	12	and	and	CCONJ
ejge-10168	257	13	long	long	ADJ
ejge-10168	257	14	term	term	NOUN
ejge-10168	257	15	,	,	PUNCT
ejge-10168	257	16	geopolitical	geopolitical	ADJ
ejge-10168	257	17	risks	risk	NOUN
ejge-10168	257	18	mainly	mainly	ADV
ejge-10168	257	19	exert	exert	VERB
ejge-10168	257	20	positive	positive	ADJ
ejge-10168	257	21	effects	effect	NOUN
ejge-10168	257	22	on	on	ADP
ejge-10168	257	23	the	the	DET
ejge-10168	257	24	volatilities	volatility	NOUN
ejge-10168	257	25	of	of	ADP
ejge-10168	257	26	almost	almost	ADV
ejge-10168	257	27	all	all	PRON
ejge-10168	257	28	g7	g7	PROPN
ejge-10168	257	29	stock	stock	NOUN
ejge-10168	257	30	market	market	NOUN
ejge-10168	257	31	indices	index	NOUN
ejge-10168	257	32	and	and	CCONJ
ejge-10168	257	33	over	over	ADP
ejge-10168	257	34	the	the	DET
ejge-10168	257	35	entire	entire	ADJ
ejge-10168	257	36	study	study	NOUN
ejge-10168	257	37	period	period	NOUN
ejge-10168	257	38	(	(	PUNCT
ejge-10168	257	39	except	except	SCONJ
ejge-10168	257	40	for	for	ADP
ejge-10168	257	41	the	the	DET
ejge-10168	257	42	uk	uk	PROPN
ejge-10168	257	43	and	and	CCONJ
ejge-10168	257	44	italy	italy	PROPN
ejge-10168	257	45	)	)	PUNCT
ejge-10168	257	46	.	.	PUNCT
ejge-10168	258	1	for	for	ADP
ejge-10168	258	2	these	these	DET
ejge-10168	258	3	two	two	NUM
ejge-10168	258	4	countries	country	NOUN
ejge-10168	258	5	,	,	PUNCT
ejge-10168	258	6	we	we	PRON
ejge-10168	258	7	observe	observe	VERB
ejge-10168	258	8	mainly	mainly	ADV
ejge-10168	258	9	positive	positive	ADJ
ejge-10168	258	10	reactions	reaction	NOUN
ejge-10168	258	11	,	,	PUNCT
ejge-10168	258	12	with	with	ADP
ejge-10168	258	13	temporary	temporary	ADJ
ejge-10168	258	14	negative	negative	ADJ
ejge-10168	258	15	reactions	reaction	NOUN
ejge-10168	258	16	for	for	ADP
ejge-10168	258	17	the	the	DET
ejge-10168	258	18	period	period	NOUN
ejge-10168	258	19	mid-2019	mid-2019	NOUN
ejge-10168	258	20	and	and	CCONJ
ejge-10168	258	21	end	end	NOUN
ejge-10168	258	22	of	of	ADP
ejge-10168	258	23	2020	2020	NUM
ejge-10168	258	24	.	.	PUNCT
ejge-10168	259	1	overall	overall	ADV
ejge-10168	259	2	,	,	PUNCT
ejge-10168	259	3	we	we	PRON
ejge-10168	259	4	can	can	AUX
ejge-10168	259	5	conclude	conclude	VERB
ejge-10168	259	6	that	that	SCONJ
ejge-10168	259	7	the	the	DET
ejge-10168	259	8	gpr	gpr	PROPN
ejge-10168	259	9	index	index	NOUN
ejge-10168	259	10	has	have	VERB
ejge-10168	259	11	a	a	DET
ejge-10168	259	12	positive	positive	ADJ
ejge-10168	259	13	effect	effect	NOUN
ejge-10168	259	14	on	on	ADP
ejge-10168	259	15	the	the	DET
ejge-10168	259	16	volatility	volatility	NOUN
ejge-10168	259	17	of	of	ADP
ejge-10168	259	18	stock	stock	NOUN
ejge-10168	259	19	market	market	NOUN
ejge-10168	259	20	indices	index	NOUN
ejge-10168	259	21	in	in	ADP
ejge-10168	259	22	the	the	DET
ejge-10168	259	23	g7	g7	PROPN
ejge-10168	259	24	countries	country	NOUN
ejge-10168	259	25	,	,	PUNCT
ejge-10168	259	26	which	which	PRON
ejge-10168	259	27	translates	translate	VERB
ejge-10168	259	28	into	into	ADP
ejge-10168	259	29	higher	high	ADJ
ejge-10168	259	30	risks	risk	NOUN
ejge-10168	259	31	for	for	ADP
ejge-10168	259	32	this	this	DET
ejge-10168	259	33	type	type	NOUN
ejge-10168	259	34	of	of	ADP
ejge-10168	259	35	investment	investment	NOUN
ejge-10168	259	36	.	.	PUNCT
ejge-10168	260	1	this	this	DET
ejge-10168	260	2	finding	finding	NOUN
ejge-10168	260	3	confirms	confirm	VERB
ejge-10168	260	4	the	the	DET
ejge-10168	260	5	conclusions	conclusion	NOUN
ejge-10168	260	6	of	of	ADP
ejge-10168	260	7	balcilar	balcilar	PROPN
ejge-10168	260	8	et	et	PROPN
ejge-10168	260	9	al	al	PROPN
ejge-10168	260	10	.	.	PROPN
ejge-10168	261	1	(	(	PUNCT
ejge-10168	261	2	2018	2018	NUM
ejge-10168	261	3	)	)	PUNCT
ejge-10168	261	4	,	,	PUNCT
ejge-10168	261	5	bouras	boura	NOUN
ejge-10168	261	6	et	et	PROPN
ejge-10168	261	7	al	al	PROPN
ejge-10168	261	8	.	.	PROPN
ejge-10168	262	1	(	(	PUNCT
ejge-10168	262	2	2019	2019	NUM
ejge-10168	262	3	)	)	PUNCT
ejge-10168	262	4	and	and	CCONJ
ejge-10168	262	5	das	das	PROPN
ejge-10168	262	6	et	et	PROPN
ejge-10168	262	7	al	al	PROPN
ejge-10168	262	8	.	.	PROPN
ejge-10168	263	1	(	(	PUNCT
ejge-10168	263	2	2019	2019	NUM
ejge-10168	263	3	)	)	PUNCT
ejge-10168	263	4	,	,	PUNCT
ejge-10168	263	5	who	who	PRON
ejge-10168	263	6	also	also	ADV
ejge-10168	263	7	found	find	VERB
ejge-10168	263	8	positive	positive	ADJ
ejge-10168	263	9	gpr	gpr	NOUN
ejge-10168	263	10	effects	effect	NOUN
ejge-10168	263	11	on	on	ADP
ejge-10168	263	12	stock	stock	NOUN
ejge-10168	263	13	volatility	volatility	NOUN
ejge-10168	263	14	.	.	PUNCT
ejge-10168	264	1	we	we	PRON
ejge-10168	264	2	also	also	ADV
ejge-10168	264	3	note	note	VERB
ejge-10168	264	4	that	that	SCONJ
ejge-10168	264	5	,	,	PUNCT
ejge-10168	264	6	unlike	unlike	ADP
ejge-10168	264	7	returns	return	NOUN
ejge-10168	264	8	,	,	PUNCT
ejge-10168	264	9	volatility	volatility	NOUN
ejge-10168	264	10	responses	response	NOUN
ejge-10168	264	11	to	to	ADP
ejge-10168	264	12	geopolitical	geopolitical	ADJ
ejge-10168	264	13	risk	risk	NOUN
ejge-10168	264	14	are	be	AUX
ejge-10168	264	15	strongest	strong	ADJ
ejge-10168	264	16	in	in	ADP
ejge-10168	264	17	the	the	DET
ejge-10168	264	18	long	long	ADJ
ejge-10168	264	19	term	term	NOUN
ejge-10168	264	20	,	,	PUNCT
ejge-10168	264	21	much	much	ADV
ejge-10168	264	22	weaker	weak	ADJ
ejge-10168	264	23	in	in	ADP
ejge-10168	264	24	the	the	DET
ejge-10168	264	25	medium	medium	ADJ
ejge-10168	264	26	term	term	NOUN
ejge-10168	264	27	and	and	CCONJ
ejge-10168	264	28	negligible	negligible	ADJ
ejge-10168	264	29	in	in	ADP
ejge-10168	264	30	the	the	DET
ejge-10168	264	31	short	short	ADJ
ejge-10168	264	32	term	term	NOUN
ejge-10168	264	33	.	.	PUNCT
ejge-10168	265	1	we	we	PRON
ejge-10168	265	2	can	can	AUX
ejge-10168	265	3	therefore	therefore	ADV
ejge-10168	265	4	conclude	conclude	VERB
ejge-10168	265	5	that	that	SCONJ
ejge-10168	265	6	the	the	DET
ejge-10168	265	7	effect	effect	NOUN
ejge-10168	265	8	of	of	ADP
ejge-10168	265	9	the	the	DET
ejge-10168	265	10	gpr	gpr	PROPN
ejge-10168	265	11	index	index	NOUN
ejge-10168	265	12	on	on	ADP
ejge-10168	265	13	the	the	DET
ejge-10168	265	14	volatilities	volatility	NOUN
ejge-10168	265	15	of	of	ADP
ejge-10168	265	16	the	the	DET
ejge-10168	265	17	g7	g7	PROPN
ejge-10168	265	18	indices	index	NOUN
ejge-10168	265	19	is	be	AUX
ejge-10168	265	20	more	more	ADV
ejge-10168	265	21	pronounced	pronounced	ADJ
ejge-10168	265	22	in	in	ADP
ejge-10168	265	23	the	the	DET
ejge-10168	265	24	long	long	ADJ
ejge-10168	265	25	term	term	NOUN
ejge-10168	265	26	.	.	PUNCT
ejge-10168	266	1	there	there	PRON
ejge-10168	266	2	is	be	VERB
ejge-10168	266	3	therefore	therefore	ADV
ejge-10168	266	4	some	some	DET
ejge-10168	266	5	persistence	persistence	NOUN
ejge-10168	266	6	in	in	ADP
ejge-10168	266	7	the	the	DET
ejge-10168	266	8	effect	effect	NOUN
ejge-10168	266	9	of	of	ADP
ejge-10168	266	10	gpr	gpr	PROPN
ejge-10168	266	11	indice	indice	NOUN
ejge-10168	266	12	on	on	ADP
ejge-10168	266	13	volatilities	volatility	NOUN
ejge-10168	266	14	.	.	PUNCT
ejge-10168	267	1	252	252	NUM
ejge-10168	267	2	ahlem	ahlem	NOUN
ejge-10168	267	3	lamine	lamine	NOUN
ejge-10168	267	4	and	and	CCONJ
ejge-10168	267	5	sirine	sirine	ADJ
ejge-10168	267	6	zribi	zribi	NOUN
ejge-10168	267	7	figure	figure	VERB
ejge-10168	267	8	3	3	NUM
ejge-10168	267	9	.	.	NOUN
ejge-10168	267	10	time	time	NOUN
ejge-10168	267	11	-	-	PUNCT
ejge-10168	267	12	varying	vary	VERB
ejge-10168	267	13	responses	response	NOUN
ejge-10168	267	14	of	of	ADP
ejge-10168	267	15	g7	g7	PROPN
ejge-10168	267	16	country	country	NOUN
ejge-10168	267	17	indices	indice	VERB
ejge-10168	267	18	volatilities	volatility	NOUN
ejge-10168	267	19	to	to	ADP
ejge-10168	267	20	the	the	DET
ejge-10168	267	21	gpr	gpr	PROPN
ejge-10168	267	22	at	at	ADP
ejge-10168	267	23	different	different	ADJ
ejge-10168	267	24	time	time	NOUN
ejge-10168	267	25	horizons	horizon	NOUN
ejge-10168	267	26	.	.	PUNCT
ejge-10168	268	1	note	note	NOUN
ejge-10168	268	2	:	:	PUNCT
ejge-10168	268	3	gpr	gpr	PROPN
ejge-10168	268	4	refers	refer	VERB
ejge-10168	268	5	to	to	ADP
ejge-10168	268	6	the	the	DET
ejge-10168	268	7	gpr	gpr	PROPN
ejge-10168	268	8	benchmark	benchmark	NOUN
ejge-10168	268	9	.	.	PUNCT
ejge-10168	269	1	usv	usv	PROPN
ejge-10168	269	2	,	,	PUNCT
ejge-10168	269	3	ukv	ukv	PROPN
ejge-10168	269	4	,	,	PUNCT
ejge-10168	269	5	grv	grv	PROPN
ejge-10168	269	6	,	,	PUNCT
ejge-10168	269	7	jpv	jpv	PROPN
ejge-10168	269	8	,	,	PUNCT
ejge-10168	269	9	frv	frv	NOUN
ejge-10168	269	10	,	,	PUNCT
ejge-10168	269	11	itv	itv	PROPN
ejge-10168	269	12	and	and	CCONJ
ejge-10168	269	13	cav	cav	NOUN
ejge-10168	269	14	refer	refer	NOUN
ejge-10168	269	15	to	to	ADP
ejge-10168	269	16	the	the	DET
ejge-10168	269	17	volatilities	volatility	NOUN
ejge-10168	269	18	of	of	ADP
ejge-10168	269	19	the	the	DET
ejge-10168	269	20	benchmark	benchmark	NOUN
ejge-10168	269	21	equity	equity	NOUN
ejge-10168	269	22	indices	index	NOUN
ejge-10168	269	23	in	in	ADP
ejge-10168	269	24	the	the	DET
ejge-10168	269	25	usa	usa	PROPN
ejge-10168	269	26	,	,	PUNCT
ejge-10168	269	27	uk	uk	PROPN
ejge-10168	269	28	,	,	PUNCT
ejge-10168	269	29	germany	germany	PROPN
ejge-10168	269	30	,	,	PUNCT
ejge-10168	269	31	japan	japan	PROPN
ejge-10168	269	32	,	,	PUNCT
ejge-10168	269	33	france	france	PROPN
ejge-10168	269	34	,	,	PUNCT
ejge-10168	269	35	italy	italy	PROPN
ejge-10168	269	36	and	and	CCONJ
ejge-10168	269	37	canada	canada	PROPN
ejge-10168	269	38	,	,	PUNCT
ejge-10168	269	39	respectively	respectively	ADV
ejge-10168	269	40	.	.	PUNCT
ejge-10168	270	1	as	as	SCONJ
ejge-10168	270	2	shown	show	VERB
ejge-10168	270	3	in	in	ADP
ejge-10168	270	4	figure	figure	NOUN
ejge-10168	270	5	4	4	NUM
ejge-10168	270	6	,	,	PUNCT
ejge-10168	270	7	the	the	DET
ejge-10168	270	8	reactions	reaction	NOUN
ejge-10168	270	9	of	of	ADP
ejge-10168	270	10	g7	g7	PROPN
ejge-10168	270	11	volatilities	volatility	NOUN
ejge-10168	270	12	are	be	AUX
ejge-10168	270	13	,	,	PUNCT
ejge-10168	270	14	in	in	ADP
ejge-10168	270	15	the	the	DET
ejge-10168	270	16	majority	majority	NOUN
ejge-10168	270	17	of	of	ADP
ejge-10168	270	18	cases	case	NOUN
ejge-10168	270	19	,	,	PUNCT
ejge-10168	270	20	positive	positive	ADJ
ejge-10168	270	21	on	on	ADP
ejge-10168	270	22	all	all	DET
ejge-10168	270	23	three	three	NUM
ejge-10168	270	24	predefined	predefine	VERB
ejge-10168	270	25	dates	date	NOUN
ejge-10168	270	26	.	.	PUNCT
ejge-10168	271	1	consequently	consequently	ADV
ejge-10168	271	2	,	,	PUNCT
ejge-10168	271	3	we	we	PRON
ejge-10168	271	4	can	can	AUX
ejge-10168	271	5	say	say	VERB
ejge-10168	271	6	that	that	SCONJ
ejge-10168	271	7	geopolitical	geopolitical	ADJ
ejge-10168	271	8	risk	risk	NOUN
ejge-10168	271	9	increases	increase	VERB
ejge-10168	271	10	the	the	DET
ejge-10168	271	11	risk	risk	NOUN
ejge-10168	271	12	of	of	ADP
ejge-10168	271	13	investing	invest	VERB
ejge-10168	271	14	in	in	ADP
ejge-10168	271	15	g7	g7	PROPN
ejge-10168	271	16	stock	stock	NOUN
ejge-10168	271	17	markets	market	NOUN
ejge-10168	271	18	.	.	PUNCT
ejge-10168	272	1	in	in	ADP
ejge-10168	272	2	addition	addition	NOUN
ejge-10168	272	3	,	,	PUNCT
ejge-10168	272	4	the	the	DET
ejge-10168	272	5	strongest	strong	ADJ
ejge-10168	272	6	reactions	reaction	NOUN
ejge-10168	272	7	were	be	AUX
ejge-10168	272	8	observed	observe	VERB
ejge-10168	272	9	in	in	ADP
ejge-10168	272	10	2022	2022	NUM
ejge-10168	272	11	,	,	PUNCT
ejge-10168	272	12	corresponding	correspond	VERB
ejge-10168	272	13	to	to	ADP
ejge-10168	272	14	the	the	DET
ejge-10168	272	15	russian	russian	ADJ
ejge-10168	272	16	invasion	invasion	NOUN
ejge-10168	272	17	of	of	ADP
ejge-10168	272	18	ukraine	ukraine	NOUN
ejge-10168	272	19	.	.	PUNCT
ejge-10168	273	1	during	during	ADP
ejge-10168	273	2	the	the	DET
ejge-10168	273	3	war	war	NOUN
ejge-10168	273	4	between	between	ADP
ejge-10168	273	5	russia	russia	PROPN
ejge-10168	273	6	and	and	CCONJ
ejge-10168	273	7	ukraine	ukraine	PROPN
ejge-10168	273	8	,	,	PUNCT
ejge-10168	273	9	the	the	DET
ejge-10168	273	10	volatility	volatility	NOUN
ejge-10168	273	11	of	of	ADP
ejge-10168	273	12	the	the	DET
ejge-10168	273	13	g7	g7	PROPN
ejge-10168	273	14	stock	stock	NOUN
ejge-10168	273	15	indices	index	NOUN
ejge-10168	273	16	(	(	PUNCT
ejge-10168	273	17	with	with	ADP
ejge-10168	273	18	the	the	DET
ejge-10168	273	19	exception	exception	NOUN
ejge-10168	273	20	of	of	ADP
ejge-10168	273	21	italy	italy	PROPN
ejge-10168	273	22	)	)	PUNCT
ejge-10168	273	23	reacted	react	VERB
ejge-10168	273	24	largely	largely	ADV
ejge-10168	273	25	positively	positively	ADV
ejge-10168	273	26	to	to	ADP
ejge-10168	273	27	the	the	DET
ejge-10168	273	28	gpr	gpr	PROPN
ejge-10168	273	29	index	index	NOUN
ejge-10168	273	30	shock	shock	NOUN
ejge-10168	273	31	.	.	PUNCT
ejge-10168	274	1	figure	figure	NOUN
ejge-10168	274	2	4	4	NUM
ejge-10168	274	3	.	.	NOUN
ejge-10168	274	4	time	time	NOUN
ejge-10168	274	5	-	-	PUNCT
ejge-10168	274	6	varying	vary	VERB
ejge-10168	274	7	responses	response	NOUN
ejge-10168	274	8	of	of	ADP
ejge-10168	274	9	g7	g7	PROPN
ejge-10168	274	10	country	country	NOUN
ejge-10168	274	11	indices	indice	VERB
ejge-10168	274	12	volatilities	volatility	NOUN
ejge-10168	274	13	to	to	ADP
ejge-10168	274	14	the	the	DET
ejge-10168	274	15	gpr	gpr	PROPN
ejge-10168	274	16	at	at	ADP
ejge-10168	274	17	different	different	ADJ
ejge-10168	274	18	dates	date	NOUN
ejge-10168	274	19	.	.	PUNCT
ejge-10168	275	1	note	note	NOUN
ejge-10168	275	2	:	:	PUNCT
ejge-10168	275	3	gpr	gpr	PROPN
ejge-10168	275	4	refers	refer	VERB
ejge-10168	275	5	to	to	ADP
ejge-10168	275	6	the	the	DET
ejge-10168	275	7	gpr	gpr	PROPN
ejge-10168	275	8	benchmark	benchmark	NOUN
ejge-10168	275	9	.	.	PUNCT
ejge-10168	276	1	usv	usv	PROPN
ejge-10168	276	2	,	,	PUNCT
ejge-10168	276	3	ukv	ukv	PROPN
ejge-10168	276	4	,	,	PUNCT
ejge-10168	276	5	grv	grv	PROPN
ejge-10168	276	6	,	,	PUNCT
ejge-10168	276	7	jpv	jpv	PROPN
ejge-10168	276	8	,	,	PUNCT
ejge-10168	276	9	frv	frv	NOUN
ejge-10168	276	10	,	,	PUNCT
ejge-10168	276	11	itv	itv	PROPN
ejge-10168	276	12	and	and	CCONJ
ejge-10168	276	13	cav	cav	NOUN
ejge-10168	276	14	refer	refer	NOUN
ejge-10168	276	15	to	to	ADP
ejge-10168	276	16	the	the	DET
ejge-10168	276	17	volatilities	volatility	NOUN
ejge-10168	276	18	of	of	ADP
ejge-10168	276	19	the	the	DET
ejge-10168	276	20	benchmark	benchmark	NOUN
ejge-10168	276	21	equity	equity	NOUN
ejge-10168	276	22	indices	index	NOUN
ejge-10168	276	23	in	in	ADP
ejge-10168	276	24	the	the	DET
ejge-10168	276	25	usa	usa	PROPN
ejge-10168	276	26	,	,	PUNCT
ejge-10168	276	27	uk	uk	PROPN
ejge-10168	276	28	,	,	PUNCT
ejge-10168	276	29	germany	germany	PROPN
ejge-10168	276	30	,	,	PUNCT
ejge-10168	276	31	japan	japan	PROPN
ejge-10168	276	32	,	,	PUNCT
ejge-10168	276	33	france	france	PROPN
ejge-10168	276	34	,	,	PUNCT
ejge-10168	276	35	italy	italy	PROPN
ejge-10168	276	36	and	and	CCONJ
ejge-10168	276	37	canada	canada	PROPN
ejge-10168	276	38	,	,	PUNCT
ejge-10168	276	39	respectively	respectively	ADV
ejge-10168	276	40	.	.	PUNCT
ejge-10168	277	1	4.3.3	4.3.3	NUM
ejge-10168	277	2	time	time	NOUN
ejge-10168	277	3	-	-	PUNCT
ejge-10168	277	4	varying	vary	VERB
ejge-10168	277	5	effects	effect	NOUN
ejge-10168	277	6	of	of	ADP
ejge-10168	277	7	the	the	DET
ejge-10168	277	8	gpr	gpr	PROPN
ejge-10168	277	9	index	index	NOUN
ejge-10168	277	10	on	on	ADP
ejge-10168	277	11	brics	brics	PROPN
ejge-10168	277	12	stock	stock	NOUN
ejge-10168	277	13	market	market	NOUN
ejge-10168	277	14	returns	return	VERB
ejge-10168	277	15	the	the	DET
ejge-10168	277	16	impulse	impulse	ADJ
ejge-10168	277	17	responses	response	NOUN
ejge-10168	277	18	of	of	ADP
ejge-10168	277	19	brics	brics	PROPN
ejge-10168	277	20	stock	stock	PROPN
ejge-10168	277	21	index	index	NOUN
ejge-10168	277	22	returns	return	NOUN
ejge-10168	277	23	to	to	ADP
ejge-10168	277	24	geopolitical	geopolitical	ADJ
ejge-10168	277	25	risk	risk	NOUN
ejge-10168	277	26	shocks	shock	NOUN
ejge-10168	277	27	(	(	PUNCT
ejge-10168	277	28	gpr	gpr	PROPN
ejge-10168	277	29	index	index	NOUN
ejge-10168	277	30	)	)	PUNCT
ejge-10168	277	31	at	at	ADP
ejge-10168	277	32	different	different	ADJ
ejge-10168	277	33	time	time	NOUN
ejge-10168	277	34	horizons	horizon	NOUN
ejge-10168	277	35	are	be	AUX
ejge-10168	277	36	plotted	plot	VERB
ejge-10168	277	37	in	in	ADP
ejge-10168	277	38	figure	figure	NOUN
ejge-10168	277	39	5	5	NUM
ejge-10168	277	40	.	.	PUNCT
ejge-10168	277	41	as	as	SCONJ
ejge-10168	277	42	shown	show	VERB
ejge-10168	277	43	in	in	ADP
ejge-10168	277	44	figure	figure	NOUN
ejge-10168	277	45	5	5	NUM
ejge-10168	277	46	,	,	PUNCT
ejge-10168	277	47	at	at	ADP
ejge-10168	277	48	a	a	DET
ejge-10168	277	49	one	one	NUM
ejge-10168	277	50	-	-	PUNCT
ejge-10168	277	51	month	month	NOUN
ejge-10168	277	52	horizon	horizon	NOUN
ejge-10168	277	53	,	,	PUNCT
ejge-10168	277	54	do	do	AUX
ejge-10168	277	55	geopolitical	geopolitical	ADJ
ejge-10168	277	56	risks	risk	NOUN
ejge-10168	277	57	affect	affect	VERB
ejge-10168	277	58	stock	stock	NOUN
ejge-10168	277	59	market	market	NOUN
ejge-10168	277	60	returns	return	NOUN
ejge-10168	277	61	and	and	CCONJ
ejge-10168	277	62	volatilities	volatility	NOUN
ejge-10168	277	63	geopolitical	geopolitical	ADJ
ejge-10168	277	64	risks	risk	NOUN
ejge-10168	277	65	mainly	mainly	ADV
ejge-10168	277	66	affect	affect	VERB
ejge-10168	277	67	returns	return	NOUN
ejge-10168	277	68	in	in	ADP
ejge-10168	277	69	different	different	ADJ
ejge-10168	277	70	ways	way	NOUN
ejge-10168	277	71	across	across	ADP
ejge-10168	277	72	countries	country	NOUN
ejge-10168	277	73	.	.	PUNCT
ejge-10168	278	1	in	in	ADP
ejge-10168	278	2	the	the	DET
ejge-10168	278	3	case	case	NOUN
ejge-10168	278	4	of	of	ADP
ejge-10168	278	5	china	china	PROPN
ejge-10168	278	6	,	,	PUNCT
ejge-10168	278	7	a	a	DET
ejge-10168	278	8	shock	shock	NOUN
ejge-10168	278	9	to	to	ADP
ejge-10168	278	10	the	the	DET
ejge-10168	278	11	gpr	gpr	PROPN
ejge-10168	278	12	index	index	NOUN
ejge-10168	278	13	mainly	mainly	ADV
ejge-10168	278	14	triggers	trigger	VERB
ejge-10168	278	15	short	short	ADJ
ejge-10168	278	16	-	-	PUNCT
ejge-10168	278	17	term	term	NOUN
ejge-10168	278	18	declines	decline	NOUN
ejge-10168	278	19	in	in	ADP
ejge-10168	278	20	stock	stock	NOUN
ejge-10168	278	21	index	index	NOUN
ejge-10168	278	22	returns	return	NOUN
ejge-10168	278	23	.	.	PUNCT
ejge-10168	279	1	in	in	ADP
ejge-10168	279	2	contrast	contrast	NOUN
ejge-10168	279	3	,	,	PUNCT
ejge-10168	279	4	the	the	DET
ejge-10168	279	5	gpr	gpr	PROPN
ejge-10168	279	6	index	index	NOUN
ejge-10168	279	7	has	have	VERB
ejge-10168	279	8	a	a	DET
ejge-10168	279	9	positive	positive	ADJ
ejge-10168	279	10	impact	impact	NOUN
ejge-10168	279	11	on	on	ADP
ejge-10168	279	12	the	the	DET
ejge-10168	279	13	indian	indian	ADJ
ejge-10168	279	14	stock	stock	PROPN
ejge-10168	279	15	index	index	NOUN
ejge-10168	279	16	.	.	PUNCT
ejge-10168	280	1	in	in	ADP
ejge-10168	280	2	the	the	DET
ejge-10168	280	3	case	case	NOUN
ejge-10168	280	4	of	of	ADP
ejge-10168	280	5	russia	russia	PROPN
ejge-10168	280	6	,	,	PUNCT
ejge-10168	280	7	the	the	DET
ejge-10168	280	8	gpr	gpr	PROPN
ejge-10168	280	9	has	have	AUX
ejge-10168	280	10	had	have	VERB
ejge-10168	280	11	a	a	DET
ejge-10168	280	12	negative	negative	ADJ
ejge-10168	280	13	impact	impact	NOUN
ejge-10168	280	14	on	on	ADP
ejge-10168	280	15	returns	return	NOUN
ejge-10168	280	16	since	since	SCONJ
ejge-10168	280	17	mid-2020	mid-2020	NOUN
ejge-10168	280	18	,	,	PUNCT
ejge-10168	280	19	leading	lead	VERB
ejge-10168	280	20	to	to	ADP
ejge-10168	280	21	falling	fall	VERB
ejge-10168	280	22	stock	stock	NOUN
ejge-10168	280	23	index	index	NOUN
ejge-10168	280	24	returns	return	NOUN
ejge-10168	280	25	for	for	ADP
ejge-10168	280	26	both	both	DET
ejge-10168	280	27	countries	country	NOUN
ejge-10168	280	28	.	.	PUNCT
ejge-10168	281	1	in	in	ADP
ejge-10168	281	2	the	the	DET
ejge-10168	281	3	medium	medium	ADJ
ejge-10168	281	4	term	term	NOUN
ejge-10168	281	5	,	,	PUNCT
ejge-10168	281	6	however	however	ADV
ejge-10168	281	7	,	,	PUNCT
ejge-10168	281	8	the	the	DET
ejge-10168	281	9	return	return	NOUN
ejge-10168	281	10	responses	response	NOUN
ejge-10168	281	11	in	in	ADP
ejge-10168	281	12	the	the	DET
ejge-10168	281	13	g7	g7	PROPN
ejge-10168	281	14	countries	country	NOUN
ejge-10168	281	15	are	be	AUX
ejge-10168	281	16	weak	weak	ADJ
ejge-10168	281	17	.	.	PUNCT
ejge-10168	282	1	they	they	PRON
ejge-10168	282	2	are	be	AUX
ejge-10168	282	3	mostly	mostly	ADV
ejge-10168	282	4	negative	negative	ADJ
ejge-10168	282	5	,	,	PUNCT
ejge-10168	282	6	with	with	ADP
ejge-10168	282	7	temporary	temporary	ADJ
ejge-10168	282	8	positive	positive	ADJ
ejge-10168	282	9	reactions	reaction	NOUN
ejge-10168	282	10	.	.	PUNCT
ejge-10168	283	1	over	over	ADP
ejge-10168	283	2	the	the	DET
ejge-10168	283	3	12	12	NUM
ejge-10168	283	4	-	-	PUNCT
ejge-10168	283	5	month	month	NOUN
ejge-10168	283	6	horizon	horizon	NOUN
ejge-10168	283	7	,	,	PUNCT
ejge-10168	283	8	the	the	DET
ejge-10168	283	9	reactions	reaction	NOUN
ejge-10168	283	10	are	be	AUX
ejge-10168	283	11	weak	weak	ADJ
ejge-10168	283	12	and	and	CCONJ
ejge-10168	283	13	almost	almost	ADV
ejge-10168	283	14	non	non	ADJ
ejge-10168	283	15	-	-	ADJ
ejge-10168	283	16	existent	existent	ADJ
ejge-10168	283	17	.	.	PUNCT
ejge-10168	284	1	moreover	moreover	ADV
ejge-10168	284	2	,	,	PUNCT
ejge-10168	284	3	the	the	DET
ejge-10168	284	4	largest	large	ADJ
ejge-10168	284	5	positive	positive	ADJ
ejge-10168	284	6	effects	effect	NOUN
ejge-10168	284	7	are	be	AUX
ejge-10168	284	8	observed	observe	VERB
ejge-10168	284	9	between	between	ADP
ejge-10168	284	10	mid-2017	mid-2017	NOUN
ejge-10168	284	11	and	and	CCONJ
ejge-10168	284	12	mid-2020	mid-2020	NOUN
ejge-10168	284	13	,	,	PUNCT
ejge-10168	284	14	and	and	CCONJ
ejge-10168	284	15	the	the	DET
ejge-10168	284	16	largest	large	ADJ
ejge-10168	284	17	negative	negative	ADJ
ejge-10168	284	18	effects	effect	NOUN
ejge-10168	284	19	occur	occur	VERB
ejge-10168	284	20	between	between	ADP
ejge-10168	284	21	early	early	ADJ
ejge-10168	284	22	2020	2020	NUM
ejge-10168	284	23	and	and	CCONJ
ejge-10168	284	24	late	late	ADJ
ejge-10168	284	25	2022	2022	NUM
ejge-10168	284	26	.	.	PUNCT
ejge-10168	285	1	we	we	PRON
ejge-10168	285	2	also	also	ADV
ejge-10168	285	3	find	find	VERB
ejge-10168	285	4	that	that	SCONJ
ejge-10168	285	5	yield	yield	VERB
ejge-10168	285	6	responses	response	NOUN
ejge-10168	285	7	to	to	ADP
ejge-10168	285	8	geopolitical	geopolitical	ADJ
ejge-10168	285	9	risk	risk	NOUN
ejge-10168	285	10	are	be	AUX
ejge-10168	285	11	strongest	strong	ADJ
ejge-10168	285	12	in	in	ADP
ejge-10168	285	13	the	the	DET
ejge-10168	285	14	short	short	ADJ
ejge-10168	285	15	term	term	NOUN
ejge-10168	285	16	,	,	PUNCT
ejge-10168	285	17	much	much	ADV
ejge-10168	285	18	weaker	weak	ADJ
ejge-10168	285	19	in	in	ADP
ejge-10168	285	20	the	the	DET
ejge-10168	285	21	medium	medium	ADJ
ejge-10168	285	22	term	term	NOUN
ejge-10168	285	23	,	,	PUNCT
ejge-10168	285	24	and	and	CCONJ
ejge-10168	285	25	negligible	negligible	ADJ
ejge-10168	285	26	in	in	ADP
ejge-10168	285	27	the	the	DET
ejge-10168	285	28	long	long	ADJ
ejge-10168	285	29	term	term	NOUN
ejge-10168	285	30	.	.	PUNCT
ejge-10168	286	1	we	we	PRON
ejge-10168	286	2	can	can	AUX
ejge-10168	286	3	therefore	therefore	ADV
ejge-10168	286	4	conclude	conclude	VERB
ejge-10168	286	5	that	that	SCONJ
ejge-10168	286	6	the	the	DET
ejge-10168	286	7	effect	effect	NOUN
ejge-10168	286	8	of	of	ADP
ejge-10168	286	9	the	the	DET
ejge-10168	286	10	gpr	gpr	PROPN
ejge-10168	286	11	index	index	NOUN
ejge-10168	286	12	on	on	ADP
ejge-10168	286	13	brics	brics	PROPN
ejge-10168	286	14	country	country	PROPN
ejge-10168	286	15	index	index	NOUN
ejge-10168	286	16	returns	return	NOUN
ejge-10168	286	17	is	be	AUX
ejge-10168	286	18	most	most	ADV
ejge-10168	286	19	pronounced	pronounce	VERB
ejge-10168	286	20	in	in	ADP
ejge-10168	286	21	the	the	DET
ejge-10168	286	22	short	short	ADJ
ejge-10168	286	23	run	run	NOUN
ejge-10168	286	24	.	.	PUNCT
ejge-10168	287	1	it	it	PRON
ejge-10168	287	2	is	be	AUX
ejge-10168	287	3	interesting	interesting	ADJ
ejge-10168	287	4	to	to	PART
ejge-10168	287	5	note	note	VERB
ejge-10168	287	6	that	that	SCONJ
ejge-10168	287	7	brics	bric	NOUN
ejge-10168	287	8	index	index	NOUN
ejge-10168	287	9	returns	return	NOUN
ejge-10168	287	10	react	react	VERB
ejge-10168	287	11	to	to	ADP
ejge-10168	287	12	the	the	DET
ejge-10168	287	13	gpr	gpr	PROPN
ejge-10168	287	14	with	with	ADP
ejge-10168	287	15	little	little	ADJ
ejge-10168	287	16	difference	difference	NOUN
ejge-10168	287	17	over	over	ADP
ejge-10168	287	18	the	the	DET
ejge-10168	287	19	entire	entire	ADJ
ejge-10168	287	20	period	period	NOUN
ejge-10168	287	21	studied	study	VERB
ejge-10168	287	22	and	and	CCONJ
ejge-10168	287	23	for	for	ADP
ejge-10168	287	24	all	all	DET
ejge-10168	287	25	three	three	NUM
ejge-10168	287	26	time	time	NOUN
ejge-10168	287	27	horizons	horizon	NOUN
ejge-10168	287	28	.	.	PUNCT
ejge-10168	288	1	figure	figure	NOUN
ejge-10168	288	2	5	5	NUM
ejge-10168	288	3	.	.	PUNCT
ejge-10168	288	4	time	time	NOUN
ejge-10168	288	5	-	-	PUNCT
ejge-10168	288	6	varying	vary	VERB
ejge-10168	288	7	responses	response	NOUN
ejge-10168	288	8	of	of	ADP
ejge-10168	288	9	brics	bric	NOUN
ejge-10168	288	10	country	country	NOUN
ejge-10168	288	11	indices	indice	VERB
ejge-10168	288	12	returns	return	NOUN
ejge-10168	288	13	to	to	ADP
ejge-10168	288	14	the	the	DET
ejge-10168	288	15	gpr	gpr	PROPN
ejge-10168	288	16	at	at	ADP
ejge-10168	288	17	different	different	ADJ
ejge-10168	288	18	time	time	NOUN
ejge-10168	288	19	horizons	horizon	NOUN
ejge-10168	288	20	.	.	PUNCT
ejge-10168	289	1	note	note	NOUN
ejge-10168	289	2	:	:	PUNCT
ejge-10168	289	3	gpr	gpr	PROPN
ejge-10168	289	4	refers	refer	VERB
ejge-10168	289	5	to	to	ADP
ejge-10168	289	6	the	the	DET
ejge-10168	289	7	gpr	gpr	PROPN
ejge-10168	289	8	benchmark.ch	benchmark.ch	PROPN
ejge-10168	289	9	,	,	PUNCT
ejge-10168	289	10	ru	ru	PROPN
ejge-10168	289	11	,	,	PUNCT
ejge-10168	289	12	in	in	ADP
ejge-10168	289	13	,	,	PUNCT
ejge-10168	289	14	br	br	PROPN
ejge-10168	289	15	,	,	PUNCT
ejge-10168	289	16	and	and	CCONJ
ejge-10168	289	17	sa	sa	NOUN
ejge-10168	289	18	refer	refer	VERB
ejge-10168	289	19	to	to	ADP
ejge-10168	289	20	the	the	DET
ejge-10168	289	21	returns	return	NOUN
ejge-10168	289	22	of	of	ADP
ejge-10168	289	23	the	the	DET
ejge-10168	289	24	benchmark	benchmark	NOUN
ejge-10168	289	25	equity	equity	NOUN
ejge-10168	289	26	indices	index	NOUN
ejge-10168	289	27	in	in	ADP
ejge-10168	289	28	china	china	PROPN
ejge-10168	289	29	,	,	PUNCT
ejge-10168	289	30	russia	russia	PROPN
ejge-10168	289	31	,	,	PUNCT
ejge-10168	289	32	india	india	PROPN
ejge-10168	289	33	,	,	PUNCT
ejge-10168	289	34	brazil	brazil	PROPN
ejge-10168	289	35	,	,	PUNCT
ejge-10168	289	36	and	and	CCONJ
ejge-10168	289	37	south	south	PROPN
ejge-10168	289	38	africa	africa	PROPN
ejge-10168	289	39	,	,	PUNCT
ejge-10168	289	40	respectively	respectively	ADV
ejge-10168	289	41	.	.	PUNCT
ejge-10168	290	1	figure	figure	NOUN
ejge-10168	290	2	6	6	NUM
ejge-10168	290	3	shows	show	VERB
ejge-10168	290	4	that	that	SCONJ
ejge-10168	290	5	the	the	DET
ejge-10168	290	6	return	return	NOUN
ejge-10168	290	7	reactions	reaction	NOUN
ejge-10168	290	8	of	of	ADP
ejge-10168	290	9	the	the	DET
ejge-10168	290	10	brics	bric	NOUN
ejge-10168	290	11	countries	country	NOUN
ejge-10168	290	12	are	be	AUX
ejge-10168	290	13	highly	highly	ADV
ejge-10168	290	14	volatile	volatile	ADJ
ejge-10168	290	15	,	,	PUNCT
ejge-10168	290	16	frequently	frequently	ADV
ejge-10168	290	17	changing	change	VERB
ejge-10168	290	18	from	from	ADP
ejge-10168	290	19	positive	positive	ADJ
ejge-10168	290	20	to	to	PART
ejge-10168	290	21	negative	negative	ADJ
ejge-10168	290	22	on	on	ADP
ejge-10168	290	23	the	the	DET
ejge-10168	290	24	three	three	NUM
ejge-10168	290	25	predefined	predefine	VERB
ejge-10168	290	26	dates	date	NOUN
ejge-10168	290	27	.	.	PUNCT
ejge-10168	291	1	as	as	ADP
ejge-10168	291	2	a	a	DET
ejge-10168	291	3	result	result	NOUN
ejge-10168	291	4	,	,	PUNCT
ejge-10168	291	5	the	the	DET
ejge-10168	291	6	impact	impact	NOUN
ejge-10168	291	7	of	of	ADP
ejge-10168	291	8	the	the	DET
ejge-10168	291	9	gpr	gpr	PROPN
ejge-10168	291	10	index	index	NOUN
ejge-10168	291	11	on	on	ADP
ejge-10168	291	12	brics	bric	NOUN
ejge-10168	291	13	stock	stock	NOUN
ejge-10168	291	14	returns	return	NOUN
ejge-10168	291	15	does	do	AUX
ejge-10168	291	16	not	not	PART
ejge-10168	291	17	have	have	VERB
ejge-10168	291	18	a	a	DET
ejge-10168	291	19	regular	regular	ADJ
ejge-10168	291	20	direction	direction	NOUN
ejge-10168	291	21	during	during	ADP
ejge-10168	291	22	specific	specific	ADJ
ejge-10168	291	23	geopolitical	geopolitical	ADJ
ejge-10168	291	24	events	event	NOUN
ejge-10168	291	25	.	.	PUNCT
ejge-10168	292	1	our	our	PRON
ejge-10168	292	2	results	result	NOUN
ejge-10168	292	3	are	be	AUX
ejge-10168	292	4	in	in	ADP
ejge-10168	292	5	line	line	NOUN
ejge-10168	292	6	with	with	ADP
ejge-10168	292	7	the	the	DET
ejge-10168	292	8	study	study	NOUN
ejge-10168	292	9	of	of	ADP
ejge-10168	292	10	balcilar	balcilar	PROPN
ejge-10168	292	11	et	et	PROPN
ejge-10168	292	12	al	al	PROPN
ejge-10168	292	13	.	.	PROPN
ejge-10168	293	1	(	(	PUNCT
ejge-10168	293	2	2018	2018	NUM
ejge-10168	293	3	)	)	PUNCT
ejge-10168	293	4	,	,	PUNCT
ejge-10168	293	5	who	who	PRON
ejge-10168	293	6	studied	study	VERB
ejge-10168	293	7	the	the	DET
ejge-10168	293	8	effect	effect	NOUN
ejge-10168	293	9	of	of	ADP
ejge-10168	293	10	geopolitical	geopolitical	ADJ
ejge-10168	293	11	uncertainty	uncertainty	NOUN
ejge-10168	293	12	on	on	ADP
ejge-10168	293	13	the	the	DET
ejge-10168	293	14	return	return	NOUN
ejge-10168	293	15	and	and	CCONJ
ejge-10168	293	16	volatility	volatility	NOUN
ejge-10168	293	17	dynamics	dynamic	NOUN
ejge-10168	293	18	of	of	ADP
ejge-10168	293	19	brics	brics	PROPN
ejge-10168	293	20	stock	stock	NOUN
ejge-10168	293	21	markets	market	NOUN
ejge-10168	293	22	and	and	CCONJ
ejge-10168	293	23	asserted	assert	VERB
ejge-10168	293	24	that	that	SCONJ
ejge-10168	293	25	the	the	DET
ejge-10168	293	26	geopolitical	geopolitical	ADJ
ejge-10168	293	27	risks	risk	NOUN
ejge-10168	293	28	(	(	PUNCT
ejge-10168	293	29	gpr	gpr	PROPN
ejge-10168	293	30	)	)	PUNCT
ejge-10168	293	31	effect	effect	NOUN
ejge-10168	293	32	is	be	AUX
ejge-10168	293	33	heterogeneous	heterogeneous	ADJ
ejge-10168	293	34	on	on	ADP
ejge-10168	293	35	stock	stock	NOUN
ejge-10168	293	36	markets	market	NOUN
ejge-10168	293	37	and	and	CCONJ
ejge-10168	293	38	does	do	AUX
ejge-10168	293	39	not	not	PART
ejge-10168	293	40	affect	affect	VERB
ejge-10168	293	41	the	the	DET
ejge-10168	293	42	returns	return	NOUN
ejge-10168	293	43	dynamics	dynamic	NOUN
ejge-10168	293	44	in	in	ADP
ejge-10168	293	45	these	these	DET
ejge-10168	293	46	markets	market	NOUN
ejge-10168	293	47	in	in	ADP
ejge-10168	293	48	a	a	DET
ejge-10168	293	49	uniform	uniform	ADJ
ejge-10168	293	50	manner	manner	NOUN
ejge-10168	293	51	.	.	PUNCT
ejge-10168	294	1	in	in	ADP
ejge-10168	294	2	fact	fact	NOUN
ejge-10168	294	3	,	,	PUNCT
ejge-10168	294	4	the	the	DET
ejge-10168	294	5	largest	large	ADJ
ejge-10168	294	6	return	return	NOUN
ejge-10168	294	7	reactions	reaction	NOUN
ejge-10168	294	8	were	be	AUX
ejge-10168	294	9	observed	observe	VERB
ejge-10168	294	10	during	during	ADP
ejge-10168	294	11	the	the	DET
ejge-10168	294	12	russian	russian	ADJ
ejge-10168	294	13	invasion	invasion	NOUN
ejge-10168	294	14	of	of	ADP
ejge-10168	294	15	ukraine	ukraine	NOUN
ejge-10168	294	16	.	.	PUNCT
ejge-10168	295	1	in	in	ADP
ejge-10168	295	2	this	this	DET
ejge-10168	295	3	sense	sense	NOUN
ejge-10168	295	4	,	,	PUNCT
ejge-10168	295	5	the	the	DET
ejge-10168	295	6	return	return	NOUN
ejge-10168	295	7	reactions	reaction	NOUN
ejge-10168	295	8	were	be	AUX
ejge-10168	295	9	consistently	consistently	ADV
ejge-10168	295	10	negative	negative	ADJ
ejge-10168	295	11	.	.	PUNCT
ejge-10168	296	1	the	the	DET
ejge-10168	296	2	russian	russian	ADJ
ejge-10168	296	3	invasion	invasion	NOUN
ejge-10168	296	4	of	of	ADP
ejge-10168	296	5	ukraine	ukraine	NOUN
ejge-10168	296	6	negatively	negatively	ADV
ejge-10168	296	7	affected	affect	VERB
ejge-10168	296	8	stock	stock	NOUN
ejge-10168	296	9	returns	return	NOUN
ejge-10168	296	10	in	in	ADP
ejge-10168	296	11	the	the	DET
ejge-10168	296	12	brics	bric	NOUN
ejge-10168	296	13	countries	country	NOUN
ejge-10168	296	14	.	.	PUNCT
ejge-10168	297	1	similarly	similarly	ADV
ejge-10168	297	2	,	,	PUNCT
ejge-10168	297	3	during	during	ADP
ejge-10168	297	4	the	the	DET
ejge-10168	297	5	health	health	NOUN
ejge-10168	297	6	crisis	crisis	NOUN
ejge-10168	297	7	,	,	PUNCT
ejge-10168	297	8	the	the	DET
ejge-10168	297	9	reactions	reaction	NOUN
ejge-10168	297	10	of	of	ADP
ejge-10168	297	11	stock	stock	NOUN
ejge-10168	297	12	index	index	NOUN
ejge-10168	297	13	returns	return	NOUN
ejge-10168	297	14	in	in	ADP
ejge-10168	297	15	china	china	PROPN
ejge-10168	297	16	,	,	PUNCT
ejge-10168	297	17	russia	russia	PROPN
ejge-10168	297	18	,	,	PUNCT
ejge-10168	297	19	and	and	CCONJ
ejge-10168	297	20	india	india	PROPN
ejge-10168	297	21	were	be	AUX
ejge-10168	297	22	similar	similar	ADJ
ejge-10168	297	23	.	.	PUNCT
ejge-10168	298	1	they	they	PRON
ejge-10168	298	2	are	be	AUX
ejge-10168	298	3	sometimes	sometimes	ADV
ejge-10168	298	4	negative	negative	ADJ
ejge-10168	298	5	and	and	CCONJ
ejge-10168	298	6	sometimes	sometimes	ADV
ejge-10168	298	7	positive	positive	ADJ
ejge-10168	298	8	.	.	PUNCT
ejge-10168	299	1	the	the	DET
ejge-10168	299	2	effect	effect	NOUN
ejge-10168	299	3	of	of	ADP
ejge-10168	299	4	the	the	DET
ejge-10168	299	5	grp	grp	PROPN
ejge-10168	299	6	index	index	NOUN
ejge-10168	299	7	on	on	ADP
ejge-10168	299	8	stock	stock	NOUN
ejge-10168	299	9	market	market	NOUN
ejge-10168	299	10	returns	return	NOUN
ejge-10168	299	11	is	be	AUX
ejge-10168	299	12	always	always	ADV
ejge-10168	299	13	negative	negative	ADJ
ejge-10168	299	14	in	in	ADP
ejge-10168	299	15	the	the	DET
ejge-10168	299	16	case	case	NOUN
ejge-10168	299	17	of	of	ADP
ejge-10168	299	18	brazil	brazil	PROPN
ejge-10168	299	19	and	and	CCONJ
ejge-10168	299	20	positive	positive	ADJ
ejge-10168	299	21	in	in	ADP
ejge-10168	299	22	the	the	DET
ejge-10168	299	23	case	case	NOUN
ejge-10168	299	24	of	of	ADP
ejge-10168	299	25	south	south	PROPN
ejge-10168	299	26	africa	africa	PROPN
ejge-10168	299	27	.	.	PUNCT
ejge-10168	300	1	254	254	NUM
ejge-10168	300	2	ahlem	ahlem	NOUN
ejge-10168	300	3	lamine	lamine	NOUN
ejge-10168	300	4	and	and	CCONJ
ejge-10168	300	5	sirine	sirine	ADJ
ejge-10168	300	6	zribi	zribi	NOUN
ejge-10168	300	7	figure	figure	VERB
ejge-10168	300	8	6	6	NUM
ejge-10168	300	9	.	.	PUNCT
ejge-10168	300	10	time	time	NOUN
ejge-10168	300	11	-	-	PUNCT
ejge-10168	300	12	varying	vary	VERB
ejge-10168	300	13	responses	response	NOUN
ejge-10168	300	14	of	of	ADP
ejge-10168	300	15	brics	bric	NOUN
ejge-10168	300	16	country	country	NOUN
ejge-10168	300	17	indices	indice	VERB
ejge-10168	300	18	returns	return	NOUN
ejge-10168	300	19	to	to	ADP
ejge-10168	300	20	the	the	DET
ejge-10168	300	21	gpr	gpr	PROPN
ejge-10168	300	22	at	at	ADP
ejge-10168	300	23	different	different	ADJ
ejge-10168	300	24	dates	date	NOUN
ejge-10168	300	25	.	.	PUNCT
ejge-10168	301	1	note	note	NOUN
ejge-10168	301	2	:	:	PUNCT
ejge-10168	301	3	gpr	gpr	PROPN
ejge-10168	301	4	refers	refer	VERB
ejge-10168	301	5	to	to	ADP
ejge-10168	301	6	the	the	DET
ejge-10168	301	7	gpr	gpr	PROPN
ejge-10168	301	8	benchmark.ch	benchmark.ch	PROPN
ejge-10168	301	9	,	,	PUNCT
ejge-10168	301	10	ru	ru	PROPN
ejge-10168	301	11	,	,	PUNCT
ejge-10168	301	12	in	in	ADP
ejge-10168	301	13	,	,	PUNCT
ejge-10168	301	14	br	br	PROPN
ejge-10168	301	15	,	,	PUNCT
ejge-10168	301	16	and	and	CCONJ
ejge-10168	301	17	sa	sa	NOUN
ejge-10168	301	18	refer	refer	VERB
ejge-10168	301	19	to	to	ADP
ejge-10168	301	20	the	the	DET
ejge-10168	301	21	returns	return	NOUN
ejge-10168	301	22	of	of	ADP
ejge-10168	301	23	the	the	DET
ejge-10168	301	24	benchmark	benchmark	NOUN
ejge-10168	301	25	equity	equity	NOUN
ejge-10168	301	26	indices	index	NOUN
ejge-10168	301	27	in	in	ADP
ejge-10168	301	28	china	china	PROPN
ejge-10168	301	29	,	,	PUNCT
ejge-10168	301	30	russia	russia	PROPN
ejge-10168	301	31	,	,	PUNCT
ejge-10168	301	32	india	india	PROPN
ejge-10168	301	33	,	,	PUNCT
ejge-10168	301	34	brazil	brazil	PROPN
ejge-10168	301	35	,	,	PUNCT
ejge-10168	301	36	and	and	CCONJ
ejge-10168	301	37	south	south	PROPN
ejge-10168	301	38	africa	africa	PROPN
ejge-10168	301	39	,	,	PUNCT
ejge-10168	301	40	respectively	respectively	ADV
ejge-10168	301	41	.	.	PUNCT
ejge-10168	302	1	4.3.4	4.3.4	NUM
ejge-10168	302	2	time	time	NOUN
ejge-10168	302	3	-	-	PUNCT
ejge-10168	302	4	varying	vary	VERB
ejge-10168	302	5	effects	effect	NOUN
ejge-10168	302	6	of	of	ADP
ejge-10168	302	7	the	the	DET
ejge-10168	302	8	gpr	gpr	PROPN
ejge-10168	302	9	index	index	NOUN
ejge-10168	302	10	on	on	ADP
ejge-10168	302	11	brics	brics	PROPN
ejge-10168	302	12	stock	stock	NOUN
ejge-10168	302	13	market	market	NOUN
ejge-10168	302	14	volatilities	volatility	NOUN
ejge-10168	302	15	as	as	SCONJ
ejge-10168	302	16	shown	show	VERB
ejge-10168	302	17	in	in	ADP
ejge-10168	302	18	fig	fig	NOUN
ejge-10168	302	19	.	.	PUNCT
ejge-10168	303	1	7	7	NUM
ejge-10168	303	2	,	,	PUNCT
ejge-10168	303	3	the	the	DET
ejge-10168	303	4	impulse	impulse	ADJ
ejge-10168	303	5	responses	response	NOUN
ejge-10168	303	6	of	of	ADP
ejge-10168	303	7	brics	brics	PROPN
ejge-10168	303	8	stock	stock	PROPN
ejge-10168	303	9	index	index	NOUN
ejge-10168	303	10	volatilities	volatility	NOUN
ejge-10168	303	11	to	to	ADP
ejge-10168	303	12	shocks	shock	NOUN
ejge-10168	303	13	linked	link	VERB
ejge-10168	303	14	to	to	ADP
ejge-10168	303	15	geopolitical	geopolitical	ADJ
ejge-10168	303	16	risks	risk	NOUN
ejge-10168	303	17	(	(	PUNCT
ejge-10168	303	18	gpr	gpr	PROPN
ejge-10168	303	19	index	index	NOUN
ejge-10168	303	20	)	)	PUNCT
ejge-10168	303	21	at	at	ADP
ejge-10168	303	22	different	different	ADJ
ejge-10168	303	23	time	time	NOUN
ejge-10168	303	24	horizons	horizon	NOUN
ejge-10168	303	25	are	be	AUX
ejge-10168	303	26	positive	positive	ADJ
ejge-10168	303	27	overall	overall	ADJ
ejge-10168	303	28	,	,	PUNCT
ejge-10168	303	29	with	with	ADP
ejge-10168	303	30	some	some	DET
ejge-10168	303	31	temporary	temporary	ADJ
ejge-10168	303	32	negativities	negativity	NOUN
ejge-10168	303	33	(	(	PUNCT
ejge-10168	303	34	with	with	ADP
ejge-10168	303	35	the	the	DET
ejge-10168	303	36	exception	exception	NOUN
ejge-10168	303	37	of	of	ADP
ejge-10168	303	38	china	china	PROPN
ejge-10168	303	39	)	)	PUNCT
ejge-10168	303	40	.	.	PUNCT
ejge-10168	304	1	this	this	DET
ejge-10168	304	2	finding	finding	NOUN
ejge-10168	304	3	is	be	AUX
ejge-10168	304	4	similar	similar	ADJ
ejge-10168	304	5	to	to	ADP
ejge-10168	304	6	the	the	DET
ejge-10168	304	7	results	result	NOUN
ejge-10168	304	8	found	find	VERB
ejge-10168	304	9	in	in	ADP
ejge-10168	304	10	the	the	DET
ejge-10168	304	11	case	case	NOUN
ejge-10168	304	12	of	of	ADP
ejge-10168	304	13	g7	g7	PROPN
ejge-10168	304	14	countries	country	NOUN
ejge-10168	304	15	.	.	PUNCT
ejge-10168	305	1	in	in	ADP
ejge-10168	305	2	addition	addition	NOUN
ejge-10168	305	3	,	,	PUNCT
ejge-10168	305	4	the	the	DET
ejge-10168	305	5	strongest	strong	ADJ
ejge-10168	305	6	positive	positive	ADJ
ejge-10168	305	7	effects	effect	NOUN
ejge-10168	305	8	are	be	AUX
ejge-10168	305	9	observed	observe	VERB
ejge-10168	305	10	between	between	ADP
ejge-10168	305	11	late-2020	late-2020	NOUN
ejge-10168	305	12	and	and	CCONJ
ejge-10168	305	13	mid-2022	mid-2022	NOUN
ejge-10168	305	14	,	,	PUNCT
ejge-10168	305	15	a	a	DET
ejge-10168	305	16	period	period	NOUN
ejge-10168	305	17	characterized	characterize	VERB
ejge-10168	305	18	mainly	mainly	ADV
ejge-10168	305	19	by	by	ADP
ejge-10168	305	20	the	the	DET
ejge-10168	305	21	health	health	NOUN
ejge-10168	305	22	crisis	crisis	NOUN
ejge-10168	305	23	and	and	CCONJ
ejge-10168	305	24	the	the	DET
ejge-10168	305	25	russian	russian	ADJ
ejge-10168	305	26	-	-	PUNCT
ejge-10168	305	27	ukrainian	ukrainian	ADJ
ejge-10168	305	28	conflict	conflict	NOUN
ejge-10168	305	29	.	.	PUNCT
ejge-10168	306	1	in	in	ADP
ejge-10168	306	2	the	the	DET
ejge-10168	306	3	case	case	NOUN
ejge-10168	306	4	of	of	ADP
ejge-10168	306	5	china	china	PROPN
ejge-10168	306	6	,	,	PUNCT
ejge-10168	306	7	volatility	volatility	NOUN
ejge-10168	306	8	reactions	reaction	NOUN
ejge-10168	306	9	following	follow	VERB
ejge-10168	306	10	a	a	DET
ejge-10168	306	11	shock	shock	NOUN
ejge-10168	306	12	to	to	ADP
ejge-10168	306	13	the	the	DET
ejge-10168	306	14	gpr	gpr	PROPN
ejge-10168	306	15	index	index	NOUN
ejge-10168	306	16	are	be	AUX
ejge-10168	306	17	negative	negative	ADJ
ejge-10168	306	18	for	for	SCONJ
ejge-10168	306	19	all	all	DET
ejge-10168	306	20	horizons	horizon	NOUN
ejge-10168	306	21	studied	study	VERB
ejge-10168	306	22	.	.	PUNCT
ejge-10168	307	1	we	we	PRON
ejge-10168	307	2	also	also	ADV
ejge-10168	307	3	note	note	VERB
ejge-10168	307	4	that	that	SCONJ
ejge-10168	307	5	,	,	PUNCT
ejge-10168	307	6	as	as	ADP
ejge-10168	307	7	in	in	ADP
ejge-10168	307	8	the	the	DET
ejge-10168	307	9	case	case	NOUN
ejge-10168	307	10	of	of	ADP
ejge-10168	307	11	volatilities	volatility	NOUN
ejge-10168	307	12	in	in	ADP
ejge-10168	307	13	the	the	DET
ejge-10168	307	14	g7	g7	PROPN
ejge-10168	307	15	countries	country	NOUN
ejge-10168	307	16	,	,	PUNCT
ejge-10168	307	17	volatility	volatility	NOUN
ejge-10168	307	18	reactions	reaction	NOUN
ejge-10168	307	19	to	to	ADP
ejge-10168	307	20	geopolitical	geopolitical	ADJ
ejge-10168	307	21	risk	risk	NOUN
ejge-10168	307	22	are	be	AUX
ejge-10168	307	23	strongest	strong	ADJ
ejge-10168	307	24	in	in	ADP
ejge-10168	307	25	the	the	DET
ejge-10168	307	26	long	long	ADJ
ejge-10168	307	27	term	term	NOUN
ejge-10168	307	28	,	,	PUNCT
ejge-10168	307	29	much	much	ADV
ejge-10168	307	30	weaker	weak	ADJ
ejge-10168	307	31	in	in	ADP
ejge-10168	307	32	the	the	DET
ejge-10168	307	33	medium	medium	ADJ
ejge-10168	307	34	term	term	NOUN
ejge-10168	307	35	and	and	CCONJ
ejge-10168	307	36	negligible	negligible	ADJ
ejge-10168	307	37	in	in	ADP
ejge-10168	307	38	the	the	DET
ejge-10168	307	39	short	short	ADJ
ejge-10168	307	40	term	term	NOUN
ejge-10168	307	41	.	.	PUNCT
ejge-10168	308	1	we	we	PRON
ejge-10168	308	2	can	can	AUX
ejge-10168	308	3	therefore	therefore	ADV
ejge-10168	308	4	conclude	conclude	VERB
ejge-10168	308	5	that	that	SCONJ
ejge-10168	308	6	the	the	DET
ejge-10168	308	7	effect	effect	NOUN
ejge-10168	308	8	of	of	ADP
ejge-10168	308	9	the	the	DET
ejge-10168	308	10	gpr	gpr	PROPN
ejge-10168	308	11	index	index	NOUN
ejge-10168	308	12	on	on	ADP
ejge-10168	308	13	brics	brics	PROPN
ejge-10168	308	14	country	country	PROPN
ejge-10168	308	15	index	index	NOUN
ejge-10168	308	16	volatilities	volatility	NOUN
ejge-10168	308	17	is	be	AUX
ejge-10168	308	18	most	most	ADV
ejge-10168	308	19	pronounced	pronounce	VERB
ejge-10168	308	20	in	in	ADP
ejge-10168	308	21	the	the	DET
ejge-10168	308	22	long	long	ADJ
ejge-10168	308	23	term	term	NOUN
ejge-10168	308	24	.	.	PUNCT
ejge-10168	309	1	we	we	PRON
ejge-10168	309	2	can	can	AUX
ejge-10168	309	3	conclude	conclude	VERB
ejge-10168	309	4	that	that	SCONJ
ejge-10168	309	5	there	there	PRON
ejge-10168	309	6	is	be	VERB
ejge-10168	309	7	a	a	DET
ejge-10168	309	8	persistence	persistence	NOUN
ejge-10168	309	9	of	of	ADP
ejge-10168	309	10	gpr	gpr	PROPN
ejge-10168	309	11	index	index	NOUN
ejge-10168	309	12	shocks	shock	NOUN
ejge-10168	309	13	,	,	PUNCT
ejge-10168	309	14	which	which	PRON
ejge-10168	309	15	explains	explain	VERB
ejge-10168	309	16	the	the	DET
ejge-10168	309	17	greater	great	ADJ
ejge-10168	309	18	long	long	ADJ
ejge-10168	309	19	-	-	PUNCT
ejge-10168	309	20	term	term	NOUN
ejge-10168	309	21	effect	effect	NOUN
ejge-10168	309	22	on	on	ADP
ejge-10168	309	23	volatility	volatility	NOUN
ejge-10168	309	24	.	.	PUNCT
ejge-10168	310	1	as	as	SCONJ
ejge-10168	310	2	shown	show	VERB
ejge-10168	310	3	in	in	ADP
ejge-10168	310	4	figure	figure	NOUN
ejge-10168	310	5	8	8	NUM
ejge-10168	310	6	,	,	PUNCT
ejge-10168	310	7	the	the	DET
ejge-10168	310	8	volatility	volatility	NOUN
ejge-10168	310	9	responses	response	NOUN
ejge-10168	310	10	of	of	ADP
ejge-10168	310	11	brics	brics	PROPN
ejge-10168	310	12	stock	stock	NOUN
ejge-10168	310	13	indices	index	NOUN
ejge-10168	310	14	are	be	AUX
ejge-10168	310	15	broadly	broadly	ADV
ejge-10168	310	16	positive	positive	ADJ
ejge-10168	310	17	at	at	ADV
ejge-10168	310	18	all	all	ADV
ejge-10168	310	19	three	three	NUM
ejge-10168	310	20	predefined	predefine	VERB
ejge-10168	310	21	dates	date	NOUN
ejge-10168	310	22	.	.	PUNCT
ejge-10168	311	1	this	this	DET
ejge-10168	311	2	result	result	NOUN
ejge-10168	311	3	confirms	confirm	VERB
ejge-10168	311	4	the	the	DET
ejge-10168	311	5	findings	finding	NOUN
ejge-10168	311	6	of	of	ADP
ejge-10168	311	7	salisu	salisu	PROPN
ejge-10168	311	8	et	et	PROPN
ejge-10168	311	9	al	al	PROPN
ejge-10168	311	10	.	.	PROPN
ejge-10168	312	1	(	(	PUNCT
ejge-10168	312	2	2022	2022	NUM
ejge-10168	312	3	)	)	PUNCT
ejge-10168	312	4	,	,	PUNCT
ejge-10168	312	5	who	who	PRON
ejge-10168	312	6	assert	assert	VERB
ejge-10168	312	7	that	that	SCONJ
ejge-10168	312	8	the	the	DET
ejge-10168	312	9	stock	stock	NOUN
ejge-10168	312	10	market	market	NOUN
ejge-10168	312	11	volatility	volatility	NOUN
ejge-10168	312	12	of	of	ADP
ejge-10168	312	13	these	these	DET
ejge-10168	312	14	countries	country	NOUN
ejge-10168	312	15	reacts	react	VERB
ejge-10168	312	16	more	more	ADV
ejge-10168	312	17	positively	positively	ADV
ejge-10168	312	18	to	to	ADP
ejge-10168	312	19	geopolitical	geopolitical	ADJ
ejge-10168	312	20	risks	risk	NOUN
ejge-10168	312	21	.	.	PUNCT
ejge-10168	313	1	the	the	DET
ejge-10168	313	2	effects	effect	NOUN
ejge-10168	313	3	of	of	ADP
ejge-10168	313	4	geopolitical	geopolitical	ADJ
ejge-10168	313	5	risk	risk	NOUN
ejge-10168	313	6	increase	increase	VERB
ejge-10168	313	7	the	the	DET
ejge-10168	313	8	risks	risk	NOUN
ejge-10168	313	9	of	of	ADP
ejge-10168	313	10	investing	invest	VERB
ejge-10168	313	11	in	in	ADP
ejge-10168	313	12	brics	bric	NOUN
ejge-10168	313	13	stock	stock	NOUN
ejge-10168	313	14	markets	market	NOUN
ejge-10168	313	15	.	.	PUNCT
ejge-10168	314	1	furthermore	furthermore	ADV
ejge-10168	314	2	,	,	PUNCT
ejge-10168	314	3	the	the	DET
ejge-10168	314	4	strongest	strong	ADJ
ejge-10168	314	5	reactions	reaction	NOUN
ejge-10168	314	6	were	be	AUX
ejge-10168	314	7	observed	observe	VERB
ejge-10168	314	8	in	in	ADP
ejge-10168	314	9	2020	2020	NUM
ejge-10168	314	10	,	,	PUNCT
ejge-10168	314	11	a	a	DET
ejge-10168	314	12	year	year	NOUN
ejge-10168	314	13	characterized	characterize	VERB
ejge-10168	314	14	primarily	primarily	ADV
ejge-10168	314	15	by	by	ADP
ejge-10168	314	16	the	the	DET
ejge-10168	314	17	first	first	ADJ
ejge-10168	314	18	wave	wave	NOUN
ejge-10168	314	19	of	of	ADP
ejge-10168	314	20	the	the	DET
ejge-10168	314	21	covid-19	covid-19	PROPN
ejge-10168	314	22	pandemic	pandemic	NOUN
ejge-10168	314	23	.	.	PUNCT
ejge-10168	315	1	the	the	DET
ejge-10168	315	2	greatest	great	ADJ
ejge-10168	315	3	impact	impact	NOUN
ejge-10168	315	4	of	of	ADP
ejge-10168	315	5	this	this	DET
ejge-10168	315	6	crisis	crisis	NOUN
ejge-10168	315	7	was	be	AUX
ejge-10168	315	8	seen	see	VERB
ejge-10168	315	9	in	in	ADP
ejge-10168	315	10	china	china	PROPN
ejge-10168	315	11	.	.	PUNCT
ejge-10168	316	1	this	this	DET
ejge-10168	316	2	result	result	NOUN
ejge-10168	316	3	seems	seem	VERB
ejge-10168	316	4	logical	logical	ADJ
ejge-10168	316	5	,	,	PUNCT
ejge-10168	316	6	given	give	VERB
ejge-10168	316	7	that	that	SCONJ
ejge-10168	316	8	the	the	DET
ejge-10168	316	9	coronavirus	coronavirus	NOUN
ejge-10168	316	10	was	be	AUX
ejge-10168	316	11	first	first	ADV
ejge-10168	316	12	detected	detect	VERB
ejge-10168	316	13	in	in	ADP
ejge-10168	316	14	wuhan	wuhan	PROPN
ejge-10168	316	15	.	.	PUNCT
ejge-10168	317	1	in	in	ADP
ejge-10168	317	2	addition	addition	NOUN
ejge-10168	317	3	,	,	PUNCT
ejge-10168	317	4	during	during	ADP
ejge-10168	317	5	the	the	DET
ejge-10168	317	6	russian	russian	ADJ
ejge-10168	317	7	invasion	invasion	NOUN
ejge-10168	317	8	of	of	ADP
ejge-10168	317	9	ukraine	ukraine	NOUN
ejge-10168	317	10	,	,	PUNCT
ejge-10168	317	11	the	the	DET
ejge-10168	317	12	volatility	volatility	NOUN
ejge-10168	317	13	of	of	ADP
ejge-10168	317	14	the	the	DET
ejge-10168	317	15	brics	bric	NOUN
ejge-10168	317	16	stock	stock	NOUN
ejge-10168	317	17	indices	index	NOUN
ejge-10168	317	18	also	also	ADV
ejge-10168	317	19	reacted	react	VERB
ejge-10168	317	20	positively	positively	ADV
ejge-10168	317	21	to	to	ADP
ejge-10168	317	22	a	a	DET
ejge-10168	317	23	shock	shock	NOUN
ejge-10168	317	24	to	to	ADP
ejge-10168	317	25	the	the	DET
ejge-10168	317	26	gpr	gpr	PROPN
ejge-10168	317	27	index	index	NOUN
ejge-10168	317	28	.	.	PUNCT
ejge-10168	318	1	the	the	DET
ejge-10168	318	2	magnitude	magnitude	NOUN
ejge-10168	318	3	of	of	ADP
ejge-10168	318	4	this	this	DET
ejge-10168	318	5	effect	effect	NOUN
ejge-10168	318	6	,	,	PUNCT
ejge-10168	318	7	however	however	ADV
ejge-10168	318	8	,	,	PUNCT
ejge-10168	318	9	was	be	AUX
ejge-10168	318	10	smaller	small	ADJ
ejge-10168	318	11	than	than	ADP
ejge-10168	318	12	that	that	PRON
ejge-10168	318	13	of	of	ADP
ejge-10168	318	14	the	the	DET
ejge-10168	318	15	health	health	NOUN
ejge-10168	318	16	crisis	crisis	NOUN
ejge-10168	318	17	.	.	PUNCT
ejge-10168	319	1	do	do	AUX
ejge-10168	319	2	geopolitical	geopolitical	ADJ
ejge-10168	319	3	risks	risk	NOUN
ejge-10168	319	4	affect	affect	VERB
ejge-10168	319	5	stock	stock	NOUN
ejge-10168	319	6	market	market	NOUN
ejge-10168	319	7	returns	return	NOUN
ejge-10168	319	8	and	and	CCONJ
ejge-10168	319	9	volatilities	volatility	NOUN
ejge-10168	319	10	figure	figure	VERB
ejge-10168	319	11	7	7	NUM
ejge-10168	319	12	.	.	NOUN
ejge-10168	319	13	time	time	NOUN
ejge-10168	319	14	-	-	PUNCT
ejge-10168	319	15	varying	vary	VERB
ejge-10168	319	16	responses	response	NOUN
ejge-10168	319	17	of	of	ADP
ejge-10168	319	18	brics	bric	NOUN
ejge-10168	319	19	country	country	NOUN
ejge-10168	319	20	indices	indice	VERB
ejge-10168	319	21	volatilities	volatility	NOUN
ejge-10168	319	22	to	to	ADP
ejge-10168	319	23	the	the	DET
ejge-10168	319	24	gpr	gpr	PROPN
ejge-10168	319	25	at	at	ADP
ejge-10168	319	26	different	different	ADJ
ejge-10168	319	27	time	time	NOUN
ejge-10168	319	28	horizons	horizon	NOUN
ejge-10168	319	29	.	.	PUNCT
ejge-10168	320	1	note	note	NOUN
ejge-10168	320	2	:	:	PUNCT
ejge-10168	320	3	gpr	gpr	PROPN
ejge-10168	320	4	refers	refer	VERB
ejge-10168	320	5	to	to	ADP
ejge-10168	320	6	the	the	DET
ejge-10168	320	7	gpr	gpr	PROPN
ejge-10168	320	8	benchmark.chv	benchmark.chv	PROPN
ejge-10168	320	9	,	,	PUNCT
ejge-10168	320	10	ruv	ruv	PROPN
ejge-10168	320	11	,	,	PUNCT
ejge-10168	320	12	inv	inv	ADJ
ejge-10168	320	13	,	,	PUNCT
ejge-10168	320	14	brv	brv	PROPN
ejge-10168	320	15	,	,	PUNCT
ejge-10168	320	16	and	and	CCONJ
ejge-10168	320	17	sav	sav	NOUN
ejge-10168	320	18	refer	refer	VERB
ejge-10168	320	19	to	to	ADP
ejge-10168	320	20	the	the	DET
ejge-10168	320	21	volatilities	volatility	NOUN
ejge-10168	320	22	of	of	ADP
ejge-10168	320	23	the	the	DET
ejge-10168	320	24	benchmark	benchmark	NOUN
ejge-10168	320	25	equity	equity	NOUN
ejge-10168	320	26	indices	index	NOUN
ejge-10168	320	27	in	in	ADP
ejge-10168	320	28	china	china	PROPN
ejge-10168	320	29	,	,	PUNCT
ejge-10168	320	30	russia	russia	PROPN
ejge-10168	320	31	,	,	PUNCT
ejge-10168	320	32	india	india	PROPN
ejge-10168	320	33	,	,	PUNCT
ejge-10168	320	34	brazil	brazil	PROPN
ejge-10168	320	35	,	,	PUNCT
ejge-10168	320	36	and	and	CCONJ
ejge-10168	320	37	south	south	PROPN
ejge-10168	320	38	africa	africa	PROPN
ejge-10168	320	39	,	,	PUNCT
ejge-10168	320	40	respectively	respectively	ADV
ejge-10168	320	41	.	.	PUNCT
ejge-10168	321	1	figure	figure	NOUN
ejge-10168	321	2	8	8	NUM
ejge-10168	321	3	.	.	PUNCT
ejge-10168	321	4	time	time	NOUN
ejge-10168	321	5	-	-	PUNCT
ejge-10168	321	6	varying	vary	VERB
ejge-10168	321	7	responses	response	NOUN
ejge-10168	321	8	of	of	ADP
ejge-10168	321	9	brics	bric	NOUN
ejge-10168	321	10	country	country	NOUN
ejge-10168	321	11	indices	indice	VERB
ejge-10168	321	12	volatilities	volatility	NOUN
ejge-10168	321	13	to	to	ADP
ejge-10168	321	14	the	the	DET
ejge-10168	321	15	gpr	gpr	PROPN
ejge-10168	321	16	at	at	ADP
ejge-10168	321	17	different	different	ADJ
ejge-10168	321	18	dates	date	NOUN
ejge-10168	321	19	.	.	PUNCT
ejge-10168	322	1	note	note	NOUN
ejge-10168	322	2	:	:	PUNCT
ejge-10168	322	3	gpr	gpr	PROPN
ejge-10168	322	4	refers	refer	VERB
ejge-10168	322	5	to	to	ADP
ejge-10168	322	6	the	the	DET
ejge-10168	322	7	gpr	gpr	PROPN
ejge-10168	322	8	benchmark	benchmark	NOUN
ejge-10168	322	9	.	.	PUNCT
ejge-10168	323	1	chv	chv	PROPN
ejge-10168	323	2	,	,	PUNCT
ejge-10168	323	3	ruv	ruv	PROPN
ejge-10168	323	4	,	,	PUNCT
ejge-10168	323	5	inv	inv	ADJ
ejge-10168	323	6	,	,	PUNCT
ejge-10168	323	7	brv	brv	PROPN
ejge-10168	323	8	,	,	PUNCT
ejge-10168	323	9	and	and	CCONJ
ejge-10168	323	10	sav	sav	NOUN
ejge-10168	323	11	refer	refer	VERB
ejge-10168	323	12	to	to	ADP
ejge-10168	323	13	the	the	DET
ejge-10168	323	14	volatilities	volatility	NOUN
ejge-10168	323	15	of	of	ADP
ejge-10168	323	16	the	the	DET
ejge-10168	323	17	benchmark	benchmark	NOUN
ejge-10168	323	18	equity	equity	NOUN
ejge-10168	323	19	indices	index	NOUN
ejge-10168	323	20	in	in	ADP
ejge-10168	323	21	china	china	PROPN
ejge-10168	323	22	,	,	PUNCT
ejge-10168	323	23	russia	russia	PROPN
ejge-10168	323	24	,	,	PUNCT
ejge-10168	323	25	india	india	PROPN
ejge-10168	323	26	,	,	PUNCT
ejge-10168	323	27	brazil	brazil	PROPN
ejge-10168	323	28	,	,	PUNCT
ejge-10168	323	29	and	and	CCONJ
ejge-10168	323	30	south	south	PROPN
ejge-10168	323	31	africa	africa	PROPN
ejge-10168	323	32	,	,	PUNCT
ejge-10168	323	33	respectively	respectively	ADV
ejge-10168	323	34	.	.	PUNCT
ejge-10168	324	1	4.3.5	4.3.5	NUM
ejge-10168	324	2	time	time	NOUN
ejge-10168	324	3	-	-	PUNCT
ejge-10168	324	4	varying	vary	VERB
ejge-10168	324	5	effects	effect	NOUN
ejge-10168	324	6	of	of	ADP
ejge-10168	324	7	the	the	DET
ejge-10168	324	8	gpr	gpr	PROPN
ejge-10168	324	9	index	index	NOUN
ejge-10168	324	10	on	on	ADP
ejge-10168	324	11	gulf	gulf	PROPN
ejge-10168	324	12	stock	stock	NOUN
ejge-10168	324	13	market	market	NOUN
ejge-10168	324	14	returns	return	NOUN
ejge-10168	324	15	as	as	SCONJ
ejge-10168	324	16	shown	show	VERB
ejge-10168	324	17	in	in	ADP
ejge-10168	324	18	figure	figure	NOUN
ejge-10168	324	19	9	9	NUM
ejge-10168	324	20	,	,	PUNCT
ejge-10168	324	21	the	the	DET
ejge-10168	324	22	impulse	impulse	ADJ
ejge-10168	324	23	responses	response	NOUN
ejge-10168	324	24	of	of	ADP
ejge-10168	324	25	gulf	gulf	NOUN
ejge-10168	324	26	yields	yield	NOUN
ejge-10168	324	27	are	be	AUX
ejge-10168	324	28	heterogeneous	heterogeneous	ADJ
ejge-10168	324	29	across	across	ADP
ejge-10168	324	30	time	time	NOUN
ejge-10168	324	31	horizons	horizon	NOUN
ejge-10168	324	32	.	.	PUNCT
ejge-10168	325	1	at	at	ADP
ejge-10168	325	2	the	the	DET
ejge-10168	325	3	one	one	NUM
ejge-10168	325	4	-	-	PUNCT
ejge-10168	325	5	month	month	NOUN
ejge-10168	325	6	horizon	horizon	NOUN
ejge-10168	325	7	,	,	PUNCT
ejge-10168	325	8	the	the	DET
ejge-10168	325	9	responses	response	NOUN
ejge-10168	325	10	are	be	AUX
ejge-10168	325	11	generally	generally	ADV
ejge-10168	325	12	positive	positive	ADJ
ejge-10168	325	13	.	.	PUNCT
ejge-10168	326	1	thus	thus	ADV
ejge-10168	326	2	,	,	PUNCT
ejge-10168	326	3	when	when	SCONJ
ejge-10168	326	4	geopolitical	geopolitical	ADJ
ejge-10168	326	5	events	event	NOUN
ejge-10168	326	6	occur	occur	VERB
ejge-10168	326	7	,	,	PUNCT
ejge-10168	326	8	investors	investor	NOUN
ejge-10168	326	9	in	in	ADP
ejge-10168	326	10	the	the	DET
ejge-10168	326	11	gulf	gulf	PROPN
ejge-10168	326	12	countries	country	NOUN
ejge-10168	326	13	choose	choose	VERB
ejge-10168	326	14	to	to	PART
ejge-10168	326	15	buy	buy	VERB
ejge-10168	326	16	rather	rather	ADV
ejge-10168	326	17	than	than	ADP
ejge-10168	326	18	sell	sell	VERB
ejge-10168	326	19	stocks	stock	NOUN
ejge-10168	326	20	,	,	PUNCT
ejge-10168	326	21	leading	lead	VERB
ejge-10168	326	22	to	to	ADP
ejge-10168	326	23	higher	high	ADJ
ejge-10168	326	24	stock	stock	NOUN
ejge-10168	326	25	index	index	NOUN
ejge-10168	326	26	returns	return	NOUN
ejge-10168	326	27	.	.	PUNCT
ejge-10168	327	1	at	at	ADP
ejge-10168	327	2	the	the	DET
ejge-10168	327	3	eight	eight	NUM
ejge-10168	327	4	-	-	PUNCT
ejge-10168	327	5	month	month	NOUN
ejge-10168	327	6	horizon	horizon	NOUN
ejge-10168	327	7	,	,	PUNCT
ejge-10168	327	8	the	the	DET
ejge-10168	327	9	responses	response	NOUN
ejge-10168	327	10	are	be	AUX
ejge-10168	327	11	mostly	mostly	ADV
ejge-10168	327	12	negative	negative	ADJ
ejge-10168	327	13	.	.	PUNCT
ejge-10168	328	1	gulf	gulf	NOUN
ejge-10168	328	2	investors	investor	NOUN
ejge-10168	328	3	tend	tend	VERB
ejge-10168	328	4	to	to	PART
ejge-10168	328	5	sell	sell	VERB
ejge-10168	328	6	stocks	stock	NOUN
ejge-10168	328	7	on	on	ADP
ejge-10168	328	8	the	the	DET
ejge-10168	328	9	stock	stock	NOUN
ejge-10168	328	10	exchanges	exchange	NOUN
ejge-10168	328	11	,	,	PUNCT
ejge-10168	328	12	leading	lead	VERB
ejge-10168	328	13	to	to	ADP
ejge-10168	328	14	lower	low	ADJ
ejge-10168	328	15	stock	stock	NOUN
ejge-10168	328	16	index	index	NOUN
ejge-10168	328	17	returns	return	NOUN
ejge-10168	328	18	.	.	PUNCT
ejge-10168	329	1	however	however	ADV
ejge-10168	329	2	,	,	PUNCT
ejge-10168	329	3	at	at	ADP
ejge-10168	329	4	the	the	DET
ejge-10168	329	5	12	12	NUM
ejge-10168	329	6	-	-	PUNCT
ejge-10168	329	7	month	month	NOUN
ejge-10168	329	8	horizon	horizon	NOUN
ejge-10168	329	9	,	,	PUNCT
ejge-10168	329	10	the	the	DET
ejge-10168	329	11	responses	response	NOUN
ejge-10168	329	12	oscillate	oscillate	VERB
ejge-10168	329	13	between	between	ADP
ejge-10168	329	14	positive	positive	ADJ
ejge-10168	329	15	and	and	CCONJ
ejge-10168	329	16	negative	negative	ADJ
ejge-10168	329	17	at	at	ADP
ejge-10168	329	18	low	low	ADJ
ejge-10168	329	19	levels	level	NOUN
ejge-10168	329	20	.	.	PUNCT
ejge-10168	330	1	the	the	DET
ejge-10168	330	2	functional	functional	ADJ
ejge-10168	330	3	strength	strength	NOUN
ejge-10168	330	4	of	of	ADP
ejge-10168	330	5	the	the	DET
ejge-10168	330	6	responses	response	NOUN
ejge-10168	330	7	also	also	ADV
ejge-10168	330	8	varies	vary	VERB
ejge-10168	330	9	over	over	ADP
ejge-10168	330	10	time	time	NOUN
ejge-10168	330	11	.	.	PUNCT
ejge-10168	331	1	the	the	DET
ejge-10168	331	2	most	most	ADV
ejge-10168	331	3	significant	significant	ADJ
ejge-10168	331	4	responses	response	NOUN
ejge-10168	331	5	occur	occur	VERB
ejge-10168	331	6	in	in	ADP
ejge-10168	331	7	the	the	DET
ejge-10168	331	8	short	short	ADJ
ejge-10168	331	9	term	term	NOUN
ejge-10168	331	10	,	,	PUNCT
ejge-10168	331	11	and	and	CCONJ
ejge-10168	331	12	the	the	DET
ejge-10168	331	13	least	least	ADV
ejge-10168	331	14	significant	significant	ADJ
ejge-10168	331	15	effects	effect	NOUN
ejge-10168	331	16	occur	occur	VERB
ejge-10168	331	17	in	in	ADP
ejge-10168	331	18	the	the	DET
ejge-10168	331	19	long	long	ADJ
ejge-10168	331	20	term	term	NOUN
ejge-10168	331	21	.	.	PUNCT
ejge-10168	332	1	as	as	ADP
ejge-10168	332	2	in	in	ADP
ejge-10168	332	3	the	the	DET
ejge-10168	332	4	case	case	NOUN
ejge-10168	332	5	of	of	ADP
ejge-10168	332	6	the	the	DET
ejge-10168	332	7	g7	g7	PROPN
ejge-10168	332	8	and	and	CCONJ
ejge-10168	332	9	brics	bric	NOUN
ejge-10168	332	10	countries	country	NOUN
ejge-10168	332	11	,	,	PUNCT
ejge-10168	332	12	the	the	DET
ejge-10168	332	13	effects	effect	NOUN
ejge-10168	332	14	of	of	ADP
ejge-10168	332	15	the	the	DET
ejge-10168	332	16	gpr	gpr	PROPN
ejge-10168	332	17	index	index	NOUN
ejge-10168	332	18	on	on	ADP
ejge-10168	332	19	gulf	gulf	NOUN
ejge-10168	332	20	returns	return	NOUN
ejge-10168	332	21	weaken	weaken	VERB
ejge-10168	332	22	over	over	ADP
ejge-10168	332	23	time	time	NOUN
ejge-10168	332	24	.	.	PUNCT
ejge-10168	333	1	256	256	NUM
ejge-10168	333	2	ahlem	ahlem	NOUN
ejge-10168	333	3	lamine	lamine	NOUN
ejge-10168	333	4	and	and	CCONJ
ejge-10168	333	5	sirine	sirine	ADJ
ejge-10168	333	6	zribi	zribi	NOUN
ejge-10168	333	7	figure	figure	NOUN
ejge-10168	333	8	9	9	NUM
ejge-10168	333	9	.	.	PUNCT
ejge-10168	333	10	time	time	NOUN
ejge-10168	333	11	-	-	PUNCT
ejge-10168	333	12	varying	vary	VERB
ejge-10168	333	13	responses	response	NOUN
ejge-10168	333	14	of	of	ADP
ejge-10168	333	15	gulf	gulf	NOUN
ejge-10168	333	16	country	country	NOUN
ejge-10168	333	17	indices	indice	VERB
ejge-10168	333	18	returns	return	NOUN
ejge-10168	333	19	to	to	ADP
ejge-10168	333	20	the	the	DET
ejge-10168	333	21	gpr	gpr	PROPN
ejge-10168	333	22	at	at	ADP
ejge-10168	333	23	different	different	ADJ
ejge-10168	333	24	time	time	NOUN
ejge-10168	333	25	horizons	horizon	NOUN
ejge-10168	333	26	.	.	PUNCT
ejge-10168	334	1	note	note	NOUN
ejge-10168	334	2	:	:	PUNCT
ejge-10168	334	3	gpr	gpr	PROPN
ejge-10168	334	4	refers	refer	VERB
ejge-10168	334	5	to	to	ADP
ejge-10168	334	6	the	the	DET
ejge-10168	334	7	gpr	gpr	PROPN
ejge-10168	334	8	benchmark.bh	benchmark.bh	PROPN
ejge-10168	334	9	,	,	PUNCT
ejge-10168	334	10	ku	ku	PROPN
ejge-10168	334	11	,	,	PUNCT
ejge-10168	334	12	om	om	PROPN
ejge-10168	334	13	,	,	PUNCT
ejge-10168	334	14	qa	qa	PROPN
ejge-10168	334	15	,	,	PUNCT
ejge-10168	334	16	ksa	ksa	PROPN
ejge-10168	334	17	,	,	PUNCT
ejge-10168	334	18	and	and	CCONJ
ejge-10168	334	19	uae	uae	PROPN
ejge-10168	334	20	refer	refer	VERB
ejge-10168	334	21	to	to	ADP
ejge-10168	334	22	the	the	DET
ejge-10168	334	23	returns	return	NOUN
ejge-10168	334	24	of	of	ADP
ejge-10168	334	25	the	the	DET
ejge-10168	334	26	benchmark	benchmark	NOUN
ejge-10168	334	27	equity	equity	NOUN
ejge-10168	334	28	indices	index	NOUN
ejge-10168	334	29	in	in	ADP
ejge-10168	334	30	the	the	DET
ejge-10168	334	31	bahrain	bahrain	NOUN
ejge-10168	334	32	,	,	PUNCT
ejge-10168	334	33	kuwait	kuwait	PROPN
ejge-10168	334	34	,	,	PUNCT
ejge-10168	334	35	oman	oman	PROPN
ejge-10168	334	36	,	,	PUNCT
ejge-10168	334	37	qatar	qatar	PROPN
ejge-10168	334	38	,	,	PUNCT
ejge-10168	334	39	ksa	ksa	PROPN
ejge-10168	334	40	,	,	PUNCT
ejge-10168	334	41	uae	uae	PROPN
ejge-10168	334	42	,	,	PUNCT
ejge-10168	334	43	respectively	respectively	ADV
ejge-10168	334	44	.	.	PUNCT
ejge-10168	335	1	as	as	ADP
ejge-10168	335	2	in	in	ADP
ejge-10168	335	3	the	the	DET
ejge-10168	335	4	case	case	NOUN
ejge-10168	335	5	of	of	ADP
ejge-10168	335	6	the	the	DET
ejge-10168	335	7	g7	g7	PROPN
ejge-10168	335	8	and	and	CCONJ
ejge-10168	335	9	brics	bric	NOUN
ejge-10168	335	10	countries	country	NOUN
ejge-10168	335	11	,	,	PUNCT
ejge-10168	335	12	the	the	DET
ejge-10168	335	13	feedback	feedback	NOUN
ejge-10168	335	14	from	from	ADP
ejge-10168	335	15	the	the	DET
ejge-10168	335	16	gulf	gulf	PROPN
ejge-10168	335	17	countries	country	NOUN
ejge-10168	335	18	is	be	AUX
ejge-10168	335	19	very	very	ADV
ejge-10168	335	20	volatile	volatile	ADJ
ejge-10168	335	21	,	,	PUNCT
ejge-10168	335	22	often	often	ADV
ejge-10168	335	23	swinging	swinge	VERB
ejge-10168	335	24	from	from	ADP
ejge-10168	335	25	positive	positive	ADJ
ejge-10168	335	26	to	to	PART
ejge-10168	335	27	negative	negative	ADJ
ejge-10168	335	28	on	on	ADP
ejge-10168	335	29	the	the	DET
ejge-10168	335	30	three	three	NUM
ejge-10168	335	31	predefined	predefine	VERB
ejge-10168	335	32	dates	date	NOUN
ejge-10168	335	33	(	(	PUNCT
ejge-10168	335	34	figure	figure	NOUN
ejge-10168	335	35	10	10	NUM
ejge-10168	335	36	)	)	PUNCT
ejge-10168	335	37	.	.	PUNCT
ejge-10168	336	1	therefore	therefore	ADV
ejge-10168	336	2	,	,	PUNCT
ejge-10168	336	3	there	there	PRON
ejge-10168	336	4	is	be	VERB
ejge-10168	336	5	no	no	DET
ejge-10168	336	6	regular	regular	ADJ
ejge-10168	336	7	direction	direction	NOUN
ejge-10168	336	8	for	for	ADP
ejge-10168	336	9	the	the	DET
ejge-10168	336	10	impact	impact	NOUN
ejge-10168	336	11	of	of	ADP
ejge-10168	336	12	the	the	DET
ejge-10168	336	13	gpr	gpr	PROPN
ejge-10168	336	14	index	index	NOUN
ejge-10168	336	15	on	on	ADP
ejge-10168	336	16	gulf	gulf	PROPN
ejge-10168	336	17	stock	stock	NOUN
ejge-10168	336	18	returns	return	NOUN
ejge-10168	336	19	during	during	ADP
ejge-10168	336	20	specific	specific	ADJ
ejge-10168	336	21	geopolitical	geopolitical	ADJ
ejge-10168	336	22	events	event	NOUN
ejge-10168	336	23	.	.	PUNCT
ejge-10168	337	1	our	our	PRON
ejge-10168	337	2	results	result	NOUN
ejge-10168	337	3	do	do	AUX
ejge-10168	337	4	not	not	PART
ejge-10168	337	5	coincide	coincide	VERB
ejge-10168	337	6	with	with	ADP
ejge-10168	337	7	the	the	DET
ejge-10168	337	8	study	study	NOUN
ejge-10168	337	9	by	by	ADP
ejge-10168	337	10	alqahtani	alqahtani	PROPN
ejge-10168	337	11	et	et	PROPN
ejge-10168	337	12	al	al	PROPN
ejge-10168	337	13	.	.	PROPN
ejge-10168	338	1	(	(	PUNCT
ejge-10168	338	2	2022	2022	NUM
ejge-10168	338	3	)	)	PUNCT
ejge-10168	338	4	,	,	PUNCT
ejge-10168	338	5	which	which	PRON
ejge-10168	338	6	asserts	assert	VERB
ejge-10168	338	7	that	that	SCONJ
ejge-10168	338	8	the	the	DET
ejge-10168	338	9	time	time	NOUN
ejge-10168	338	10	-	-	PUNCT
ejge-10168	338	11	varying	vary	VERB
ejge-10168	338	12	conditional	conditional	ADJ
ejge-10168	338	13	correlation	correlation	NOUN
ejge-10168	338	14	between	between	ADP
ejge-10168	338	15	gulf	gulf	PROPN
ejge-10168	338	16	stock	stock	NOUN
ejge-10168	338	17	market	market	NOUN
ejge-10168	338	18	returns	return	NOUN
ejge-10168	338	19	and	and	CCONJ
ejge-10168	338	20	geopolitical	geopolitical	ADJ
ejge-10168	338	21	risk	risk	NOUN
ejge-10168	338	22	is	be	AUX
ejge-10168	338	23	systematically	systematically	ADV
ejge-10168	338	24	negative	negative	ADJ
ejge-10168	338	25	.	.	PUNCT
ejge-10168	339	1	during	during	ADP
ejge-10168	339	2	the	the	DET
ejge-10168	339	3	health	health	NOUN
ejge-10168	339	4	crisis	crisis	NOUN
ejge-10168	339	5	,	,	PUNCT
ejge-10168	339	6	the	the	DET
ejge-10168	339	7	reactions	reaction	NOUN
ejge-10168	339	8	of	of	ADP
ejge-10168	339	9	the	the	DET
ejge-10168	339	10	gulf	gulf	PROPN
ejge-10168	339	11	stock	stock	PROPN
ejge-10168	339	12	index	index	NOUN
ejge-10168	339	13	returns	return	NOUN
ejge-10168	339	14	were	be	AUX
ejge-10168	339	15	similar	similar	ADJ
ejge-10168	339	16	.	.	PUNCT
ejge-10168	340	1	they	they	PRON
ejge-10168	340	2	are	be	AUX
ejge-10168	340	3	initially	initially	ADV
ejge-10168	340	4	negative	negative	ADJ
ejge-10168	340	5	,	,	PUNCT
ejge-10168	340	6	then	then	ADV
ejge-10168	340	7	positive	positive	ADJ
ejge-10168	340	8	,	,	PUNCT
ejge-10168	340	9	and	and	CCONJ
ejge-10168	340	10	then	then	ADV
ejge-10168	340	11	close	close	ADJ
ejge-10168	340	12	to	to	ADP
ejge-10168	340	13	zero	zero	NUM
ejge-10168	340	14	.	.	PUNCT
ejge-10168	341	1	during	during	ADP
ejge-10168	341	2	the	the	DET
ejge-10168	341	3	russian	russian	ADJ
ejge-10168	341	4	-	-	PUNCT
ejge-10168	341	5	ukrainian	ukrainian	ADJ
ejge-10168	341	6	conflict	conflict	NOUN
ejge-10168	341	7	,	,	PUNCT
ejge-10168	341	8	the	the	DET
ejge-10168	341	9	responses	response	NOUN
ejge-10168	341	10	alternated	alternate	VERB
ejge-10168	341	11	between	between	ADP
ejge-10168	341	12	positive	positive	ADJ
ejge-10168	341	13	and	and	CCONJ
ejge-10168	341	14	negative	negative	ADJ
ejge-10168	341	15	,	,	PUNCT
ejge-10168	341	16	but	but	CCONJ
ejge-10168	341	17	the	the	DET
ejge-10168	341	18	negative	negative	ADJ
ejge-10168	341	19	responses	response	NOUN
ejge-10168	341	20	are	be	AUX
ejge-10168	341	21	more	more	ADV
ejge-10168	341	22	significant	significant	ADJ
ejge-10168	341	23	and	and	CCONJ
ejge-10168	341	24	have	have	VERB
ejge-10168	341	25	larger	large	ADJ
ejge-10168	341	26	amplitudes	amplitude	NOUN
ejge-10168	341	27	.	.	PUNCT
ejge-10168	342	1	figure	figure	NOUN
ejge-10168	342	2	10	10	NUM
ejge-10168	342	3	also	also	ADV
ejge-10168	342	4	shows	show	VERB
ejge-10168	342	5	that	that	SCONJ
ejge-10168	342	6	,	,	PUNCT
ejge-10168	342	7	in	in	ADP
ejge-10168	342	8	contrast	contrast	NOUN
ejge-10168	342	9	to	to	ADP
ejge-10168	342	10	the	the	DET
ejge-10168	342	11	g7	g7	PROPN
ejge-10168	342	12	and	and	CCONJ
ejge-10168	342	13	brics	bric	NOUN
ejge-10168	342	14	countries	country	NOUN
ejge-10168	342	15	,	,	PUNCT
ejge-10168	342	16	returns	return	NOUN
ejge-10168	342	17	generally	generally	ADV
ejge-10168	342	18	reacted	react	VERB
ejge-10168	342	19	positively	positively	ADV
ejge-10168	342	20	to	to	ADP
ejge-10168	342	21	donald	donald	PROPN
ejge-10168	342	22	trump	trump	PROPN
ejge-10168	342	23	's	's	PART
ejge-10168	342	24	victory	victory	NOUN
ejge-10168	342	25	in	in	ADP
ejge-10168	342	26	the	the	DET
ejge-10168	342	27	us	us	PROPN
ejge-10168	342	28	election	election	NOUN
ejge-10168	342	29	.	.	PUNCT
ejge-10168	343	1	figure	figure	NOUN
ejge-10168	343	2	10	10	NUM
ejge-10168	343	3	.	.	PUNCT
ejge-10168	343	4	time	time	NOUN
ejge-10168	343	5	-	-	PUNCT
ejge-10168	343	6	varying	vary	VERB
ejge-10168	343	7	responses	response	NOUN
ejge-10168	343	8	of	of	ADP
ejge-10168	343	9	gulf	gulf	NOUN
ejge-10168	343	10	country	country	NOUN
ejge-10168	343	11	indices	indice	VERB
ejge-10168	343	12	returns	return	NOUN
ejge-10168	343	13	to	to	ADP
ejge-10168	343	14	the	the	DET
ejge-10168	343	15	gpr	gpr	PROPN
ejge-10168	343	16	at	at	ADP
ejge-10168	343	17	different	different	ADJ
ejge-10168	343	18	dates	date	NOUN
ejge-10168	343	19	.	.	PUNCT
ejge-10168	344	1	note	note	NOUN
ejge-10168	344	2	:	:	PUNCT
ejge-10168	344	3	gpr	gpr	PROPN
ejge-10168	344	4	refers	refer	VERB
ejge-10168	344	5	to	to	ADP
ejge-10168	344	6	the	the	DET
ejge-10168	344	7	gpr	gpr	PROPN
ejge-10168	344	8	benchmark.bh	benchmark.bh	PROPN
ejge-10168	344	9	,	,	PUNCT
ejge-10168	344	10	ku	ku	PROPN
ejge-10168	344	11	,	,	PUNCT
ejge-10168	344	12	om	om	PROPN
ejge-10168	344	13	,	,	PUNCT
ejge-10168	344	14	qa	qa	PROPN
ejge-10168	344	15	,	,	PUNCT
ejge-10168	344	16	ksa	ksa	PROPN
ejge-10168	344	17	,	,	PUNCT
ejge-10168	344	18	and	and	CCONJ
ejge-10168	344	19	uae	uae	PROPN
ejge-10168	344	20	refer	refer	VERB
ejge-10168	344	21	to	to	ADP
ejge-10168	344	22	the	the	DET
ejge-10168	344	23	returns	return	NOUN
ejge-10168	344	24	of	of	ADP
ejge-10168	344	25	the	the	DET
ejge-10168	344	26	benchmark	benchmark	NOUN
ejge-10168	344	27	equity	equity	NOUN
ejge-10168	344	28	indices	index	NOUN
ejge-10168	344	29	in	in	ADP
ejge-10168	344	30	the	the	DET
ejge-10168	344	31	bahrain	bahrain	NOUN
ejge-10168	344	32	,	,	PUNCT
ejge-10168	344	33	kuwait	kuwait	PROPN
ejge-10168	344	34	,	,	PUNCT
ejge-10168	344	35	oman	oman	PROPN
ejge-10168	344	36	,	,	PUNCT
ejge-10168	344	37	qatar	qatar	PROPN
ejge-10168	344	38	,	,	PUNCT
ejge-10168	344	39	ksa	ksa	PROPN
ejge-10168	344	40	,	,	PUNCT
ejge-10168	344	41	uae	uae	PROPN
ejge-10168	344	42	,	,	PUNCT
ejge-10168	344	43	respectively	respectively	ADV
ejge-10168	344	44	.	.	PUNCT
ejge-10168	345	1	do	do	AUX
ejge-10168	345	2	geopolitical	geopolitical	ADJ
ejge-10168	345	3	risks	risk	NOUN
ejge-10168	345	4	affect	affect	VERB
ejge-10168	345	5	stock	stock	NOUN
ejge-10168	345	6	market	market	NOUN
ejge-10168	345	7	returns	return	NOUN
ejge-10168	345	8	and	and	CCONJ
ejge-10168	345	9	volatilities	volatility	NOUN
ejge-10168	345	10	4.3.6	4.3.6	NUM
ejge-10168	345	11	time	time	NOUN
ejge-10168	345	12	-	-	PUNCT
ejge-10168	345	13	varying	vary	VERB
ejge-10168	345	14	effects	effect	NOUN
ejge-10168	345	15	of	of	ADP
ejge-10168	345	16	the	the	DET
ejge-10168	345	17	gpr	gpr	PROPN
ejge-10168	345	18	index	index	NOUN
ejge-10168	345	19	on	on	ADP
ejge-10168	345	20	gulf	gulf	PROPN
ejge-10168	345	21	stock	stock	NOUN
ejge-10168	345	22	market	market	NOUN
ejge-10168	345	23	volatilities	volatility	NOUN
ejge-10168	345	24	as	as	SCONJ
ejge-10168	345	25	shown	show	VERB
ejge-10168	345	26	in	in	ADP
ejge-10168	345	27	figure	figure	NOUN
ejge-10168	345	28	11	11	NUM
ejge-10168	345	29	,	,	PUNCT
ejge-10168	345	30	the	the	DET
ejge-10168	345	31	impulse	impulse	ADJ
ejge-10168	345	32	responses	response	NOUN
ejge-10168	345	33	of	of	ADP
ejge-10168	345	34	return	return	NOUN
ejge-10168	345	35	volatilities	volatility	NOUN
ejge-10168	345	36	in	in	ADP
ejge-10168	345	37	the	the	DET
ejge-10168	345	38	gulf	gulf	PROPN
ejge-10168	345	39	region	region	NOUN
ejge-10168	345	40	are	be	AUX
ejge-10168	345	41	very	very	ADV
ejge-10168	345	42	volatile	volatile	ADJ
ejge-10168	345	43	,	,	PUNCT
ejge-10168	345	44	frequently	frequently	ADV
ejge-10168	345	45	changing	change	VERB
ejge-10168	345	46	from	from	ADP
ejge-10168	345	47	positive	positive	ADJ
ejge-10168	345	48	to	to	PART
ejge-10168	345	49	negative	negative	ADJ
ejge-10168	345	50	in	in	ADP
ejge-10168	345	51	all	all	DET
ejge-10168	345	52	three	three	NUM
ejge-10168	345	53	time	time	NOUN
ejge-10168	345	54	horizons	horizon	NOUN
ejge-10168	345	55	.	.	PUNCT
ejge-10168	346	1	indeed	indeed	ADV
ejge-10168	346	2	,	,	PUNCT
ejge-10168	346	3	in	in	ADP
ejge-10168	346	4	the	the	DET
ejge-10168	346	5	face	face	NOUN
ejge-10168	346	6	of	of	ADP
ejge-10168	346	7	unpredictable	unpredictable	ADJ
ejge-10168	346	8	and	and	CCONJ
ejge-10168	346	9	significant	significant	ADJ
ejge-10168	346	10	geopolitical	geopolitical	ADJ
ejge-10168	346	11	risks	risk	NOUN
ejge-10168	346	12	,	,	PUNCT
ejge-10168	346	13	investors	investor	NOUN
ejge-10168	346	14	'	'	PART
ejge-10168	346	15	behavior	behavior	NOUN
ejge-10168	346	16	with	with	ADP
ejge-10168	346	17	respect	respect	NOUN
ejge-10168	346	18	to	to	ADP
ejge-10168	346	19	stock	stock	NOUN
ejge-10168	346	20	market	market	NOUN
ejge-10168	346	21	investments	investment	NOUN
ejge-10168	346	22	may	may	AUX
ejge-10168	346	23	vary	vary	VERB
ejge-10168	346	24	according	accord	VERB
ejge-10168	346	25	to	to	ADP
ejge-10168	346	26	their	their	PRON
ejge-10168	346	27	expectations	expectation	NOUN
ejge-10168	346	28	and	and	CCONJ
ejge-10168	346	29	risk	risk	NOUN
ejge-10168	346	30	aversion	aversion	NOUN
ejge-10168	346	31	.	.	PUNCT
ejge-10168	347	1	some	some	DET
ejge-10168	347	2	investors	investor	NOUN
ejge-10168	347	3	may	may	AUX
ejge-10168	347	4	choose	choose	VERB
ejge-10168	347	5	to	to	PART
ejge-10168	347	6	buy	buy	VERB
ejge-10168	347	7	stocks	stock	NOUN
ejge-10168	347	8	,	,	PUNCT
ejge-10168	347	9	while	while	SCONJ
ejge-10168	347	10	others	other	NOUN
ejge-10168	347	11	may	may	AUX
ejge-10168	347	12	choose	choose	VERB
ejge-10168	347	13	to	to	PART
ejge-10168	347	14	sell	sell	VERB
ejge-10168	347	15	based	base	VERB
ejge-10168	347	16	on	on	ADP
ejge-10168	347	17	their	their	PRON
ejge-10168	347	18	expectations	expectation	NOUN
ejge-10168	347	19	for	for	ADP
ejge-10168	347	20	the	the	DET
ejge-10168	347	21	future	future	NOUN
ejge-10168	347	22	,	,	PUNCT
ejge-10168	347	23	leading	lead	VERB
ejge-10168	347	24	to	to	ADP
ejge-10168	347	25	higher	high	ADJ
ejge-10168	347	26	or	or	CCONJ
ejge-10168	347	27	lower	low	ADJ
ejge-10168	347	28	stock	stock	NOUN
ejge-10168	347	29	market	market	NOUN
ejge-10168	347	30	risk	risk	NOUN
ejge-10168	347	31	.	.	PUNCT
ejge-10168	348	1	as	as	SCONJ
ejge-10168	348	2	in	in	ADP
ejge-10168	348	3	the	the	DET
ejge-10168	348	4	case	case	NOUN
ejge-10168	348	5	of	of	ADP
ejge-10168	348	6	the	the	DET
ejge-10168	348	7	g7	g7	PROPN
ejge-10168	348	8	and	and	CCONJ
ejge-10168	348	9	brics	bric	NOUN
ejge-10168	348	10	,	,	PUNCT
ejge-10168	348	11	the	the	DET
ejge-10168	348	12	gpr	gpr	PROPN
ejge-10168	348	13	index	index	NOUN
ejge-10168	348	14	impact	impact	NOUN
ejge-10168	348	15	on	on	ADP
ejge-10168	348	16	gulf	gulf	NOUN
ejge-10168	348	17	returns	return	NOUN
ejge-10168	348	18	diminishes	diminish	VERB
ejge-10168	348	19	over	over	ADP
ejge-10168	348	20	time	time	NOUN
ejge-10168	348	21	.	.	PUNCT
ejge-10168	349	1	we	we	PRON
ejge-10168	349	2	also	also	ADV
ejge-10168	349	3	find	find	VERB
ejge-10168	349	4	that	that	SCONJ
ejge-10168	349	5	,	,	PUNCT
ejge-10168	349	6	as	as	ADP
ejge-10168	349	7	in	in	ADP
ejge-10168	349	8	the	the	DET
ejge-10168	349	9	case	case	NOUN
ejge-10168	349	10	of	of	ADP
ejge-10168	349	11	g7	g7	PROPN
ejge-10168	349	12	and	and	CCONJ
ejge-10168	349	13	brics	bric	NOUN
ejge-10168	349	14	volatilities	volatility	NOUN
ejge-10168	349	15	,	,	PUNCT
ejge-10168	349	16	the	the	DET
ejge-10168	349	17	volatility	volatility	NOUN
ejge-10168	349	18	responses	response	NOUN
ejge-10168	349	19	to	to	ADP
ejge-10168	349	20	the	the	DET
ejge-10168	349	21	gpr	gpr	PROPN
ejge-10168	349	22	index	index	NOUN
ejge-10168	349	23	shocks	shock	NOUN
ejge-10168	349	24	increase	increase	VERB
ejge-10168	349	25	with	with	ADP
ejge-10168	349	26	time	time	NOUN
ejge-10168	349	27	horizons	horizon	NOUN
ejge-10168	349	28	.	.	PUNCT
ejge-10168	350	1	they	they	PRON
ejge-10168	350	2	are	be	AUX
ejge-10168	350	3	strongest	strong	ADJ
ejge-10168	350	4	in	in	ADP
ejge-10168	350	5	the	the	DET
ejge-10168	350	6	long	long	ADJ
ejge-10168	350	7	term	term	NOUN
ejge-10168	350	8	,	,	PUNCT
ejge-10168	350	9	much	much	ADV
ejge-10168	350	10	weaker	weak	ADJ
ejge-10168	350	11	in	in	ADP
ejge-10168	350	12	the	the	DET
ejge-10168	350	13	medium	medium	ADJ
ejge-10168	350	14	term	term	NOUN
ejge-10168	350	15	,	,	PUNCT
ejge-10168	350	16	and	and	CCONJ
ejge-10168	350	17	negligible	negligible	ADJ
ejge-10168	350	18	in	in	ADP
ejge-10168	350	19	the	the	DET
ejge-10168	350	20	short	short	ADJ
ejge-10168	350	21	term	term	NOUN
ejge-10168	350	22	.	.	PUNCT
ejge-10168	351	1	this	this	DET
ejge-10168	351	2	more	more	ADV
ejge-10168	351	3	pronounced	pronounced	ADJ
ejge-10168	351	4	effect	effect	NOUN
ejge-10168	351	5	on	on	ADP
ejge-10168	351	6	long	long	ADJ
ejge-10168	351	7	-	-	PUNCT
ejge-10168	351	8	term	term	NOUN
ejge-10168	351	9	volatility	volatility	NOUN
ejge-10168	351	10	can	can	AUX
ejge-10168	351	11	be	be	AUX
ejge-10168	351	12	attributed	attribute	VERB
ejge-10168	351	13	to	to	ADP
ejge-10168	351	14	the	the	DET
ejge-10168	351	15	persistence	persistence	NOUN
ejge-10168	351	16	of	of	ADP
ejge-10168	351	17	shocks	shock	NOUN
ejge-10168	351	18	in	in	ADP
ejge-10168	351	19	the	the	DET
ejge-10168	351	20	gpr	gpr	PROPN
ejge-10168	351	21	index	index	NOUN
ejge-10168	351	22	.	.	PUNCT
ejge-10168	352	1	figure	figure	NOUN
ejge-10168	352	2	11	11	NUM
ejge-10168	352	3	.	.	PUNCT
ejge-10168	352	4	time	time	NOUN
ejge-10168	352	5	-	-	PUNCT
ejge-10168	352	6	varying	vary	VERB
ejge-10168	352	7	responses	response	NOUN
ejge-10168	352	8	of	of	ADP
ejge-10168	352	9	gulf	gulf	NOUN
ejge-10168	352	10	country	country	NOUN
ejge-10168	352	11	indices	indice	VERB
ejge-10168	352	12	volatilities	volatility	NOUN
ejge-10168	352	13	to	to	ADP
ejge-10168	352	14	the	the	DET
ejge-10168	352	15	gpr	gpr	PROPN
ejge-10168	352	16	at	at	ADP
ejge-10168	352	17	different	different	ADJ
ejge-10168	352	18	time	time	NOUN
ejge-10168	352	19	horizons	horizon	NOUN
ejge-10168	352	20	.	.	PUNCT
ejge-10168	353	1	note	note	NOUN
ejge-10168	353	2	:	:	PUNCT
ejge-10168	353	3	gpr	gpr	PROPN
ejge-10168	353	4	refers	refer	VERB
ejge-10168	353	5	to	to	ADP
ejge-10168	353	6	the	the	DET
ejge-10168	353	7	gpr	gpr	PROPN
ejge-10168	353	8	benchmark.bhv	benchmark.bhv	PROPN
ejge-10168	353	9	,	,	PUNCT
ejge-10168	353	10	kuv	kuv	PROPN
ejge-10168	353	11	,	,	PUNCT
ejge-10168	353	12	omv	omv	ADJ
ejge-10168	353	13	,	,	PUNCT
ejge-10168	353	14	qav	qav	ADJ
ejge-10168	353	15	,	,	PUNCT
ejge-10168	353	16	ksav	ksav	NOUN
ejge-10168	353	17	,	,	PUNCT
ejge-10168	353	18	and	and	CCONJ
ejge-10168	353	19	uaev	uaev	X
ejge-10168	353	20	refer	refer	VERB
ejge-10168	353	21	to	to	ADP
ejge-10168	353	22	the	the	DET
ejge-10168	353	23	volatilities	volatility	NOUN
ejge-10168	353	24	of	of	ADP
ejge-10168	353	25	the	the	DET
ejge-10168	353	26	benchmark	benchmark	NOUN
ejge-10168	353	27	equity	equity	NOUN
ejge-10168	353	28	indices	index	NOUN
ejge-10168	353	29	in	in	ADP
ejge-10168	353	30	the	the	DET
ejge-10168	353	31	bahrïn	bahrïn	NOUN
ejge-10168	353	32	,	,	PUNCT
ejge-10168	353	33	kuwait	kuwait	PROPN
ejge-10168	353	34	,	,	PUNCT
ejge-10168	353	35	oman	oman	PROPN
ejge-10168	353	36	,	,	PUNCT
ejge-10168	353	37	qatar	qatar	PROPN
ejge-10168	353	38	,	,	PUNCT
ejge-10168	353	39	ksa	ksa	PROPN
ejge-10168	353	40	,	,	PUNCT
ejge-10168	353	41	uae	uae	PROPN
ejge-10168	353	42	,	,	PUNCT
ejge-10168	353	43	respectively	respectively	ADV
ejge-10168	353	44	.	.	PUNCT
ejge-10168	354	1	the	the	DET
ejge-10168	354	2	gulf	gulf	PROPN
ejge-10168	354	3	indices	indice	VERB
ejge-10168	354	4	volatility	volatility	NOUN
ejge-10168	354	5	reactions	reaction	NOUN
ejge-10168	354	6	are	be	AUX
ejge-10168	354	7	similar	similar	ADJ
ejge-10168	354	8	on	on	ADP
ejge-10168	354	9	the	the	DET
ejge-10168	354	10	three	three	NUM
ejge-10168	354	11	predefined	predefine	VERB
ejge-10168	354	12	dates	date	NOUN
ejge-10168	354	13	(	(	PUNCT
ejge-10168	354	14	figure	figure	NOUN
ejge-10168	354	15	12	12	NUM
ejge-10168	354	16	)	)	PUNCT
ejge-10168	354	17	.	.	PUNCT
ejge-10168	355	1	during	during	ADP
ejge-10168	355	2	a	a	DET
ejge-10168	355	3	health	health	NOUN
ejge-10168	355	4	crisis	crisis	NOUN
ejge-10168	355	5	,	,	PUNCT
ejge-10168	355	6	the	the	DET
ejge-10168	355	7	reactions	reaction	NOUN
ejge-10168	355	8	are	be	AUX
ejge-10168	355	9	first	first	ADV
ejge-10168	355	10	positive	positive	ADJ
ejge-10168	355	11	and	and	CCONJ
ejge-10168	355	12	then	then	ADV
ejge-10168	355	13	negative	negative	ADJ
ejge-10168	355	14	.	.	PUNCT
ejge-10168	356	1	for	for	ADP
ejge-10168	356	2	the	the	DET
ejge-10168	356	3	russian	russian	ADJ
ejge-10168	356	4	-	-	PUNCT
ejge-10168	356	5	ukrainian	ukrainian	ADJ
ejge-10168	356	6	conflict	conflict	NOUN
ejge-10168	356	7	,	,	PUNCT
ejge-10168	356	8	the	the	DET
ejge-10168	356	9	gpr	gpr	PROPN
ejge-10168	356	10	index	index	NOUN
ejge-10168	356	11	has	have	VERB
ejge-10168	356	12	a	a	DET
ejge-10168	356	13	negative	negative	ADJ
ejge-10168	356	14	effect	effect	NOUN
ejge-10168	356	15	on	on	ADP
ejge-10168	356	16	the	the	DET
ejge-10168	356	17	volatility	volatility	NOUN
ejge-10168	356	18	,	,	PUNCT
ejge-10168	356	19	then	then	ADV
ejge-10168	356	20	the	the	DET
ejge-10168	356	21	reaction	reaction	NOUN
ejge-10168	356	22	is	be	AUX
ejge-10168	356	23	reversed	reverse	VERB
ejge-10168	356	24	.	.	PUNCT
ejge-10168	357	1	on	on	ADP
ejge-10168	357	2	the	the	DET
ejge-10168	357	3	other	other	ADJ
ejge-10168	357	4	hand	hand	NOUN
ejge-10168	357	5	,	,	PUNCT
ejge-10168	357	6	the	the	DET
ejge-10168	357	7	effect	effect	NOUN
ejge-10168	357	8	of	of	ADP
ejge-10168	357	9	the	the	DET
ejge-10168	357	10	gpr	gpr	PROPN
ejge-10168	357	11	index	index	NOUN
ejge-10168	357	12	during	during	ADP
ejge-10168	357	13	the	the	DET
ejge-10168	357	14	2017	2017	NUM
ejge-10168	357	15	us	us	PROPN
ejge-10168	357	16	elections	election	NOUN
ejge-10168	357	17	on	on	ADP
ejge-10168	357	18	the	the	DET
ejge-10168	357	19	stock	stock	NOUN
ejge-10168	357	20	market	market	NOUN
ejge-10168	357	21	volatilities	volatility	NOUN
ejge-10168	357	22	of	of	ADP
ejge-10168	357	23	the	the	DET
ejge-10168	357	24	gulf	gulf	PROPN
ejge-10168	357	25	countries	country	NOUN
ejge-10168	357	26	does	do	AUX
ejge-10168	357	27	not	not	PART
ejge-10168	357	28	have	have	VERB
ejge-10168	357	29	a	a	DET
ejge-10168	357	30	regular	regular	ADJ
ejge-10168	357	31	direction	direction	NOUN
ejge-10168	357	32	and	and	CCONJ
ejge-10168	357	33	often	often	ADV
ejge-10168	357	34	goes	go	VERB
ejge-10168	357	35	from	from	ADP
ejge-10168	357	36	positive	positive	ADJ
ejge-10168	357	37	to	to	PART
ejge-10168	357	38	negative	negative	VERB
ejge-10168	357	39	.	.	PUNCT
ejge-10168	358	1	258	258	NUM
ejge-10168	358	2	ahlem	ahlem	NOUN
ejge-10168	358	3	lamine	lamine	NOUN
ejge-10168	358	4	and	and	CCONJ
ejge-10168	358	5	sirine	sirine	ADJ
ejge-10168	358	6	zribi	zribi	NOUN
ejge-10168	358	7	figure	figure	NOUN
ejge-10168	358	8	12	12	NUM
ejge-10168	358	9	.	.	PUNCT
ejge-10168	358	10	time	time	NOUN
ejge-10168	358	11	-	-	PUNCT
ejge-10168	358	12	varyingresponses	varyingresponse	NOUN
ejge-10168	358	13	of	of	ADP
ejge-10168	358	14	gulf	gulf	NOUN
ejge-10168	358	15	country	country	NOUN
ejge-10168	358	16	indices	indice	VERB
ejge-10168	358	17	volatilities	volatility	NOUN
ejge-10168	358	18	to	to	ADP
ejge-10168	358	19	the	the	DET
ejge-10168	358	20	gpr	gpr	PROPN
ejge-10168	358	21	at	at	ADP
ejge-10168	358	22	differentdates	differentdate	NOUN
ejge-10168	358	23	.	.	PUNCT
ejge-10168	359	1	note	note	NOUN
ejge-10168	359	2	:	:	PUNCT
ejge-10168	359	3	gpr	gpr	PROPN
ejge-10168	359	4	refers	refer	VERB
ejge-10168	359	5	to	to	ADP
ejge-10168	359	6	the	the	DET
ejge-10168	359	7	gpr	gpr	PROPN
ejge-10168	359	8	benchmark.bhv	benchmark.bhv	PROPN
ejge-10168	359	9	,	,	PUNCT
ejge-10168	359	10	kuv	kuv	PROPN
ejge-10168	359	11	,	,	PUNCT
ejge-10168	359	12	omv	omv	ADJ
ejge-10168	359	13	,	,	PUNCT
ejge-10168	359	14	qav	qav	ADJ
ejge-10168	359	15	,	,	PUNCT
ejge-10168	359	16	,	,	PUNCT
ejge-10168	359	17	ksav	ksav	INTJ
ejge-10168	359	18	,	,	PUNCT
ejge-10168	359	19	and	and	CCONJ
ejge-10168	359	20	uaevrefer	uaevrefer	NOUN
ejge-10168	359	21	to	to	ADP
ejge-10168	359	22	thevolatilities	thevolatilitie	NOUN
ejge-10168	359	23	of	of	ADP
ejge-10168	359	24	the	the	DET
ejge-10168	359	25	benchmark	benchmark	NOUN
ejge-10168	359	26	equity	equity	NOUN
ejge-10168	359	27	indices	index	NOUN
ejge-10168	359	28	in	in	ADP
ejge-10168	359	29	the	the	DET
ejge-10168	359	30	bahrïn	bahrïn	NOUN
ejge-10168	359	31	,	,	PUNCT
ejge-10168	359	32	kuwait	kuwait	PROPN
ejge-10168	359	33	,	,	PUNCT
ejge-10168	359	34	oman	oman	PROPN
ejge-10168	359	35	,	,	PUNCT
ejge-10168	359	36	qatar	qatar	PROPN
ejge-10168	359	37	,	,	PUNCT
ejge-10168	359	38	ksa	ksa	PROPN
ejge-10168	359	39	,	,	PUNCT
ejge-10168	359	40	uae	uae	PROPN
ejge-10168	359	41	,	,	PUNCT
ejge-10168	359	42	respectively	respectively	ADV
ejge-10168	359	43	.	.	PUNCT
ejge-10168	360	1	5	5	X
ejge-10168	360	2	.	.	X
ejge-10168	360	3	discussion	discussion	NOUN
ejge-10168	360	4	this	this	DET
ejge-10168	360	5	paper	paper	NOUN
ejge-10168	360	6	uses	use	VERB
ejge-10168	360	7	a	a	DET
ejge-10168	360	8	time	time	NOUN
ejge-10168	360	9	-	-	PUNCT
ejge-10168	360	10	varying	vary	VERB
ejge-10168	360	11	parameter	parameter	NOUN
ejge-10168	360	12	vector	vector	NOUN
ejge-10168	360	13	autoregression	autoregression	NOUN
ejge-10168	360	14	(	(	PUNCT
ejge-10168	360	15	tvp	tvp	NOUN
ejge-10168	360	16	-	-	PUNCT
ejge-10168	360	17	var	var	NOUN
ejge-10168	360	18	)	)	PUNCT
ejge-10168	360	19	model	model	NOUN
ejge-10168	360	20	to	to	PART
ejge-10168	360	21	examine	examine	VERB
ejge-10168	360	22	the	the	DET
ejge-10168	360	23	impact	impact	NOUN
ejge-10168	360	24	of	of	ADP
ejge-10168	360	25	the	the	DET
ejge-10168	360	26	gpr	gpr	PROPN
ejge-10168	360	27	index	index	NOUN
ejge-10168	360	28	shock	shock	NOUN
ejge-10168	360	29	,	,	PUNCT
ejge-10168	360	30	which	which	PRON
ejge-10168	360	31	measures	measure	VERB
ejge-10168	360	32	geopolitical	geopolitical	ADJ
ejge-10168	360	33	risk	risk	NOUN
ejge-10168	360	34	,	,	PUNCT
ejge-10168	360	35	on	on	ADP
ejge-10168	360	36	stock	stock	NOUN
ejge-10168	360	37	index	index	NOUN
ejge-10168	360	38	returns	return	NOUN
ejge-10168	360	39	and	and	CCONJ
ejge-10168	360	40	volatility	volatility	NOUN
ejge-10168	360	41	in	in	ADP
ejge-10168	360	42	g7	g7	PROPN
ejge-10168	360	43	,	,	PUNCT
ejge-10168	360	44	brics	bric	NOUN
ejge-10168	360	45	,	,	PUNCT
ejge-10168	360	46	and	and	CCONJ
ejge-10168	360	47	gulf	gulf	PROPN
ejge-10168	360	48	countries	country	NOUN
ejge-10168	360	49	at	at	ADP
ejge-10168	360	50	three	three	NUM
ejge-10168	360	51	time	time	NOUN
ejge-10168	360	52	horizons	horizon	NOUN
ejge-10168	360	53	and	and	CCONJ
ejge-10168	360	54	three	three	NUM
ejge-10168	360	55	points	point	NOUN
ejge-10168	360	56	in	in	ADP
ejge-10168	360	57	time	time	NOUN
ejge-10168	360	58	.	.	PUNCT
ejge-10168	361	1	the	the	DET
ejge-10168	361	2	results	result	NOUN
ejge-10168	361	3	of	of	ADP
ejge-10168	361	4	this	this	DET
ejge-10168	361	5	study	study	NOUN
ejge-10168	361	6	show	show	VERB
ejge-10168	361	7	that	that	SCONJ
ejge-10168	361	8	the	the	DET
ejge-10168	361	9	impact	impact	NOUN
ejge-10168	361	10	of	of	ADP
ejge-10168	361	11	geopolitical	geopolitical	ADJ
ejge-10168	361	12	risk	risk	NOUN
ejge-10168	361	13	on	on	ADP
ejge-10168	361	14	stock	stock	NOUN
ejge-10168	361	15	index	index	NOUN
ejge-10168	361	16	returns	return	NOUN
ejge-10168	361	17	in	in	ADP
ejge-10168	361	18	g7	g7	PROPN
ejge-10168	361	19	and	and	CCONJ
ejge-10168	361	20	brics	bric	NOUN
ejge-10168	361	21	countries	country	NOUN
ejge-10168	361	22	is	be	AUX
ejge-10168	361	23	significant	significant	ADJ
ejge-10168	361	24	but	but	CCONJ
ejge-10168	361	25	greater	great	ADJ
ejge-10168	361	26	in	in	ADP
ejge-10168	361	27	the	the	DET
ejge-10168	361	28	short	short	ADJ
ejge-10168	361	29	run	run	NOUN
ejge-10168	361	30	,	,	PUNCT
ejge-10168	361	31	which	which	PRON
ejge-10168	361	32	is	be	AUX
ejge-10168	361	33	consistent	consistent	ADJ
ejge-10168	361	34	with	with	ADP
ejge-10168	361	35	salisu	salisu	PROPN
ejge-10168	361	36	et	et	PROPN
ejge-10168	361	37	al	al	PROPN
ejge-10168	361	38	.	.	PROPN
ejge-10168	362	1	(	(	PUNCT
ejge-10168	362	2	20	20	NUM
ejge-10168	362	3	-	-	SYM
ejge-10168	362	4	22	22	NUM
ejge-10168	362	5	)	)	PUNCT
ejge-10168	362	6	.	.	PUNCT
ejge-10168	363	1	moreover	moreover	ADV
ejge-10168	363	2	,	,	PUNCT
ejge-10168	363	3	geopolitical	geopolitical	ADJ
ejge-10168	363	4	risk	risk	NOUN
ejge-10168	363	5	has	have	VERB
ejge-10168	363	6	a	a	DET
ejge-10168	363	7	positive	positive	ADJ
ejge-10168	363	8	impact	impact	NOUN
ejge-10168	363	9	on	on	ADP
ejge-10168	363	10	the	the	DET
ejge-10168	363	11	volatility	volatility	NOUN
ejge-10168	363	12	of	of	ADP
ejge-10168	363	13	g7	g7	PROPN
ejge-10168	363	14	and	and	CCONJ
ejge-10168	363	15	brics	bric	NOUN
ejge-10168	363	16	stock	stock	NOUN
ejge-10168	363	17	markets	market	NOUN
ejge-10168	363	18	.	.	PUNCT
ejge-10168	364	1	in	in	ADP
ejge-10168	364	2	other	other	ADJ
ejge-10168	364	3	words	word	NOUN
ejge-10168	364	4	,	,	PUNCT
ejge-10168	364	5	investing	invest	VERB
ejge-10168	364	6	in	in	ADP
ejge-10168	364	7	these	these	DET
ejge-10168	364	8	markets	market	NOUN
ejge-10168	364	9	becomes	become	VERB
ejge-10168	364	10	riskier	risky	ADJ
ejge-10168	364	11	during	during	ADP
ejge-10168	364	12	periods	period	NOUN
ejge-10168	364	13	characterized	characterize	VERB
ejge-10168	364	14	by	by	ADP
ejge-10168	364	15	a	a	DET
ejge-10168	364	16	high	high	ADJ
ejge-10168	364	17	gpr	gpr	PROPN
ejge-10168	364	18	index	index	NOUN
ejge-10168	364	19	,	,	PUNCT
ejge-10168	364	20	which	which	PRON
ejge-10168	364	21	is	be	AUX
ejge-10168	364	22	consistent	consistent	ADJ
ejge-10168	364	23	with	with	ADP
ejge-10168	364	24	balcilar	balcilar	PROPN
ejge-10168	364	25	et	et	PROPN
ejge-10168	364	26	al	al	PROPN
ejge-10168	364	27	.	.	PROPN
ejge-10168	365	1	(	(	PUNCT
ejge-10168	365	2	2018	2018	NUM
ejge-10168	365	3	)	)	PUNCT
ejge-10168	365	4	,	,	PUNCT
ejge-10168	365	5	bouras	boura	NOUN
ejge-10168	365	6	et	et	PROPN
ejge-10168	365	7	al	al	PROPN
ejge-10168	365	8	.	.	PROPN
ejge-10168	366	1	(	(	PUNCT
ejge-10168	366	2	2019	2019	NUM
ejge-10168	366	3	)	)	PUNCT
ejge-10168	366	4	,	,	PUNCT
ejge-10168	366	5	and	and	CCONJ
ejge-10168	366	6	das	das	PROPN
ejge-10168	366	7	et	et	PROPN
ejge-10168	366	8	al	al	PROPN
ejge-10168	366	9	.	.	PROPN
ejge-10168	367	1	(	(	PUNCT
ejge-10168	367	2	2019	2019	NUM
ejge-10168	367	3	)	)	PUNCT
ejge-10168	367	4	.	.	PUNCT
ejge-10168	368	1	in	in	ADP
ejge-10168	368	2	contrast	contrast	NOUN
ejge-10168	368	3	to	to	ADP
ejge-10168	368	4	returns	return	NOUN
ejge-10168	368	5	,	,	PUNCT
ejge-10168	368	6	the	the	DET
ejge-10168	368	7	effect	effect	NOUN
ejge-10168	368	8	of	of	ADP
ejge-10168	368	9	the	the	DET
ejge-10168	368	10	gpr	gpr	PROPN
ejge-10168	368	11	index	index	NOUN
ejge-10168	368	12	on	on	ADP
ejge-10168	368	13	the	the	DET
ejge-10168	368	14	volatility	volatility	NOUN
ejge-10168	368	15	of	of	ADP
ejge-10168	368	16	the	the	DET
ejge-10168	368	17	g7	g7	PROPN
ejge-10168	368	18	and	and	CCONJ
ejge-10168	368	19	brics	brics	PROPN
ejge-10168	368	20	stock	stock	NOUN
ejge-10168	368	21	indices	index	NOUN
ejge-10168	368	22	was	be	AUX
ejge-10168	368	23	stronger	strong	ADJ
ejge-10168	368	24	in	in	ADP
ejge-10168	368	25	the	the	DET
ejge-10168	368	26	long	long	ADJ
ejge-10168	368	27	run	run	NOUN
ejge-10168	368	28	.	.	PUNCT
ejge-10168	369	1	thus	thus	ADV
ejge-10168	369	2	,	,	PUNCT
ejge-10168	369	3	there	there	PRON
ejge-10168	369	4	seems	seem	VERB
ejge-10168	369	5	to	to	PART
ejge-10168	369	6	be	be	AUX
ejge-10168	369	7	some	some	DET
ejge-10168	369	8	persistence	persistence	NOUN
ejge-10168	369	9	in	in	ADP
ejge-10168	369	10	the	the	DET
ejge-10168	369	11	way	way	NOUN
ejge-10168	369	12	the	the	DET
ejge-10168	369	13	gpr	gpr	PROPN
ejge-10168	369	14	index	index	NOUN
ejge-10168	369	15	affects	affect	VERB
ejge-10168	369	16	volatility	volatility	NOUN
ejge-10168	369	17	.	.	PUNCT
ejge-10168	370	1	furthermore	furthermore	ADV
ejge-10168	370	2	,	,	PUNCT
ejge-10168	370	3	we	we	PRON
ejge-10168	370	4	find	find	VERB
ejge-10168	370	5	that	that	SCONJ
ejge-10168	370	6	returns	return	NOUN
ejge-10168	370	7	and	and	CCONJ
ejge-10168	370	8	volatility	volatility	NOUN
ejge-10168	370	9	of	of	ADP
ejge-10168	370	10	g7	g7	PROPN
ejge-10168	370	11	stock	stock	NOUN
ejge-10168	370	12	indices	index	NOUN
ejge-10168	370	13	are	be	AUX
ejge-10168	370	14	more	more	ADV
ejge-10168	370	15	sensitive	sensitive	ADJ
ejge-10168	370	16	to	to	ADP
ejge-10168	370	17	geopolitical	geopolitical	ADJ
ejge-10168	370	18	risk	risk	NOUN
ejge-10168	370	19	during	during	ADP
ejge-10168	370	20	the	the	DET
ejge-10168	370	21	russia	russia	PROPN
ejge-10168	370	22	-	-	PUNCT
ejge-10168	370	23	ukraine	ukraine	PROPN
ejge-10168	370	24	war	war	PROPN
ejge-10168	370	25	,	,	PUNCT
ejge-10168	370	26	which	which	PRON
ejge-10168	370	27	is	be	AUX
ejge-10168	370	28	consistent	consistent	ADJ
ejge-10168	370	29	with	with	ADP
ejge-10168	370	30	the	the	DET
ejge-10168	370	31	study	study	NOUN
ejge-10168	370	32	by	by	ADP
ejge-10168	370	33	abbasi	abbasi	PROPN
ejge-10168	370	34	et	et	PROPN
ejge-10168	370	35	al	al	PROPN
ejge-10168	370	36	.	.	PROPN
ejge-10168	371	1	(	(	PUNCT
ejge-10168	371	2	2022	2022	NUM
ejge-10168	371	3	)	)	PUNCT
ejge-10168	371	4	.	.	PUNCT
ejge-10168	372	1	for	for	ADP
ejge-10168	372	2	the	the	DET
ejge-10168	372	3	brics	bric	NOUN
ejge-10168	372	4	countries	country	NOUN
ejge-10168	372	5	,	,	PUNCT
ejge-10168	372	6	on	on	ADP
ejge-10168	372	7	the	the	DET
ejge-10168	372	8	other	other	ADJ
ejge-10168	372	9	hand	hand	NOUN
ejge-10168	372	10	,	,	PUNCT
ejge-10168	372	11	the	the	DET
ejge-10168	372	12	impact	impact	NOUN
ejge-10168	372	13	of	of	ADP
ejge-10168	372	14	geopolitical	geopolitical	ADJ
ejge-10168	372	15	risk	risk	NOUN
ejge-10168	372	16	was	be	AUX
ejge-10168	372	17	greater	great	ADJ
ejge-10168	372	18	during	during	ADP
ejge-10168	372	19	the	the	DET
ejge-10168	372	20	covid-19	covid-19	PROPN
ejge-10168	372	21	pandemic	pandemic	NOUN
ejge-10168	372	22	.	.	PUNCT
ejge-10168	373	1	as	as	ADP
ejge-10168	373	2	with	with	ADP
ejge-10168	373	3	the	the	DET
ejge-10168	373	4	g7	g7	PROPN
ejge-10168	373	5	and	and	CCONJ
ejge-10168	373	6	brics	brics	PROPN
ejge-10168	373	7	stock	stock	NOUN
ejge-10168	373	8	indices	index	NOUN
ejge-10168	373	9	,	,	PUNCT
ejge-10168	373	10	the	the	DET
ejge-10168	373	11	impact	impact	NOUN
ejge-10168	373	12	of	of	ADP
ejge-10168	373	13	geopolitical	geopolitical	ADJ
ejge-10168	373	14	risk	risk	NOUN
ejge-10168	373	15	on	on	ADP
ejge-10168	373	16	gulf	gulf	NOUN
ejge-10168	373	17	returns	return	NOUN
ejge-10168	373	18	decreases	decrease	VERB
ejge-10168	373	19	over	over	ADP
ejge-10168	373	20	time	time	NOUN
ejge-10168	373	21	,	,	PUNCT
ejge-10168	373	22	and	and	CCONJ
ejge-10168	373	23	the	the	DET
ejge-10168	373	24	volatility	volatility	NOUN
ejge-10168	373	25	response	response	NOUN
ejge-10168	373	26	to	to	ADP
ejge-10168	373	27	geopolitical	geopolitical	ADJ
ejge-10168	373	28	risk	risk	NOUN
ejge-10168	373	29	shocks	shock	NOUN
ejge-10168	373	30	is	be	AUX
ejge-10168	373	31	more	more	ADV
ejge-10168	373	32	pronounced	pronounce	VERB
ejge-10168	373	33	in	in	ADP
ejge-10168	373	34	the	the	DET
ejge-10168	373	35	long	long	ADJ
ejge-10168	373	36	run	run	NOUN
ejge-10168	373	37	.	.	PUNCT
ejge-10168	374	1	this	this	DET
ejge-10168	374	2	more	more	ADV
ejge-10168	374	3	significant	significant	ADJ
ejge-10168	374	4	effect	effect	NOUN
ejge-10168	374	5	on	on	ADP
ejge-10168	374	6	long	long	ADJ
ejge-10168	374	7	-	-	PUNCT
ejge-10168	374	8	term	term	NOUN
ejge-10168	374	9	volatility	volatility	NOUN
ejge-10168	374	10	is	be	AUX
ejge-10168	374	11	due	due	ADJ
ejge-10168	374	12	to	to	ADP
ejge-10168	374	13	the	the	DET
ejge-10168	374	14	persistence	persistence	NOUN
ejge-10168	374	15	of	of	ADP
ejge-10168	374	16	the	the	DET
ejge-10168	374	17	shocks	shock	NOUN
ejge-10168	374	18	.	.	PUNCT
ejge-10168	375	1	the	the	DET
ejge-10168	375	2	results	result	NOUN
ejge-10168	375	3	of	of	ADP
ejge-10168	375	4	this	this	DET
ejge-10168	375	5	study	study	NOUN
ejge-10168	375	6	will	will	AUX
ejge-10168	375	7	certainly	certainly	ADV
ejge-10168	375	8	have	have	VERB
ejge-10168	375	9	an	an	DET
ejge-10168	375	10	impact	impact	NOUN
ejge-10168	375	11	on	on	ADP
ejge-10168	375	12	financial	financial	ADJ
ejge-10168	375	13	investment	investment	NOUN
ejge-10168	375	14	strategies	strategy	NOUN
ejge-10168	375	15	.	.	PUNCT
ejge-10168	376	1	indeed	indeed	ADV
ejge-10168	376	2	,	,	PUNCT
ejge-10168	376	3	the	the	DET
ejge-10168	376	4	addition	addition	NOUN
ejge-10168	376	5	of	of	ADP
ejge-10168	376	6	precious	precious	ADJ
ejge-10168	376	7	metals	metal	NOUN
ejge-10168	376	8	(	(	PUNCT
ejge-10168	376	9	especially	especially	ADV
ejge-10168	376	10	gold	gold	NOUN
ejge-10168	376	11	)	)	PUNCT
ejge-10168	376	12	and	and	CCONJ
ejge-10168	376	13	cryptocurrencies	cryptocurrencie	NOUN
ejge-10168	376	14	to	to	ADP
ejge-10168	376	15	a	a	DET
ejge-10168	376	16	portfolio	portfolio	NOUN
ejge-10168	376	17	of	of	ADP
ejge-10168	376	18	stock	stock	NOUN
ejge-10168	376	19	market	market	NOUN
ejge-10168	376	20	indices	index	NOUN
ejge-10168	376	21	can	can	AUX
ejge-10168	376	22	provide	provide	VERB
ejge-10168	376	23	investors	investor	NOUN
ejge-10168	376	24	with	with	ADP
ejge-10168	376	25	an	an	DET
ejge-10168	376	26	advantage	advantage	NOUN
ejge-10168	376	27	in	in	ADP
ejge-10168	376	28	terms	term	NOUN
ejge-10168	376	29	of	of	ADP
ejge-10168	376	30	diversification	diversification	NOUN
ejge-10168	376	31	or	or	CCONJ
ejge-10168	376	32	hedging	hedging	NOUN
ejge-10168	376	33	during	during	ADP
ejge-10168	376	34	geopolitical	geopolitical	ADJ
ejge-10168	376	35	crises	crisis	NOUN
ejge-10168	376	36	.	.	PUNCT
ejge-10168	377	1	do	do	AUX
ejge-10168	377	2	geopolitical	geopolitical	ADJ
ejge-10168	377	3	risks	risk	NOUN
ejge-10168	377	4	affect	affect	VERB
ejge-10168	377	5	stock	stock	NOUN
ejge-10168	377	6	market	market	NOUN
ejge-10168	377	7	returns	return	NOUN
ejge-10168	377	8	and	and	CCONJ
ejge-10168	377	9	volatilities	volatility	NOUN
ejge-10168	377	10	6	6	NUM
ejge-10168	377	11	.	.	PUNCT
ejge-10168	377	12	conclusions	conclusion	NOUN
ejge-10168	377	13	and	and	CCONJ
ejge-10168	377	14	policy	policy	NOUN
ejge-10168	377	15	implications	implication	NOUN
ejge-10168	377	16	from	from	ADP
ejge-10168	377	17	a	a	DET
ejge-10168	377	18	global	global	ADJ
ejge-10168	377	19	perspective	perspective	NOUN
ejge-10168	377	20	,	,	PUNCT
ejge-10168	377	21	this	this	DET
ejge-10168	377	22	paper	paper	NOUN
ejge-10168	377	23	explores	explore	VERB
ejge-10168	377	24	the	the	DET
ejge-10168	377	25	gpr	gpr	PROPN
ejge-10168	377	26	index	index	NOUN
ejge-10168	377	27	shock	shock	NOUN
ejge-10168	377	28	effects	effect	NOUN
ejge-10168	377	29	on	on	ADP
ejge-10168	377	30	the	the	DET
ejge-10168	377	31	stock	stock	NOUN
ejge-10168	377	32	market	market	NOUN
ejge-10168	377	33	indices	indice	VERB
ejge-10168	377	34	returns	return	NOUN
ejge-10168	377	35	and	and	CCONJ
ejge-10168	377	36	volatilities	volatility	NOUN
ejge-10168	377	37	in	in	ADP
ejge-10168	377	38	three	three	NUM
ejge-10168	377	39	different	different	ADJ
ejge-10168	377	40	country	country	NOUN
ejge-10168	377	41	groupings	grouping	NOUN
ejge-10168	377	42	(	(	PUNCT
ejge-10168	377	43	g7	g7	PROPN
ejge-10168	377	44	,	,	PUNCT
ejge-10168	377	45	brics	bric	NOUN
ejge-10168	377	46	,	,	PUNCT
ejge-10168	377	47	and	and	CCONJ
ejge-10168	377	48	gulf	gulf	PROPN
ejge-10168	377	49	countries	country	NOUN
ejge-10168	377	50	)	)	PUNCT
ejge-10168	377	51	at	at	ADP
ejge-10168	377	52	three	three	NUM
ejge-10168	377	53	time	time	NOUN
ejge-10168	377	54	horizons	horizon	NOUN
ejge-10168	377	55	and	and	CCONJ
ejge-10168	377	56	three	three	NUM
ejge-10168	377	57	points	point	NOUN
ejge-10168	377	58	in	in	ADP
ejge-10168	377	59	time	time	NOUN
ejge-10168	377	60	.	.	PUNCT
ejge-10168	378	1	this	this	DET
ejge-10168	378	2	study	study	NOUN
ejge-10168	378	3	is	be	AUX
ejge-10168	378	4	based	base	VERB
ejge-10168	378	5	on	on	ADP
ejge-10168	378	6	the	the	DET
ejge-10168	378	7	tvp	tvp	ADJ
ejge-10168	378	8	-	-	PUNCT
ejge-10168	378	9	var	var	NOUN
ejge-10168	378	10	models	model	NOUN
ejge-10168	378	11	.	.	PUNCT
ejge-10168	379	1	the	the	DET
ejge-10168	379	2	three	three	NUM
ejge-10168	379	3	-	-	PUNCT
ejge-10168	379	4	time	time	NOUN
ejge-10168	379	5	horizons	horizon	NOUN
ejge-10168	379	6	refer	refer	VERB
ejge-10168	379	7	to	to	ADP
ejge-10168	379	8	lags	lag	NOUN
ejge-10168	379	9	of	of	ADP
ejge-10168	379	10	1	1	NUM
ejge-10168	379	11	month	month	NOUN
ejge-10168	379	12	(	(	PUNCT
ejge-10168	379	13	short	short	ADJ
ejge-10168	379	14	term	term	NOUN
ejge-10168	379	15	)	)	PUNCT
ejge-10168	379	16	,	,	PUNCT
ejge-10168	379	17	6	6	NUM
ejge-10168	379	18	months	month	NOUN
ejge-10168	379	19	(	(	PUNCT
ejge-10168	379	20	medium	medium	ADJ
ejge-10168	379	21	term	term	NOUN
ejge-10168	379	22	)	)	PUNCT
ejge-10168	379	23	,	,	PUNCT
ejge-10168	379	24	and	and	CCONJ
ejge-10168	379	25	12	12	NUM
ejge-10168	379	26	months	month	NOUN
ejge-10168	379	27	(	(	PUNCT
ejge-10168	379	28	long	long	ADJ
ejge-10168	379	29	term	term	NOUN
ejge-10168	379	30	)	)	PUNCT
ejge-10168	379	31	,	,	PUNCT
ejge-10168	379	32	and	and	CCONJ
ejge-10168	379	33	the	the	DET
ejge-10168	379	34	three	three	NUM
ejge-10168	379	35	time	time	NOUN
ejge-10168	379	36	periods	period	NOUN
ejge-10168	379	37	include	include	VERB
ejge-10168	379	38	2017	2017	NUM
ejge-10168	379	39	,	,	PUNCT
ejge-10168	379	40	2020	2020	NUM
ejge-10168	379	41	,	,	PUNCT
ejge-10168	379	42	and	and	CCONJ
ejge-10168	379	43	2022	2022	NUM
ejge-10168	379	44	(	(	PUNCT
ejge-10168	379	45	corresponding	correspond	VERB
ejge-10168	379	46	to	to	ADP
ejge-10168	379	47	donald	donald	PROPN
ejge-10168	379	48	trump	trump	PROPN
ejge-10168	379	49	's	's	PART
ejge-10168	379	50	victory	victory	NOUN
ejge-10168	379	51	in	in	ADP
ejge-10168	379	52	the	the	DET
ejge-10168	379	53	us	us	PROPN
ejge-10168	379	54	election	election	NOUN
ejge-10168	379	55	,	,	PUNCT
ejge-10168	379	56	the	the	DET
ejge-10168	379	57	first	first	ADJ
ejge-10168	379	58	wave	wave	NOUN
ejge-10168	379	59	of	of	ADP
ejge-10168	379	60	covid-19	covid-19	PROPN
ejge-10168	379	61	and	and	CCONJ
ejge-10168	379	62	the	the	DET
ejge-10168	379	63	russian	russian	ADJ
ejge-10168	379	64	invasion	invasion	NOUN
ejge-10168	379	65	of	of	ADP
ejge-10168	379	66	ukrania	ukrania	PROPN
ejge-10168	379	67	)	)	PUNCT
ejge-10168	379	68	.	.	PUNCT
ejge-10168	380	1	from	from	ADP
ejge-10168	380	2	this	this	DET
ejge-10168	380	3	study	study	NOUN
ejge-10168	380	4	,	,	PUNCT
ejge-10168	380	5	we	we	PRON
ejge-10168	380	6	can	can	AUX
ejge-10168	380	7	conclude	conclude	VERB
ejge-10168	380	8	that	that	PRON
ejge-10168	380	9	,	,	PUNCT
ejge-10168	380	10	first	first	ADV
ejge-10168	380	11	,	,	PUNCT
ejge-10168	380	12	the	the	DET
ejge-10168	380	13	gpr	gpr	PROPN
ejge-10168	380	14	index	index	NOUN
ejge-10168	380	15	effects	effect	NOUN
ejge-10168	380	16	on	on	ADP
ejge-10168	380	17	stock	stock	NOUN
ejge-10168	380	18	index	index	NOUN
ejge-10168	380	19	returns	return	NOUN
ejge-10168	380	20	vary	vary	VERB
ejge-10168	380	21	over	over	ADP
ejge-10168	380	22	time	time	NOUN
ejge-10168	380	23	and	and	CCONJ
ejge-10168	380	24	differ	differ	VERB
ejge-10168	380	25	across	across	ADP
ejge-10168	380	26	countries	country	NOUN
ejge-10168	380	27	,	,	PUNCT
ejge-10168	380	28	different	different	ADJ
ejge-10168	380	29	lag	lag	NOUN
ejge-10168	380	30	periods	period	NOUN
ejge-10168	380	31	,	,	PUNCT
ejge-10168	380	32	and	and	CCONJ
ejge-10168	380	33	different	different	ADJ
ejge-10168	380	34	times	time	NOUN
ejge-10168	380	35	.	.	PUNCT
ejge-10168	381	1	in	in	ADP
ejge-10168	381	2	addition	addition	NOUN
ejge-10168	381	3	,	,	PUNCT
ejge-10168	381	4	the	the	DET
ejge-10168	381	5	effect	effect	NOUN
ejge-10168	381	6	of	of	ADP
ejge-10168	381	7	the	the	DET
ejge-10168	381	8	gpr	gpr	PROPN
ejge-10168	381	9	index	index	NOUN
ejge-10168	381	10	on	on	ADP
ejge-10168	381	11	the	the	DET
ejge-10168	381	12	returns	return	NOUN
ejge-10168	381	13	of	of	ADP
ejge-10168	381	14	the	the	DET
ejge-10168	381	15	g7	g7	PROPN
ejge-10168	381	16	,	,	PUNCT
ejge-10168	381	17	brics	bric	NOUN
ejge-10168	381	18	,	,	PUNCT
ejge-10168	381	19	and	and	CCONJ
ejge-10168	381	20	gulf	gulf	NOUN
ejge-10168	381	21	indices	index	NOUN
ejge-10168	381	22	weakens	weaken	VERB
ejge-10168	381	23	over	over	ADP
ejge-10168	381	24	time	time	NOUN
ejge-10168	381	25	.	.	PUNCT
ejge-10168	382	1	it	it	PRON
ejge-10168	382	2	is	be	AUX
ejge-10168	382	3	more	more	ADV
ejge-10168	382	4	pronounced	pronounced	ADJ
ejge-10168	382	5	in	in	ADP
ejge-10168	382	6	the	the	DET
ejge-10168	382	7	short	short	ADJ
ejge-10168	382	8	run	run	NOUN
ejge-10168	382	9	.	.	PUNCT
ejge-10168	383	1	moreover	moreover	ADV
ejge-10168	383	2	,	,	PUNCT
ejge-10168	383	3	stock	stock	NOUN
ejge-10168	383	4	market	market	NOUN
ejge-10168	383	5	returns	return	NOUN
ejge-10168	383	6	show	show	VERB
ejge-10168	383	7	a	a	DET
ejge-10168	383	8	high	high	ADJ
ejge-10168	383	9	vulnerability	vulnerability	NOUN
ejge-10168	383	10	to	to	ADP
ejge-10168	383	11	geopolitical	geopolitical	ADJ
ejge-10168	383	12	events	event	NOUN
ejge-10168	383	13	,	,	PUNCT
ejge-10168	383	14	in	in	ADP
ejge-10168	383	15	particular	particular	ADJ
ejge-10168	383	16	,	,	PUNCT
ejge-10168	383	17	the	the	DET
ejge-10168	383	18	russian	russian	ADJ
ejge-10168	383	19	invasion	invasion	NOUN
ejge-10168	383	20	of	of	ADP
ejge-10168	383	21	ukraine	ukraine	NOUN
ejge-10168	383	22	.	.	PUNCT
ejge-10168	384	1	second	second	ADV
ejge-10168	384	2	,	,	PUNCT
ejge-10168	384	3	our	our	PRON
ejge-10168	384	4	study	study	NOUN
ejge-10168	384	5	shows	show	VERB
ejge-10168	384	6	that	that	SCONJ
ejge-10168	384	7	the	the	DET
ejge-10168	384	8	gpr	gpr	PROPN
ejge-10168	384	9	index	index	NOUN
ejge-10168	384	10	effects	effect	NOUN
ejge-10168	384	11	on	on	ADP
ejge-10168	384	12	the	the	DET
ejge-10168	384	13	stock	stock	NOUN
ejge-10168	384	14	market	market	NOUN
ejge-10168	384	15	indices	indice	VERB
ejge-10168	384	16	volatility	volatility	NOUN
ejge-10168	384	17	are	be	AUX
ejge-10168	384	18	generally	generally	ADV
ejge-10168	384	19	positive	positive	ADJ
ejge-10168	384	20	for	for	ADP
ejge-10168	384	21	the	the	DET
ejge-10168	384	22	different	different	ADJ
ejge-10168	384	23	countries	country	NOUN
ejge-10168	384	24	,	,	PUNCT
ejge-10168	384	25	lag	lag	VERB
ejge-10168	384	26	periods	period	NOUN
ejge-10168	384	27	and	and	CCONJ
ejge-10168	384	28	different	different	ADJ
ejge-10168	384	29	dates	date	NOUN
ejge-10168	384	30	chosen	choose	VERB
ejge-10168	384	31	.	.	PUNCT
ejge-10168	385	1	geopolitical	geopolitical	ADJ
ejge-10168	385	2	risks	risk	NOUN
ejge-10168	385	3	increase	increase	VERB
ejge-10168	385	4	the	the	DET
ejge-10168	385	5	risk	risk	NOUN
ejge-10168	385	6	of	of	ADP
ejge-10168	385	7	investing	invest	VERB
ejge-10168	385	8	in	in	ADP
ejge-10168	385	9	financial	financial	ADJ
ejge-10168	385	10	markets	market	NOUN
ejge-10168	385	11	.	.	PUNCT
ejge-10168	386	1	we	we	PRON
ejge-10168	386	2	also	also	ADV
ejge-10168	386	3	find	find	VERB
ejge-10168	386	4	that	that	SCONJ
ejge-10168	386	5	this	this	DET
ejge-10168	386	6	effect	effect	NOUN
ejge-10168	386	7	increases	increase	VERB
ejge-10168	386	8	with	with	ADP
ejge-10168	386	9	time	time	NOUN
ejge-10168	386	10	horizons	horizon	NOUN
ejge-10168	386	11	for	for	ADP
ejge-10168	386	12	virtually	virtually	ADV
ejge-10168	386	13	all	all	PRON
ejge-10168	386	14	countries	country	NOUN
ejge-10168	386	15	.	.	PUNCT
ejge-10168	387	1	in	in	ADP
ejge-10168	387	2	other	other	ADJ
ejge-10168	387	3	words	word	NOUN
ejge-10168	387	4	,	,	PUNCT
ejge-10168	387	5	the	the	DET
ejge-10168	387	6	main	main	ADJ
ejge-10168	387	7	impulse	impulse	ADJ
ejge-10168	387	8	responses	response	NOUN
ejge-10168	387	9	to	to	ADP
ejge-10168	387	10	shocks	shock	NOUN
ejge-10168	387	11	to	to	ADP
ejge-10168	387	12	the	the	DET
ejge-10168	387	13	gpr	gpr	PROPN
ejge-10168	387	14	index	index	NOUN
ejge-10168	387	15	are	be	AUX
ejge-10168	387	16	observed	observe	VERB
ejge-10168	387	17	in	in	ADP
ejge-10168	387	18	the	the	DET
ejge-10168	387	19	long	long	ADJ
ejge-10168	387	20	run	run	NOUN
ejge-10168	387	21	.	.	PUNCT
ejge-10168	388	1	we	we	PRON
ejge-10168	388	2	can	can	AUX
ejge-10168	388	3	therefore	therefore	ADV
ejge-10168	388	4	conclude	conclude	VERB
ejge-10168	388	5	that	that	SCONJ
ejge-10168	388	6	there	there	PRON
ejge-10168	388	7	is	be	VERB
ejge-10168	388	8	a	a	DET
ejge-10168	388	9	persistence	persistence	NOUN
ejge-10168	388	10	of	of	ADP
ejge-10168	388	11	the	the	DET
ejge-10168	388	12	gpr	gpr	PROPN
ejge-10168	388	13	index	index	NOUN
ejge-10168	388	14	shocks	shock	NOUN
ejge-10168	388	15	.	.	PUNCT
ejge-10168	389	1	furthermore	furthermore	ADV
ejge-10168	389	2	,	,	PUNCT
ejge-10168	389	3	it	it	PRON
ejge-10168	389	4	is	be	AUX
ejge-10168	389	5	clear	clear	ADJ
ejge-10168	389	6	that	that	SCONJ
ejge-10168	389	7	the	the	DET
ejge-10168	389	8	russian	russian	ADJ
ejge-10168	389	9	-	-	PUNCT
ejge-10168	389	10	ukrainian	ukrainian	ADJ
ejge-10168	389	11	war	war	NOUN
ejge-10168	389	12	has	have	VERB
ejge-10168	389	13	the	the	DET
ejge-10168	389	14	most	most	ADV
ejge-10168	389	15	significant	significant	ADJ
ejge-10168	389	16	impact	impact	NOUN
ejge-10168	389	17	on	on	ADP
ejge-10168	389	18	stock	stock	NOUN
ejge-10168	389	19	market	market	NOUN
ejge-10168	389	20	risk	risk	NOUN
ejge-10168	389	21	.	.	PUNCT
ejge-10168	390	1	the	the	DET
ejge-10168	390	2	empirical	empirical	ADJ
ejge-10168	390	3	findings	finding	NOUN
ejge-10168	390	4	of	of	ADP
ejge-10168	390	5	this	this	DET
ejge-10168	390	6	study	study	NOUN
ejge-10168	390	7	have	have	VERB
ejge-10168	390	8	policy	policy	NOUN
ejge-10168	390	9	implications	implication	NOUN
ejge-10168	390	10	and	and	CCONJ
ejge-10168	390	11	provide	provide	VERB
ejge-10168	390	12	insightful	insightful	ADJ
ejge-10168	390	13	information	information	NOUN
ejge-10168	390	14	for	for	ADP
ejge-10168	390	15	portfolio	portfolio	NOUN
ejge-10168	390	16	managers	manager	NOUN
ejge-10168	390	17	and	and	CCONJ
ejge-10168	390	18	investors	investor	NOUN
ejge-10168	390	19	.	.	PUNCT
ejge-10168	391	1	given	give	VERB
ejge-10168	391	2	that	that	SCONJ
ejge-10168	391	3	stock	stock	NOUN
ejge-10168	391	4	markets	market	NOUN
ejge-10168	391	5	are	be	AUX
ejge-10168	391	6	affected	affect	VERB
ejge-10168	391	7	by	by	ADP
ejge-10168	391	8	global	global	ADJ
ejge-10168	391	9	geopolitical	geopolitical	ADJ
ejge-10168	391	10	events	event	NOUN
ejge-10168	391	11	such	such	ADJ
ejge-10168	391	12	as	as	ADP
ejge-10168	391	13	the	the	DET
ejge-10168	391	14	russian	russian	ADJ
ejge-10168	391	15	-	-	PUNCT
ejge-10168	391	16	ukrainian	ukrainian	ADJ
ejge-10168	391	17	crisis	crisis	NOUN
ejge-10168	391	18	,	,	PUNCT
ejge-10168	391	19	we	we	PRON
ejge-10168	391	20	suggest	suggest	VERB
ejge-10168	391	21	that	that	SCONJ
ejge-10168	391	22	investors	investor	NOUN
ejge-10168	391	23	diversify	diversify	VERB
ejge-10168	391	24	their	their	PRON
ejge-10168	391	25	portfolios	portfolio	NOUN
ejge-10168	391	26	by	by	ADP
ejge-10168	391	27	adding	add	VERB
ejge-10168	391	28	stocks	stock	NOUN
ejge-10168	391	29	that	that	PRON
ejge-10168	391	30	have	have	AUX
ejge-10168	391	31	proven	prove	VERB
ejge-10168	391	32	their	their	PRON
ejge-10168	391	33	effectiveness	effectiveness	NOUN
ejge-10168	391	34	in	in	ADP
ejge-10168	391	35	terms	term	NOUN
ejge-10168	391	36	of	of	ADP
ejge-10168	391	37	hedging	hedging	NOUN
ejge-10168	391	38	and	and	CCONJ
ejge-10168	391	39	risk	risk	NOUN
ejge-10168	391	40	reduction	reduction	NOUN
ejge-10168	391	41	.	.	PUNCT
ejge-10168	392	1	these	these	DET
ejge-10168	392	2	assets	asset	NOUN
ejge-10168	392	3	can	can	AUX
ejge-10168	392	4	be	be	AUX
ejge-10168	392	5	seen	see	VERB
ejge-10168	392	6	as	as	ADP
ejge-10168	392	7	safe	safe	ADJ
ejge-10168	392	8	havens	haven	NOUN
ejge-10168	392	9	,	,	PUNCT
ejge-10168	392	10	providing	provide	VERB
ejge-10168	392	11	investors	investor	NOUN
ejge-10168	392	12	with	with	ADP
ejge-10168	392	13	hedging	hedging	NOUN
ejge-10168	392	14	and	and	CCONJ
ejge-10168	392	15	diversification	diversification	NOUN
ejge-10168	392	16	benefits	benefit	NOUN
ejge-10168	392	17	.	.	PUNCT
ejge-10168	393	1	in	in	ADP
ejge-10168	393	2	that	that	DET
ejge-10168	393	3	sense	sense	NOUN
ejge-10168	393	4	,	,	PUNCT
ejge-10168	393	5	investors	investor	NOUN
ejge-10168	393	6	turn	turn	VERB
ejge-10168	393	7	to	to	ADP
ejge-10168	393	8	these	these	DET
ejge-10168	393	9	assets	asset	NOUN
ejge-10168	393	10	as	as	ADP
ejge-10168	393	11	a	a	DET
ejge-10168	393	12	hedge	hedge	NOUN
ejge-10168	393	13	against	against	ADP
ejge-10168	393	14	risk	risk	NOUN
ejge-10168	393	15	in	in	ADP
ejge-10168	393	16	times	time	NOUN
ejge-10168	393	17	of	of	ADP
ejge-10168	393	18	geopolitical	geopolitical	ADJ
ejge-10168	393	19	crisis	crisis	NOUN
ejge-10168	393	20	,	,	PUNCT
ejge-10168	393	21	particularly	particularly	ADV
ejge-10168	393	22	russia	russia	PROPN
ejge-10168	393	23	's	's	PART
ejge-10168	393	24	evasion	evasion	NOUN
ejge-10168	393	25	of	of	ADP
ejge-10168	393	26	ukraine	ukraine	NOUN
ejge-10168	393	27	.	.	PUNCT
ejge-10168	394	1	adding	add	VERB
ejge-10168	394	2	precious	precious	ADJ
ejge-10168	394	3	metals	metal	NOUN
ejge-10168	394	4	and	and	CCONJ
ejge-10168	394	5	cryptocurrencies	cryptocurrencie	NOUN
ejge-10168	394	6	to	to	ADP
ejge-10168	394	7	a	a	DET
ejge-10168	394	8	stock	stock	NOUN
ejge-10168	394	9	portfolio	portfolio	NOUN
ejge-10168	394	10	may	may	AUX
ejge-10168	394	11	help	help	VERB
ejge-10168	394	12	diversify	diversify	VERB
ejge-10168	394	13	during	during	ADP
ejge-10168	394	14	times	time	NOUN
ejge-10168	394	15	of	of	ADP
ejge-10168	394	16	crisis	crisis	NOUN
ejge-10168	394	17	.	.	PUNCT
ejge-10168	395	1	the	the	DET
ejge-10168	395	2	policy	policy	NOUN
ejge-10168	395	3	implications	implication	NOUN
ejge-10168	395	4	of	of	ADP
ejge-10168	395	5	this	this	DET
ejge-10168	395	6	research	research	NOUN
ejge-10168	395	7	are	be	AUX
ejge-10168	395	8	as	as	SCONJ
ejge-10168	395	9	follows	follow	VERB
ejge-10168	395	10	.	.	PUNCT
ejge-10168	396	1	the	the	DET
ejge-10168	396	2	establishment	establishment	NOUN
ejge-10168	396	3	of	of	ADP
ejge-10168	396	4	a	a	DET
ejge-10168	396	5	dynamic	dynamic	ADJ
ejge-10168	396	6	warning	warning	NOUN
ejge-10168	396	7	platform	platform	NOUN
ejge-10168	396	8	is	be	AUX
ejge-10168	396	9	necessary	necessary	ADJ
ejge-10168	396	10	due	due	ADP
ejge-10168	396	11	to	to	ADP
ejge-10168	396	12	the	the	DET
ejge-10168	396	13	unpredictability	unpredictability	NOUN
ejge-10168	396	14	and	and	CCONJ
ejge-10168	396	15	complexity	complexity	NOUN
ejge-10168	396	16	of	of	ADP
ejge-10168	396	17	crises	crisis	NOUN
ejge-10168	396	18	.	.	PUNCT
ejge-10168	397	1	furthermore	furthermore	ADV
ejge-10168	397	2	,	,	PUNCT
ejge-10168	397	3	an	an	DET
ejge-10168	397	4	information	information	NOUN
ejge-10168	397	5	-	-	PUNCT
ejge-10168	397	6	sharing	share	VERB
ejge-10168	397	7	mechanism	mechanism	NOUN
ejge-10168	397	8	should	should	AUX
ejge-10168	397	9	be	be	AUX
ejge-10168	397	10	implemented	implement	VERB
ejge-10168	397	11	to	to	PART
ejge-10168	397	12	mitigate	mitigate	VERB
ejge-10168	397	13	blind	blind	ADJ
ejge-10168	397	14	decisions	decision	NOUN
ejge-10168	397	15	due	due	ADP
ejge-10168	397	16	to	to	ADP
ejge-10168	397	17	information	information	NOUN
ejge-10168	397	18	asymmetry	asymmetry	NOUN
ejge-10168	397	19	.	.	PUNCT
ejge-10168	398	1	this	this	PRON
ejge-10168	398	2	will	will	AUX
ejge-10168	398	3	prevent	prevent	VERB
ejge-10168	398	4	speculators	speculator	NOUN
ejge-10168	398	5	from	from	ADP
ejge-10168	398	6	taking	take	VERB
ejge-10168	398	7	advantage	advantage	NOUN
ejge-10168	398	8	of	of	ADP
ejge-10168	398	9	the	the	DET
ejge-10168	398	10	uneven	uneven	ADJ
ejge-10168	398	11	distribution	distribution	NOUN
ejge-10168	398	12	of	of	ADP
ejge-10168	398	13	information	information	NOUN
ejge-10168	398	14	and	and	CCONJ
ejge-10168	398	15	allow	allow	VERB
ejge-10168	398	16	investors	investor	NOUN
ejge-10168	398	17	to	to	PART
ejge-10168	398	18	receive	receive	VERB
ejge-10168	398	19	timely	timely	ADJ
ejge-10168	398	20	information	information	NOUN
ejge-10168	398	21	on	on	ADP
ejge-10168	398	22	changes	change	NOUN
ejge-10168	398	23	caused	cause	VERB
ejge-10168	398	24	by	by	ADP
ejge-10168	398	25	crises	crisis	NOUN
ejge-10168	398	26	.	.	PUNCT
ejge-10168	399	1	in	in	ADP
ejge-10168	399	2	addition	addition	NOUN
ejge-10168	399	3	,	,	PUNCT
ejge-10168	399	4	encouraging	encourage	VERB
ejge-10168	399	5	the	the	DET
ejge-10168	399	6	participation	participation	NOUN
ejge-10168	399	7	of	of	ADP
ejge-10168	399	8	major	major	ADJ
ejge-10168	399	9	investment	investment	NOUN
ejge-10168	399	10	institutions	institution	NOUN
ejge-10168	399	11	is	be	AUX
ejge-10168	399	12	crucial	crucial	ADJ
ejge-10168	399	13	to	to	ADP
ejge-10168	399	14	enhancing	enhance	VERB
ejge-10168	399	15	investor	investor	NOUN
ejge-10168	399	16	confidence	confidence	NOUN
ejge-10168	399	17	and	and	CCONJ
ejge-10168	399	18	thereby	thereby	ADV
ejge-10168	399	19	ensuring	ensure	VERB
ejge-10168	399	20	financial	financial	ADJ
ejge-10168	399	21	market	market	NOUN
ejge-10168	399	22	stability	stability	NOUN
ejge-10168	399	23	.	.	PUNCT
ejge-10168	400	1	to	to	PART
ejge-10168	400	2	mitigate	mitigate	VERB
ejge-10168	400	3	the	the	DET
ejge-10168	400	4	consequences	consequence	NOUN
ejge-10168	400	5	of	of	ADP
ejge-10168	400	6	crises	crisis	NOUN
ejge-10168	400	7	such	such	ADJ
ejge-10168	400	8	as	as	ADP
ejge-10168	400	9	the	the	DET
ejge-10168	400	10	covid-19	covid-19	PROPN
ejge-10168	400	11	health	health	NOUN
ejge-10168	400	12	crisis	crisis	NOUN
ejge-10168	400	13	or	or	CCONJ
ejge-10168	400	14	the	the	DET
ejge-10168	400	15	russian	russian	ADJ
ejge-10168	400	16	-	-	PUNCT
ejge-10168	400	17	ukrainian	ukrainian	ADJ
ejge-10168	400	18	crisis	crisis	NOUN
ejge-10168	400	19	,	,	PUNCT
ejge-10168	400	20	we	we	PRON
ejge-10168	400	21	also	also	ADV
ejge-10168	400	22	recommend	recommend	VERB
ejge-10168	400	23	international	international	ADJ
ejge-10168	400	24	cooperation	cooperation	NOUN
ejge-10168	400	25	.	.	PUNCT
ejge-10168	401	1	several	several	ADJ
ejge-10168	401	2	lines	line	NOUN
ejge-10168	401	3	of	of	ADP
ejge-10168	401	4	research	research	NOUN
ejge-10168	401	5	can	can	AUX
ejge-10168	401	6	be	be	AUX
ejge-10168	401	7	considered	consider	VERB
ejge-10168	401	8	to	to	PART
ejge-10168	401	9	refine	refine	VERB
ejge-10168	401	10	this	this	DET
ejge-10168	401	11	work	work	NOUN
ejge-10168	401	12	.	.	PUNCT
ejge-10168	402	1	first	first	ADV
ejge-10168	402	2	,	,	PUNCT
ejge-10168	402	3	we	we	PRON
ejge-10168	402	4	examine	examine	VERB
ejge-10168	402	5	the	the	DET
ejge-10168	402	6	impact	impact	NOUN
ejge-10168	402	7	of	of	ADP
ejge-10168	402	8	the	the	DET
ejge-10168	402	9	russian	russian	ADJ
ejge-10168	402	10	-	-	PUNCT
ejge-10168	402	11	ukrainian	ukrainian	ADJ
ejge-10168	402	12	war	war	NOUN
ejge-10168	402	13	on	on	ADP
ejge-10168	402	14	stock	stock	NOUN
ejge-10168	402	15	,	,	PUNCT
ejge-10168	402	16	bond	bond	NOUN
ejge-10168	402	17	,	,	PUNCT
ejge-10168	402	18	and	and	CCONJ
ejge-10168	402	19	commodity	commodity	NOUN
ejge-10168	402	20	markets	market	NOUN
ejge-10168	402	21	using	use	VERB
ejge-10168	402	22	alternative	alternative	ADJ
ejge-10168	402	23	methods	method	NOUN
ejge-10168	402	24	such	such	ADJ
ejge-10168	402	25	as	as	ADP
ejge-10168	402	26	the	the	DET
ejge-10168	402	27	quantile	quantile	ADJ
ejge-10168	402	28	connection	connection	NOUN
ejge-10168	402	29	approach	approach	NOUN
ejge-10168	402	30	or	or	CCONJ
ejge-10168	402	31	copulas	copula	NOUN
ejge-10168	402	32	.	.	PUNCT
ejge-10168	403	1	in	in	ADP
ejge-10168	403	2	addition	addition	NOUN
ejge-10168	403	3	,	,	PUNCT
ejge-10168	403	4	given	give	VERB
ejge-10168	403	5	the	the	DET
ejge-10168	403	6	growing	grow	VERB
ejge-10168	403	7	interest	interest	NOUN
ejge-10168	403	8	in	in	ADP
ejge-10168	403	9	digital	digital	ADJ
ejge-10168	403	10	assets	asset	NOUN
ejge-10168	403	11	,	,	PUNCT
ejge-10168	403	12	including	include	VERB
ejge-10168	403	13	cryptocurrencies	cryptocurrencie	NOUN
ejge-10168	403	14	,	,	PUNCT
ejge-10168	403	15	nfts	nft	NOUN
ejge-10168	403	16	,	,	PUNCT
ejge-10168	403	17	and	and	CCONJ
ejge-10168	403	18	defi	defi	PROPN
ejge-10168	403	19	,	,	PUNCT
ejge-10168	403	20	we	we	PRON
ejge-10168	403	21	may	may	AUX
ejge-10168	403	22	examine	examine	VERB
ejge-10168	403	23	the	the	DET
ejge-10168	403	24	impact	impact	NOUN
ejge-10168	403	25	of	of	ADP
ejge-10168	403	26	geopolitical	geopolitical	ADJ
ejge-10168	403	27	risk	risk	NOUN
ejge-10168	403	28	on	on	ADP
ejge-10168	403	29	these	these	DET
ejge-10168	403	30	digital	digital	ADJ
ejge-10168	403	31	assets	asset	NOUN
ejge-10168	403	32	.	.	PUNCT
ejge-10168	404	1	in	in	ADP
ejge-10168	404	2	this	this	DET
ejge-10168	404	3	context	context	NOUN
ejge-10168	404	4	,	,	PUNCT
ejge-10168	404	5	it	it	PRON
ejge-10168	404	6	is	be	AUX
ejge-10168	404	7	interesting	interesting	ADJ
ejge-10168	404	8	to	to	PART
ejge-10168	404	9	compare	compare	VERB
ejge-10168	404	10	the	the	DET
ejge-10168	404	11	diversification	diversification	NOUN
ejge-10168	404	12	benefits	benefit	NOUN
ejge-10168	404	13	offered	offer	VERB
ejge-10168	404	14	by	by	ADP
ejge-10168	404	15	commodities	commodity	NOUN
ejge-10168	404	16	with	with	ADP
ejge-10168	404	17	those	those	PRON
ejge-10168	404	18	offered	offer	VERB
ejge-10168	404	19	by	by	ADP
ejge-10168	404	20	digital	digital	ADJ
ejge-10168	404	21	assets	asset	NOUN
ejge-10168	404	22	.	.	PUNCT
ejge-10168	405	1	260	260	NUM
ejge-10168	405	2	ahlem	ahlem	NOUN
ejge-10168	405	3	lamine	lamine	NOUN
ejge-10168	405	4	and	and	CCONJ
ejge-10168	405	5	sirine	sirine	ADJ
ejge-10168	405	6	zribi	zribi	PROPN
ejge-10168	405	7	references	reference	NOUN
ejge-10168	405	8	abbassi	abbassi	PROPN
ejge-10168	405	9	,	,	PUNCT
ejge-10168	405	10	w.	w.	PROPN
ejge-10168	405	11	,	,	PUNCT
ejge-10168	405	12	kumari	kumari	PROPN
ejge-10168	405	13	,	,	PUNCT
ejge-10168	405	14	v.	v.	PROPN
ejge-10168	405	15	,	,	PUNCT
ejge-10168	405	16	&	&	CCONJ
ejge-10168	405	17	pandey	pandey	PROPN
ejge-10168	405	18	,	,	PUNCT
ejge-10168	405	19	d.	d.	PROPN
ejge-10168	405	20	k.	k.	PROPN
ejge-10168	405	21	(	(	PUNCT
ejge-10168	405	22	2023	2023	NUM
ejge-10168	405	23	)	)	PUNCT
ejge-10168	405	24	.	.	PUNCT
ejge-10168	406	1	what	what	PRON
ejge-10168	406	2	makes	make	VERB
ejge-10168	406	3	firms	firm	NOUN
ejge-10168	406	4	vulnerable	vulnerable	ADJ
ejge-10168	406	5	to	to	ADP
ejge-10168	406	6	the	the	DET
ejge-10168	406	7	russia	russia	PROPN
ejge-10168	406	8	-	-	PUNCT
ejge-10168	406	9	ukraine	ukraine	PROPN
ejge-10168	406	10	crisis	crisis	NOUN
ejge-10168	406	11	?	?	PUNCT
ejge-10168	407	1	journal	journal	NOUN
ejge-10168	407	2	of	of	ADP
ejge-10168	407	3	risk	risk	NOUN
ejge-10168	407	4	finance	finance	NOUN
ejge-10168	407	5	,	,	PUNCT
ejge-10168	407	6	24	24	NUM
ejge-10168	407	7	,	,	PUNCT
ejge-10168	407	8	24	24	NUM
ejge-10168	407	9	-	-	SYM
ejge-10168	407	10	39	39	NUM
ejge-10168	407	11	.	.	PUNCT
ejge-10168	408	1	https://doi.org/10.1108/jrf-05-2022-0108	https://doi.org/10.1108/jrf-05-2022-0108	PROPN
ejge-10168	408	2	alqahtani	alqahtani	PROPN
ejge-10168	408	3	,	,	PUNCT
ejge-10168	408	4	a.	a.	PROPN
ejge-10168	408	5	,	,	PUNCT
ejge-10168	408	6	bouri	bouri	PROPN
ejge-10168	408	7	,	,	PUNCT
ejge-10168	408	8	e.	e.	PROPN
ejge-10168	408	9	,	,	PUNCT
ejge-10168	408	10	&	&	CCONJ
ejge-10168	408	11	vo	vo	PROPN
ejge-10168	408	12	,	,	PUNCT
ejge-10168	408	13	x.	x.	PROPN
ejge-10168	408	14	v.	v.	PROPN
ejge-10168	408	15	(	(	PUNCT
ejge-10168	408	16	2020	2020	NUM
ejge-10168	408	17	)	)	PUNCT
ejge-10168	408	18	.	.	PUNCT
ejge-10168	409	1	predictability	predictability	NOUN
ejge-10168	409	2	of	of	ADP
ejge-10168	409	3	gcc	gcc	NOUN
ejge-10168	409	4	stock	stock	NOUN
ejge-10168	409	5	returns	return	NOUN
ejge-10168	409	6	:	:	PUNCT
ejge-10168	409	7	the	the	DET
ejge-10168	409	8	role	role	NOUN
ejge-10168	409	9	of	of	ADP
ejge-10168	409	10	geopolitical	geopolitical	ADJ
ejge-10168	409	11	risk	risk	NOUN
ejge-10168	409	12	and	and	CCONJ
ejge-10168	409	13	crude	crude	ADJ
ejge-10168	409	14	oil	oil	NOUN
ejge-10168	409	15	returns	return	NOUN
ejge-10168	409	16	.	.	PUNCT
ejge-10168	410	1	economic	economic	ADJ
ejge-10168	410	2	analysis	analysis	NOUN
ejge-10168	410	3	and	and	CCONJ
ejge-10168	410	4	policy	policy	NOUN
ejge-10168	410	5	,	,	PUNCT
ejge-10168	410	6	68	68	NUM
ejge-10168	410	7	,	,	PUNCT
ejge-10168	410	8	239	239	NUM
ejge-10168	410	9	-	-	SYM
ejge-10168	410	10	249	249	NUM
ejge-10168	410	11	.	.	PUNCT
ejge-10168	411	1	https://doi.org/10.1016/j.eap.2020.09.017	https://doi.org/10.1016/j.eap.2020.09.017	PROPN
ejge-10168	411	2	alqahtani	alqahtani	PROPN
ejge-10168	411	3	,	,	PUNCT
ejge-10168	411	4	a.	a.	NOUN
ejge-10168	411	5	,	,	PUNCT
ejge-10168	411	6	hammoudeh	hammoudeh	PROPN
ejge-10168	411	7	,	,	PUNCT
ejge-10168	411	8	s.	s.	PROPN
ejge-10168	411	9	,	,	PUNCT
ejge-10168	411	10	&	&	CCONJ
ejge-10168	411	11	selmi	selmi	PROPN
ejge-10168	411	12	,	,	PUNCT
ejge-10168	411	13	r.	r.	PROPN
ejge-10168	411	14	(	(	PUNCT
ejge-10168	411	15	2022	2022	NUM
ejge-10168	411	16	)	)	PUNCT
ejge-10168	411	17	.	.	PUNCT
ejge-10168	412	1	relationship	relationship	NOUN
ejge-10168	412	2	between	between	ADP
ejge-10168	412	3	different	different	ADJ
ejge-10168	412	4	sources	source	NOUN
ejge-10168	412	5	of	of	ADP
ejge-10168	412	6	geopolitical	geopolitical	ADJ
ejge-10168	412	7	risks	risk	NOUN
ejge-10168	412	8	and	and	CCONJ
ejge-10168	412	9	stock	stock	NOUN
ejge-10168	412	10	markets	market	NOUN
ejge-10168	412	11	in	in	ADP
ejge-10168	412	12	the	the	DET
ejge-10168	412	13	gcc	gcc	NOUN
ejge-10168	412	14	region	region	NOUN
ejge-10168	412	15	:	:	PUNCT
ejge-10168	412	16	a	a	DET
ejge-10168	412	17	dynamic	dynamic	ADJ
ejge-10168	412	18	correlation	correlation	NOUN
ejge-10168	412	19	analysis	analysis	NOUN
ejge-10168	412	20	.	.	PUNCT
ejge-10168	413	1	review	review	NOUN
ejge-10168	413	2	of	of	ADP
ejge-10168	413	3	behavioral	behavioral	ADJ
ejge-10168	413	4	finance	finance	NOUN
ejge-10168	413	5	,	,	PUNCT
ejge-10168	413	6	14	14	NUM
ejge-10168	413	7	,	,	PUNCT
ejge-10168	413	8	296	296	NUM
ejge-10168	413	9	-	-	SYM
ejge-10168	413	10	316	316	NUM
ejge-10168	413	11	.	.	PUNCT
ejge-10168	414	1	https://doi.org/10.1108/rbf-07-2019-0099	https://doi.org/10.1108/rbf-07-2019-0099	PROPN
ejge-10168	414	2	antonakakis	antonakakis	PROPN
ejge-10168	414	3	,	,	PUNCT
ejge-10168	414	4	n.	n.	NOUN
ejge-10168	414	5	,	,	PUNCT
ejge-10168	414	6	&	&	CCONJ
ejge-10168	414	7	gabauer	gabauer	PROPN
ejge-10168	414	8	,	,	PUNCT
ejge-10168	414	9	d.	d.	PROPN
ejge-10168	414	10	(	(	PUNCT
ejge-10168	414	11	2017	2017	NUM
ejge-10168	414	12	)	)	PUNCT
ejge-10168	414	13	.	.	PUNCT
ejge-10168	415	1	refined	refined	ADJ
ejge-10168	415	2	measures	measure	NOUN
ejge-10168	415	3	of	of	ADP
ejge-10168	415	4	dynamic	dynamic	ADJ
ejge-10168	415	5	connectedness	connectedness	NOUN
ejge-10168	415	6	based	base	VERB
ejge-10168	415	7	on	on	ADP
ejge-10168	415	8	tvp	tvp	PROPN
ejge-10168	415	9	-	-	PUNCT
ejge-10168	415	10	var	var	NOUN
ejge-10168	415	11	.	.	PUNCT
ejge-10168	416	1	mpra	mpra	PROPN
ejge-10168	416	2	paper	paper	PROPN
ejge-10168	416	3	78282	78282	NUM
ejge-10168	416	4	,	,	PUNCT
ejge-10168	416	5	university	university	NOUN
ejge-10168	416	6	library	library	NOUN
ejge-10168	416	7	of	of	ADP
ejge-10168	416	8	munich	munich	PROPN
ejge-10168	416	9	,	,	PUNCT
ejge-10168	416	10	germany	germany	PROPN
ejge-10168	416	11	.	.	PUNCT
ejge-10168	417	1	antonakakis	antonakakis	PROPN
ejge-10168	417	2	,	,	PUNCT
ejge-10168	417	3	n.	n.	NOUN
ejge-10168	417	4	,	,	PUNCT
ejge-10168	417	5	gupta	gupta	PROPN
ejge-10168	417	6	,	,	PUNCT
ejge-10168	417	7	r.	r.	PROPN
ejge-10168	417	8	,	,	PUNCT
ejge-10168	417	9	kollias	kollias	PROPN
ejge-10168	417	10	,	,	PUNCT
ejge-10168	417	11	c.	c.	PROPN
ejge-10168	417	12	,	,	PUNCT
ejge-10168	417	13	&	&	CCONJ
ejge-10168	417	14	papadamou	papadamou	ADV
ejge-10168	417	15	,	,	PUNCT
ejge-10168	417	16	s.	s.	PROPN
ejge-10168	417	17	(	(	PUNCT
ejge-10168	417	18	2017	2017	NUM
ejge-10168	417	19	)	)	PUNCT
ejge-10168	417	20	.	.	PUNCT
ejge-10168	418	1	geopolitical	geopolitical	ADJ
ejge-10168	418	2	risks	risk	NOUN
ejge-10168	418	3	and	and	CCONJ
ejge-10168	418	4	the	the	DET
ejge-10168	418	5	oil	oil	NOUN
ejge-10168	418	6	-	-	PUNCT
ejge-10168	418	7	stock	stock	NOUN
ejge-10168	418	8	nexus	nexus	NOUN
ejge-10168	418	9	over	over	ADP
ejge-10168	418	10	1899–2016	1899–2016	PROPN
ejge-10168	418	11	.	.	PUNCT
ejge-10168	419	1	finance	finance	NOUN
ejge-10168	419	2	research	research	NOUN
ejge-10168	419	3	letters	letter	NOUN
ejge-10168	419	4	,	,	PUNCT
ejge-10168	419	5	23	23	NUM
ejge-10168	419	6	,	,	PUNCT
ejge-10168	419	7	165	165	NUM
ejge-10168	419	8	-	-	SYM
ejge-10168	419	9	173	173	NUM
ejge-10168	419	10	.	.	PUNCT
ejge-10168	420	1	https://doi.org/10.1016/j.frl.2017.07.017	https://doi.org/10.1016/j.frl.2017.07.017	CCONJ
ejge-10168	420	2	apergis	apergis	PROPN
ejge-10168	420	3	,	,	PUNCT
ejge-10168	420	4	e.	e.	PROPN
ejge-10168	420	5	,	,	PUNCT
ejge-10168	420	6	&	&	CCONJ
ejge-10168	420	7	apergis	apergis	PROPN
ejge-10168	420	8	,	,	PUNCT
ejge-10168	420	9	n.	n.	PROPN
ejge-10168	420	10	(	(	PUNCT
ejge-10168	420	11	2016	2016	NUM
ejge-10168	420	12	)	)	PUNCT
ejge-10168	420	13	.	.	PUNCT
ejge-10168	421	1	the	the	DET
ejge-10168	421	2	11/13	11/13	NUM
ejge-10168	421	3	paris	paris	PROPN
ejge-10168	421	4	terrorist	terrorist	NOUN
ejge-10168	421	5	attacks	attack	NOUN
ejge-10168	421	6	and	and	CCONJ
ejge-10168	421	7	stock	stock	NOUN
ejge-10168	421	8	prices	price	NOUN
ejge-10168	421	9	:	:	PUNCT
ejge-10168	421	10	the	the	DET
ejge-10168	421	11	case	case	NOUN
ejge-10168	421	12	of	of	ADP
ejge-10168	421	13	the	the	DET
ejge-10168	421	14	international	international	ADJ
ejge-10168	421	15	defense	defense	NOUN
ejge-10168	421	16	industry	industry	NOUN
ejge-10168	421	17	.	.	PUNCT
ejge-10168	422	1	finance	finance	NOUN
ejge-10168	422	2	research	research	NOUN
ejge-10168	422	3	letters	letter	NOUN
ejge-10168	422	4	,	,	PUNCT
ejge-10168	422	5	17	17	NUM
ejge-10168	422	6	,	,	PUNCT
ejge-10168	422	7	186	186	NUM
ejge-10168	422	8	-	-	SYM
ejge-10168	422	9	192	192	NUM
ejge-10168	422	10	.	.	PUNCT
ejge-10168	423	1	https://doi.org/10.1016/j.frl.2016.03.002	https://doi.org/10.1016/j.frl.2016.03.002	VERB
ejge-10168	423	2	aysan	aysan	ADJ
ejge-10168	423	3	,	,	PUNCT
ejge-10168	423	4	a.	a.	PROPN
ejge-10168	423	5	f.	f.	PROPN
ejge-10168	423	6	,	,	PUNCT
ejge-10168	423	7	demir	demir	PROPN
ejge-10168	423	8	,	,	PUNCT
ejge-10168	423	9	e.	e.	PROPN
ejge-10168	423	10	,	,	PUNCT
ejge-10168	423	11	gozgor	gozgor	ADJ
ejge-10168	423	12	,	,	PUNCT
ejge-10168	423	13	g.	g.	PROPN
ejge-10168	423	14	,	,	PUNCT
ejge-10168	423	15	&	&	CCONJ
ejge-10168	423	16	lau	lau	PROPN
ejge-10168	423	17	,	,	PUNCT
ejge-10168	423	18	c.	c.	PROPN
ejge-10168	423	19	k.	k.	PROPN
ejge-10168	423	20	m.	m.	PROPN
ejge-10168	423	21	(	(	PUNCT
ejge-10168	423	22	2019	2019	NUM
ejge-10168	423	23	)	)	PUNCT
ejge-10168	423	24	.	.	PUNCT
ejge-10168	424	1	effects	effect	NOUN
ejge-10168	424	2	of	of	ADP
ejge-10168	424	3	the	the	DET
ejge-10168	424	4	geopolitical	geopolitical	ADJ
ejge-10168	424	5	risks	risk	NOUN
ejge-10168	424	6	on	on	ADP
ejge-10168	424	7	bitcoin	bitcoin	ADJ
ejge-10168	424	8	returns	return	NOUN
ejge-10168	424	9	and	and	CCONJ
ejge-10168	424	10	volatility	volatility	NOUN
ejge-10168	424	11	.	.	PUNCT
ejge-10168	425	1	research	research	NOUN
ejge-10168	425	2	in	in	ADP
ejge-10168	425	3	international	international	ADJ
ejge-10168	425	4	business	business	NOUN
ejge-10168	425	5	and	and	CCONJ
ejge-10168	425	6	finance	finance	NOUN
ejge-10168	425	7	,	,	PUNCT
ejge-10168	425	8	47	47	NUM
ejge-10168	425	9	,	,	PUNCT
ejge-10168	425	10	511	511	NUM
ejge-10168	425	11	-	-	SYM
ejge-10168	425	12	518	518	NUM
ejge-10168	425	13	.	.	PUNCT
ejge-10168	426	1	https://doi.org/10.1016/j.ribaf.2018.09.011	https://doi.org/10.1016/j.ribaf.2018.09.011	NUM
ejge-10168	426	2	balcilar	balcilar	ADJ
ejge-10168	426	3	,	,	PUNCT
ejge-10168	426	4	m.	m.	NOUN
ejge-10168	426	5	,	,	PUNCT
ejge-10168	426	6	bonato	bonato	NOUN
ejge-10168	426	7	,	,	PUNCT
ejge-10168	426	8	m.	m.	NOUN
ejge-10168	426	9	,	,	PUNCT
ejge-10168	426	10	demirer	demirer	NOUN
ejge-10168	426	11	,	,	PUNCT
ejge-10168	426	12	r.	r.	PROPN
ejge-10168	426	13	,	,	PUNCT
ejge-10168	426	14	&	&	CCONJ
ejge-10168	426	15	gupta	gupta	PROPN
ejge-10168	426	16	,	,	PUNCT
ejge-10168	426	17	r.	r.	PROPN
ejge-10168	426	18	(	(	PUNCT
ejge-10168	426	19	2018	2018	NUM
ejge-10168	426	20	)	)	PUNCT
ejge-10168	426	21	.	.	PUNCT
ejge-10168	427	1	geopolitical	geopolitical	ADJ
ejge-10168	427	2	risks	risk	NOUN
ejge-10168	427	3	and	and	CCONJ
ejge-10168	427	4	stock	stock	NOUN
ejge-10168	427	5	market	market	NOUN
ejge-10168	427	6	dynamics	dynamic	NOUN
ejge-10168	427	7	of	of	ADP
ejge-10168	427	8	the	the	DET
ejge-10168	427	9	brics	bric	NOUN
ejge-10168	427	10	.	.	PUNCT
ejge-10168	428	1	economic	economic	ADJ
ejge-10168	428	2	systems	system	NOUN
ejge-10168	428	3	,	,	PUNCT
ejge-10168	428	4	42	42	NUM
ejge-10168	428	5	,	,	PUNCT
ejge-10168	428	6	295	295	NUM
ejge-10168	428	7	-	-	SYM
ejge-10168	428	8	306	306	NUM
ejge-10168	428	9	.	.	PUNCT
ejge-10168	429	1	https://doi.org/10.1016/j.ecosys.2017.05.008	https://doi.org/10.1016/j.ecosys.2017.05.008	NOUN
ejge-10168	429	2	baur	baur	PROPN
ejge-10168	429	3	,	,	PUNCT
ejge-10168	429	4	d.	d.	PROPN
ejge-10168	429	5	g.	g.	PROPN
ejge-10168	429	6	,	,	PUNCT
ejge-10168	429	7	&	&	CCONJ
ejge-10168	429	8	smales	smale	NOUN
ejge-10168	429	9	,	,	PUNCT
ejge-10168	429	10	l.	l.	PROPN
ejge-10168	429	11	a.	a.	PROPN
ejge-10168	429	12	(	(	PUNCT
ejge-10168	429	13	2020	2020	NUM
ejge-10168	429	14	)	)	PUNCT
ejge-10168	429	15	.	.	PUNCT
ejge-10168	430	1	gold	gold	NOUN
ejge-10168	430	2	and	and	CCONJ
ejge-10168	430	3	geopolitical	geopolitical	ADJ
ejge-10168	430	4	risk	risk	NOUN
ejge-10168	430	5	.	.	PUNCT
ejge-10168	431	1	ssrn	ssrn	PROPN
ejge-10168	431	2	paper	paper	PROPN
ejge-10168	431	3	3109136	3109136	NUM
ejge-10168	431	4	.	.	PUNCT
ejge-10168	432	1	https://doi.org/10.2139/ssrn.3109136	https://doi.org/10.2139/ssrn.3109136	ADJ
ejge-10168	432	2	będowska	będowska	PROPN
ejge-10168	432	3	-	-	PUNCT
ejge-10168	432	4	sójka	sójka	PROPN
ejge-10168	432	5	,	,	PUNCT
ejge-10168	432	6	b.	b.	PROPN
ejge-10168	432	7	,	,	PUNCT
ejge-10168	432	8	demir	demir	PROPN
ejge-10168	432	9	,	,	PUNCT
ejge-10168	432	10	e.	e.	PROPN
ejge-10168	432	11	,	,	PUNCT
ejge-10168	432	12	&	&	CCONJ
ejge-10168	432	13	zaremba	zaremba	PROPN
ejge-10168	432	14	,	,	PUNCT
ejge-10168	432	15	a.	a.	NOUN
ejge-10168	432	16	(	(	PUNCT
ejge-10168	432	17	2022	2022	NUM
ejge-10168	432	18	)	)	PUNCT
ejge-10168	432	19	.	.	PUNCT
ejge-10168	433	1	hedging	hedge	VERB
ejge-10168	433	2	geopolitical	geopolitical	ADJ
ejge-10168	433	3	risks	risk	NOUN
ejge-10168	433	4	with	with	ADP
ejge-10168	433	5	different	different	ADJ
ejge-10168	433	6	asset	asset	NOUN
ejge-10168	433	7	classes	class	NOUN
ejge-10168	433	8	:	:	PUNCT
ejge-10168	433	9	a	a	DET
ejge-10168	433	10	focus	focus	NOUN
ejge-10168	433	11	on	on	ADP
ejge-10168	433	12	the	the	DET
ejge-10168	433	13	russian	russian	ADJ
ejge-10168	433	14	invasion	invasion	NOUN
ejge-10168	433	15	of	of	ADP
ejge-10168	433	16	ukraine	ukraine	PROPN
ejge-10168	433	17	.	.	PUNCT
ejge-10168	434	1	finance	finance	NOUN
ejge-10168	434	2	research	research	NOUN
ejge-10168	434	3	letters	letter	NOUN
ejge-10168	434	4	,	,	PUNCT
ejge-10168	434	5	50	50	NUM
ejge-10168	434	6	,	,	PUNCT
ejge-10168	434	7	103192	103192	NUM
ejge-10168	434	8	.	.	PUNCT
ejge-10168	435	1	https://doi.org/10.1016/j.frl.2022.103192	https://doi.org/10.1016/j.frl.2022.103192	PROPN
ejge-10168	435	2	boubaker	boubaker	NOUN
ejge-10168	435	3	,	,	PUNCT
ejge-10168	435	4	s.	s.	PROPN
ejge-10168	435	5	,	,	PUNCT
ejge-10168	435	6	goodell	goodell	PROPN
ejge-10168	435	7	,	,	PUNCT
ejge-10168	435	8	j.	j.	PROPN
ejge-10168	435	9	w.	w.	PROPN
ejge-10168	435	10	,	,	PUNCT
ejge-10168	435	11	pandey	pandey	PROPN
ejge-10168	435	12	,	,	PUNCT
ejge-10168	435	13	d.	d.	PROPN
ejge-10168	435	14	k.	k.	PROPN
ejge-10168	435	15	,	,	PUNCT
ejge-10168	435	16	&	&	CCONJ
ejge-10168	435	17	kumari	kumari	PROPN
ejge-10168	435	18	,	,	PUNCT
ejge-10168	435	19	v.	v.	PROPN
ejge-10168	435	20	(	(	PUNCT
ejge-10168	435	21	2022	2022	NUM
ejge-10168	435	22	)	)	PUNCT
ejge-10168	435	23	.	.	PUNCT
ejge-10168	436	1	heterogeneous	heterogeneous	ADJ
ejge-10168	436	2	impacts	impact	NOUN
ejge-10168	436	3	of	of	ADP
ejge-10168	436	4	wars	war	NOUN
ejge-10168	436	5	on	on	ADP
ejge-10168	436	6	global	global	ADJ
ejge-10168	436	7	equity	equity	NOUN
ejge-10168	436	8	markets	market	NOUN
ejge-10168	436	9	:	:	PUNCT
ejge-10168	436	10	evidence	evidence	NOUN
ejge-10168	436	11	from	from	ADP
ejge-10168	436	12	the	the	DET
ejge-10168	436	13	invasion	invasion	NOUN
ejge-10168	436	14	of	of	ADP
ejge-10168	436	15	ukraine	ukraine	NOUN
ejge-10168	436	16	.	.	PUNCT
ejge-10168	437	1	finance	finance	NOUN
ejge-10168	437	2	research	research	NOUN
ejge-10168	437	3	letters	letter	NOUN
ejge-10168	437	4	,	,	PUNCT
ejge-10168	437	5	48	48	NUM
ejge-10168	437	6	,	,	PUNCT
ejge-10168	437	7	102934	102934	NUM
ejge-10168	437	8	.	.	PUNCT
ejge-10168	438	1	https://doi.org/10.1016/j.frl.2022.102934	https://doi.org/10.1016/j.frl.2022.102934	PROPN
ejge-10168	438	2	boungou	boungou	PROPN
ejge-10168	438	3	,	,	PUNCT
ejge-10168	438	4	w.	w.	PROPN
ejge-10168	438	5	,	,	PUNCT
ejge-10168	438	6	&	&	CCONJ
ejge-10168	438	7	yatié	yatié	PROPN
ejge-10168	438	8	,	,	PUNCT
ejge-10168	438	9	a.	a.	NOUN
ejge-10168	438	10	(	(	PUNCT
ejge-10168	438	11	2022	2022	NUM
ejge-10168	438	12	)	)	PUNCT
ejge-10168	438	13	.	.	PUNCT
ejge-10168	439	1	the	the	DET
ejge-10168	439	2	impact	impact	NOUN
ejge-10168	439	3	of	of	ADP
ejge-10168	439	4	the	the	DET
ejge-10168	439	5	ukraine	ukraine	PROPN
ejge-10168	439	6	-	-	PUNCT
ejge-10168	439	7	russia	russia	PROPN
ejge-10168	439	8	war	war	NOUN
ejge-10168	439	9	on	on	ADP
ejge-10168	439	10	world	world	NOUN
ejge-10168	439	11	stock	stock	NOUN
ejge-10168	439	12	market	market	NOUN
ejge-10168	439	13	returns	return	NOUN
ejge-10168	439	14	.	.	PUNCT
ejge-10168	440	1	economics	economic	NOUN
ejge-10168	440	2	letters	letter	NOUN
ejge-10168	440	3	,	,	PUNCT
ejge-10168	440	4	215	215	NUM
ejge-10168	440	5	,	,	PUNCT
ejge-10168	440	6	110516	110516	NUM
ejge-10168	440	7	.	.	PUNCT
ejge-10168	441	1	https://doi.org/10.1016/j.econlet.2022.110516	https://doi.org/10.1016/j.econlet.2022.110516	NOUN
ejge-10168	441	2	bouras	boura	NOUN
ejge-10168	441	3	,	,	PUNCT
ejge-10168	441	4	c.	c.	NOUN
ejge-10168	441	5	,	,	PUNCT
ejge-10168	441	6	christou	christou	NOUN
ejge-10168	441	7	,	,	PUNCT
ejge-10168	441	8	c.	c.	PROPN
ejge-10168	441	9	,	,	PUNCT
ejge-10168	441	10	gupta	gupta	PROPN
ejge-10168	441	11	,	,	PUNCT
ejge-10168	441	12	r.	r.	PROPN
ejge-10168	441	13	,	,	PUNCT
ejge-10168	441	14	&	&	CCONJ
ejge-10168	441	15	suleman	suleman	PROPN
ejge-10168	441	16	,	,	PUNCT
ejge-10168	441	17	t.	t.	PROPN
ejge-10168	441	18	(	(	PUNCT
ejge-10168	441	19	2019	2019	NUM
ejge-10168	441	20	)	)	PUNCT
ejge-10168	441	21	.	.	PUNCT
ejge-10168	442	1	geopolitical	geopolitical	ADJ
ejge-10168	442	2	risks	risk	NOUN
ejge-10168	442	3	,	,	PUNCT
ejge-10168	442	4	returns	return	NOUN
ejge-10168	442	5	,	,	PUNCT
ejge-10168	442	6	and	and	CCONJ
ejge-10168	442	7	volatility	volatility	NOUN
ejge-10168	442	8	in	in	ADP
ejge-10168	442	9	emerging	emerge	VERB
ejge-10168	442	10	stock	stock	NOUN
ejge-10168	442	11	markets	market	NOUN
ejge-10168	442	12	:	:	PUNCT
ejge-10168	442	13	evidence	evidence	NOUN
ejge-10168	442	14	from	from	ADP
ejge-10168	442	15	a	a	DET
ejge-10168	442	16	panel	panel	NOUN
ejge-10168	442	17	garch	garch	NOUN
ejge-10168	442	18	model	model	NOUN
ejge-10168	442	19	.	.	PUNCT
ejge-10168	443	1	emerging	emerge	VERB
ejge-10168	443	2	markets	market	NOUN
ejge-10168	443	3	finance	finance	NOUN
ejge-10168	443	4	and	and	CCONJ
ejge-10168	443	5	trade	trade	NOUN
ejge-10168	443	6	,	,	PUNCT
ejge-10168	443	7	55(8	55(8	NUM
ejge-10168	443	8	)	)	PUNCT
ejge-10168	443	9	,	,	PUNCT
ejge-10168	443	10	1841	1841	NUM
ejge-10168	443	11	-	-	SYM
ejge-10168	443	12	1856	1856	NUM
ejge-10168	443	13	.	.	PUNCT
ejge-10168	444	1	https://doi.org/10.1080/1540496x.2018.1507906	https://doi.org/10.1080/1540496x.2018.1507906	NOUN
ejge-10168	444	2	caldara	caldara	NOUN
ejge-10168	444	3	,	,	PUNCT
ejge-10168	444	4	d.	d.	PROPN
ejge-10168	444	5	,	,	PUNCT
ejge-10168	444	6	&	&	CCONJ
ejge-10168	444	7	iacoviello	iacoviello	PROPN
ejge-10168	444	8	,	,	PUNCT
ejge-10168	444	9	m.	m.	NOUN
ejge-10168	444	10	(	(	PUNCT
ejge-10168	444	11	2022	2022	NUM
ejge-10168	444	12	)	)	PUNCT
ejge-10168	444	13	.	.	PUNCT
ejge-10168	445	1	measuring	measure	VERB
ejge-10168	445	2	geopolitical	geopolitical	ADJ
ejge-10168	445	3	risk	risk	NOUN
ejge-10168	445	4	.	.	PUNCT
ejge-10168	446	1	american	american	PROPN
ejge-10168	446	2	economic	economic	PROPN
ejge-10168	446	3	review	review	PROPN
ejge-10168	446	4	,	,	PUNCT
ejge-10168	446	5	112(4	112(4	NUM
ejge-10168	446	6	)	)	PUNCT
ejge-10168	446	7	,	,	PUNCT
ejge-10168	446	8	11941225	11941225	NUM
ejge-10168	446	9	.	.	PUNCT
ejge-10168	447	1	https://doi.org/10.1257/aer.20191823	https://doi.org/10.1257/aer.20191823	PROPN
ejge-10168	447	2	corbet	corbet	PROPN
ejge-10168	447	3	,	,	PUNCT
ejge-10168	447	4	s.	s.	PROPN
ejge-10168	447	5	,	,	PUNCT
ejge-10168	447	6	gurdgiev	gurdgiev	PROPN
ejge-10168	447	7	,	,	PUNCT
ejge-10168	447	8	c.	c.	PROPN
ejge-10168	447	9	,	,	PUNCT
ejge-10168	447	10	&	&	CCONJ
ejge-10168	447	11	meegan	meegan	PROPN
ejge-10168	447	12	,	,	PUNCT
ejge-10168	447	13	a.	a.	NOUN
ejge-10168	447	14	(	(	PUNCT
ejge-10168	447	15	2018	2018	NUM
ejge-10168	447	16	)	)	PUNCT
ejge-10168	447	17	.	.	PUNCT
ejge-10168	448	1	long	long	ADJ
ejge-10168	448	2	-	-	PUNCT
ejge-10168	448	3	term	term	NOUN
ejge-10168	448	4	stock	stock	NOUN
ejge-10168	448	5	market	market	NOUN
ejge-10168	448	6	volatility	volatility	NOUN
ejge-10168	448	7	and	and	CCONJ
ejge-10168	448	8	the	the	DET
ejge-10168	448	9	influence	influence	NOUN
ejge-10168	448	10	of	of	ADP
ejge-10168	448	11	terrorist	terrorist	ADJ
ejge-10168	448	12	attacks	attack	NOUN
ejge-10168	448	13	in	in	ADP
ejge-10168	448	14	europe	europe	PROPN
ejge-10168	448	15	.	.	PUNCT
ejge-10168	449	1	the	the	DET
ejge-10168	449	2	quarterly	quarterly	ADJ
ejge-10168	449	3	review	review	NOUN
ejge-10168	449	4	of	of	ADP
ejge-10168	449	5	economics	economic	NOUN
ejge-10168	449	6	and	and	CCONJ
ejge-10168	449	7	finance	finance	NOUN
ejge-10168	449	8	,	,	PUNCT
ejge-10168	449	9	68	68	NUM
ejge-10168	449	10	,	,	PUNCT
ejge-10168	449	11	118	118	NUM
ejge-10168	449	12	-	-	SYM
ejge-10168	449	13	131	131	NUM
ejge-10168	449	14	.	.	PUNCT
ejge-10168	450	1	https://doi.org/10.1016/j.qref.2017.11.012	https://doi.org/10.1016/j.qref.2017.11.012	PROPN
ejge-10168	450	2	cunado	cunado	NOUN
ejge-10168	450	3	,	,	PUNCT
ejge-10168	450	4	j.	j.	PROPN
ejge-10168	450	5	,	,	PUNCT
ejge-10168	450	6	gupta	gupta	PROPN
ejge-10168	450	7	,	,	PUNCT
ejge-10168	450	8	r.	r.	PROPN
ejge-10168	450	9	,	,	PUNCT
ejge-10168	450	10	lau	lau	PROPN
ejge-10168	450	11	,	,	PUNCT
ejge-10168	450	12	c.	c.	PROPN
ejge-10168	450	13	k.	k.	PROPN
ejge-10168	450	14	m.	m.	PROPN
ejge-10168	450	15	,	,	PUNCT
ejge-10168	450	16	&	&	CCONJ
ejge-10168	450	17	sheng	sheng	PROPN
ejge-10168	450	18	,	,	PUNCT
ejge-10168	450	19	x.	x.	NOUN
ejge-10168	450	20	(	(	PUNCT
ejge-10168	450	21	2020	2020	NUM
ejge-10168	450	22	)	)	PUNCT
ejge-10168	450	23	.	.	PUNCT
ejge-10168	451	1	time	time	NOUN
ejge-10168	451	2	-	-	PUNCT
ejge-10168	451	3	varying	vary	VERB
ejge-10168	451	4	impact	impact	NOUN
ejge-10168	451	5	of	of	ADP
ejge-10168	451	6	geopolitical	geopolitical	ADJ
ejge-10168	451	7	risks	risk	NOUN
ejge-10168	451	8	on	on	ADP
ejge-10168	451	9	oil	oil	NOUN
ejge-10168	451	10	prices	price	NOUN
ejge-10168	451	11	.	.	PUNCT
ejge-10168	452	1	defence	defence	NOUN
ejge-10168	452	2	and	and	CCONJ
ejge-10168	452	3	peace	peace	NOUN
ejge-10168	452	4	economics	economic	NOUN
ejge-10168	452	5	,	,	PUNCT
ejge-10168	452	6	31	31	NUM
ejge-10168	452	7	,	,	PUNCT
ejge-10168	452	8	692	692	NUM
ejge-10168	452	9	-	-	SYM
ejge-10168	452	10	706	706	NUM
ejge-10168	452	11	.	.	PUNCT
ejge-10168	452	12	https://doi.org/10.1080/10242694.2018.1563854	https://doi.org/10.1080/10242694.2018.1563854	PROPN
ejge-10168	453	1	das	das	PROPN
ejge-10168	453	2	,	,	PUNCT
ejge-10168	453	3	d.	d.	PROPN
ejge-10168	453	4	,	,	PUNCT
ejge-10168	453	5	kannadhasan	kannadhasan	PROPN
ejge-10168	453	6	,	,	PUNCT
ejge-10168	453	7	m.	m.	NOUN
ejge-10168	453	8	,	,	PUNCT
ejge-10168	453	9	&	&	CCONJ
ejge-10168	453	10	bhattacharyya	bhattacharyya	ADJ
ejge-10168	453	11	,	,	PUNCT
ejge-10168	453	12	m.	m.	NOUN
ejge-10168	453	13	(	(	PUNCT
ejge-10168	453	14	2019	2019	NUM
ejge-10168	453	15	)	)	PUNCT
ejge-10168	453	16	.	.	PUNCT
ejge-10168	454	1	do	do	AUX
ejge-10168	454	2	the	the	DET
ejge-10168	454	3	emerging	emerge	VERB
ejge-10168	454	4	stock	stock	NOUN
ejge-10168	454	5	markets	market	NOUN
ejge-10168	454	6	react	react	VERB
ejge-10168	454	7	to	to	ADP
ejge-10168	454	8	international	international	ADJ
ejge-10168	454	9	economic	economic	ADJ
ejge-10168	454	10	policy	policy	NOUN
ejge-10168	454	11	uncertainty	uncertainty	NOUN
ejge-10168	454	12	,	,	PUNCT
ejge-10168	454	13	geopolitical	geopolitical	ADJ
ejge-10168	454	14	risk	risk	NOUN
ejge-10168	454	15	and	and	CCONJ
ejge-10168	454	16	financial	financial	ADJ
ejge-10168	454	17	stress	stress	NOUN
ejge-10168	454	18	alike	alike	ADV
ejge-10168	454	19	?	?	PUNCT
ejge-10168	455	1	the	the	DET
ejge-10168	455	2	north	north	ADJ
ejge-10168	455	3	american	american	ADJ
ejge-10168	455	4	journal	journal	PROPN
ejge-10168	455	5	of	of	ADP
ejge-10168	455	6	economics	economic	NOUN
ejge-10168	455	7	and	and	CCONJ
ejge-10168	455	8	finance	finance	NOUN
ejge-10168	455	9	,	,	PUNCT
ejge-10168	455	10	48	48	NUM
ejge-10168	455	11	,	,	PUNCT
ejge-10168	455	12	1	1	NUM
ejge-10168	455	13	-	-	SYM
ejge-10168	455	14	19	19	NUM
ejge-10168	455	15	.	.	PUNCT
ejge-10168	455	16	https://doi.org/10.1016/j.najef.2019.01.008	https://doi.org/10.1016/j.najef.2019.01.008	NOUN
ejge-10168	455	17	degiannakis	degiannaki	NOUN
ejge-10168	455	18	,	,	PUNCT
ejge-10168	455	19	s.	s.	PROPN
ejge-10168	455	20	,	,	PUNCT
ejge-10168	455	21	&	&	CCONJ
ejge-10168	455	22	filis	filis	PROPN
ejge-10168	455	23	,	,	PUNCT
ejge-10168	455	24	g.	g.	PROPN
ejge-10168	455	25	(	(	PUNCT
ejge-10168	455	26	2017	2017	NUM
ejge-10168	455	27	)	)	PUNCT
ejge-10168	455	28	.	.	PUNCT
ejge-10168	456	1	forecasting	forecast	VERB
ejge-10168	456	2	oil	oil	NOUN
ejge-10168	456	3	price	price	NOUN
ejge-10168	456	4	realized	realize	VERB
ejge-10168	456	5	volatility	volatility	NOUN
ejge-10168	456	6	using	use	VERB
ejge-10168	456	7	information	information	NOUN
ejge-10168	456	8	channels	channel	NOUN
ejge-10168	456	9	from	from	ADP
ejge-10168	456	10	other	other	ADJ
ejge-10168	456	11	asset	asset	NOUN
ejge-10168	456	12	classes	class	NOUN
ejge-10168	456	13	.	.	PUNCT
ejge-10168	457	1	journal	journal	PROPN
ejge-10168	457	2	of	of	ADP
ejge-10168	457	3	international	international	ADJ
ejge-10168	457	4	money	money	NOUN
ejge-10168	457	5	and	and	CCONJ
ejge-10168	457	6	finance	finance	NOUN
ejge-10168	457	7	,	,	PUNCT
ejge-10168	457	8	76	76	NUM
ejge-10168	457	9	,	,	PUNCT
ejge-10168	457	10	28	28	NUM
ejge-10168	457	11	-	-	SYM
ejge-10168	457	12	49	49	NUM
ejge-10168	457	13	.	.	PUNCT
ejge-10168	458	1	https://doi.org/10.1016/j.jimonfin.2017.05.006	https://doi.org/10.1016/j.jimonfin.2017.05.006	PROPN
ejge-10168	458	2	drakos	drakos	PROPN
ejge-10168	458	3	,	,	PUNCT
ejge-10168	458	4	k.	k.	PROPN
ejge-10168	458	5	(	(	PUNCT
ejge-10168	458	6	2010	2010	NUM
ejge-10168	458	7	)	)	PUNCT
ejge-10168	458	8	.	.	PUNCT
ejge-10168	459	1	terrorism	terrorism	NOUN
ejge-10168	459	2	activity	activity	NOUN
ejge-10168	459	3	,	,	PUNCT
ejge-10168	459	4	investor	investor	NOUN
ejge-10168	459	5	sentiment	sentiment	NOUN
ejge-10168	459	6	,	,	PUNCT
ejge-10168	459	7	and	and	CCONJ
ejge-10168	459	8	stock	stock	NOUN
ejge-10168	459	9	returns	return	NOUN
ejge-10168	459	10	.	.	PUNCT
ejge-10168	460	1	review	review	NOUN
ejge-10168	460	2	of	of	ADP
ejge-10168	460	3	financial	financial	ADJ
ejge-10168	460	4	economics	economic	NOUN
ejge-10168	460	5	,	,	PUNCT
ejge-10168	460	6	19	19	NUM
ejge-10168	460	7	,	,	PUNCT
ejge-10168	460	8	128	128	NUM
ejge-10168	460	9	-	-	SYM
ejge-10168	460	10	135	135	NUM
ejge-10168	460	11	.	.	PUNCT
ejge-10168	461	1	https://doi.org/10.1016/j.rfe.2010.01.001	https://doi.org/10.1016/j.rfe.2010.01.001	PROPN
ejge-10168	461	2	gkillas	gkillas	PROPN
ejge-10168	461	3	,	,	PUNCT
ejge-10168	461	4	k.	k.	PROPN
ejge-10168	461	5	,	,	PUNCT
ejge-10168	461	6	gupta	gupta	PROPN
ejge-10168	461	7	,	,	PUNCT
ejge-10168	461	8	r.	r.	PROPN
ejge-10168	461	9	,	,	PUNCT
ejge-10168	461	10	&	&	CCONJ
ejge-10168	461	11	wohar	wohar	PROPN
ejge-10168	461	12	,	,	PUNCT
ejge-10168	461	13	m.	m.	PROPN
ejge-10168	461	14	e.	e.	PROPN
ejge-10168	461	15	(	(	PUNCT
ejge-10168	461	16	2018	2018	NUM
ejge-10168	461	17	)	)	PUNCT
ejge-10168	461	18	.	.	PUNCT
ejge-10168	462	1	volatility	volatility	NOUN
ejge-10168	462	2	jumps	jump	VERB
ejge-10168	462	3	:	:	PUNCT
ejge-10168	462	4	the	the	DET
ejge-10168	462	5	role	role	NOUN
ejge-10168	462	6	of	of	ADP
ejge-10168	462	7	geopolitical	geopolitical	ADJ
ejge-10168	462	8	risks	risk	NOUN
ejge-10168	462	9	.	.	PUNCT
ejge-10168	463	1	finance	finance	NOUN
ejge-10168	463	2	research	research	NOUN
ejge-10168	463	3	letters	letter	NOUN
ejge-10168	463	4	,	,	PUNCT
ejge-10168	463	5	27	27	NUM
ejge-10168	463	6	,	,	PUNCT
ejge-10168	463	7	247	247	NUM
ejge-10168	463	8	-	-	SYM
ejge-10168	463	9	258	258	NUM
ejge-10168	463	10	.	.	PUNCT
ejge-10168	464	1	https://doi.org/10.1016/j.frl.2018.03.014	https://doi.org/10.1016/j.frl.2018.03.014	PROPN
ejge-10168	464	2	hudson	hudson	PROPN
ejge-10168	464	3	,	,	PUNCT
ejge-10168	464	4	r.	r.	PROPN
ejge-10168	464	5	,	,	PUNCT
ejge-10168	464	6	&	&	CCONJ
ejge-10168	464	7	urquhart	urquhart	PROPN
ejge-10168	464	8	,	,	PUNCT
ejge-10168	464	9	a.	a.	NOUN
ejge-10168	464	10	(	(	PUNCT
ejge-10168	464	11	2015	2015	NUM
ejge-10168	464	12	)	)	PUNCT
ejge-10168	464	13	.	.	PUNCT
ejge-10168	465	1	war	war	NOUN
ejge-10168	465	2	and	and	CCONJ
ejge-10168	465	3	stock	stock	NOUN
ejge-10168	465	4	markets	market	NOUN
ejge-10168	465	5	:	:	PUNCT
ejge-10168	465	6	the	the	DET
ejge-10168	465	7	effect	effect	NOUN
ejge-10168	465	8	of	of	ADP
ejge-10168	465	9	world	world	NOUN
ejge-10168	465	10	war	war	NOUN
ejge-10168	465	11	two	two	NUM
ejge-10168	465	12	on	on	ADP
ejge-10168	465	13	the	the	DET
ejge-10168	465	14	british	british	ADJ
ejge-10168	465	15	stock	stock	NOUN
ejge-10168	465	16	market	market	NOUN
ejge-10168	465	17	.	.	PUNCT
ejge-10168	466	1	international	international	ADJ
ejge-10168	466	2	review	review	NOUN
ejge-10168	466	3	of	of	ADP
ejge-10168	466	4	financial	financial	ADJ
ejge-10168	466	5	analysis	analysis	NOUN
ejge-10168	466	6	,	,	PUNCT
ejge-10168	466	7	40	40	NUM
ejge-10168	466	8	,	,	PUNCT
ejge-10168	466	9	166	166	NUM
ejge-10168	466	10	-	-	SYM
ejge-10168	466	11	177	177	NUM
ejge-10168	466	12	.	.	PUNCT
ejge-10168	467	1	https://doi.org/10.1016/j.irfa.2015.05.015	https://doi.org/10.1016/j.irfa.2015.05.015	PROPN
ejge-10168	467	2	jeribi	jeribi	PROPN
ejge-10168	467	3	,	,	PUNCT
ejge-10168	467	4	a.	a.	PROPN
ejge-10168	467	5	,	,	PUNCT
ejge-10168	467	6	fakhfekh	fakhfekh	PROPN
ejge-10168	467	7	,	,	PUNCT
ejge-10168	467	8	m.	m.	NOUN
ejge-10168	467	9	,	,	PUNCT
ejge-10168	467	10	&	&	CCONJ
ejge-10168	467	11	jarboui	jarboui	PROPN
ejge-10168	467	12	,	,	PUNCT
ejge-10168	467	13	a.	a.	NOUN
ejge-10168	467	14	(	(	PUNCT
ejge-10168	467	15	2015	2015	NUM
ejge-10168	467	16	)	)	PUNCT
ejge-10168	467	17	.	.	PUNCT
ejge-10168	468	1	tunisian	tunisian	ADJ
ejge-10168	468	2	revolution	revolution	PROPN
ejge-10168	468	3	and	and	CCONJ
ejge-10168	468	4	stock	stock	NOUN
ejge-10168	468	5	market	market	NOUN
ejge-10168	468	6	volatility	volatility	NOUN
ejge-10168	468	7	:	:	PUNCT
ejge-10168	468	8	evidence	evidence	NOUN
ejge-10168	468	9	from	from	ADP
ejge-10168	468	10	fiegarch	fiegarch	NOUN
ejge-10168	468	11	model	model	NOUN
ejge-10168	468	12	.	.	PUNCT
ejge-10168	469	1	managerial	managerial	ADJ
ejge-10168	469	2	finance	finance	NOUN
ejge-10168	469	3	,	,	PUNCT
ejge-10168	469	4	41(10	41(10	PROPN
ejge-10168	469	5	)	)	PUNCT
ejge-10168	469	6	,	,	PUNCT
ejge-10168	469	7	1112	1112	NUM
ejge-10168	469	8	-	-	SYM
ejge-10168	469	9	1135	1135	NUM
ejge-10168	469	10	.	.	PUNCT
ejge-10168	470	1	https://doi.org/10.1108/mf-12-2014-0310	https://doi.org/10.1108/mf-12-2014-0310	PROPN
ejge-10168	471	1	https://doi.org/10.1108/jrf-05-2022-0108	https://doi.org/10.1108/jrf-05-2022-0108	AUX
ejge-10168	471	2	https://doi.org/10.1016/j.eap.2020.09.017	https://doi.org/10.1016/j.eap.2020.09.017	PROPN
ejge-10168	471	3	https://doi.org/10.1108/rbf-07-2019-0099	https://doi.org/10.1108/rbf-07-2019-0099	X
ejge-10168	471	4	https://doi.org/10.1016/j.frl.2017.07.017	https://doi.org/10.1016/j.frl.2017.07.017	CCONJ
ejge-10168	471	5	https://doi.org/10.1016/j.frl.2016.03.002	https://doi.org/10.1016/j.frl.2016.03.002	VERB
ejge-10168	471	6	https://doi.org/10.1016/j.ribaf.2018.09.011	https://doi.org/10.1016/j.ribaf.2018.09.011	NUM
ejge-10168	471	7	https://doi.org/10.1016/j.ecosys.2017.05.008	https://doi.org/10.1016/j.ecosys.2017.05.008	NOUN
ejge-10168	471	8	https://doi.org/10.1016/j.frl.2022.103192	https://doi.org/10.1016/j.frl.2022.103192	X
ejge-10168	471	9	https://doi.org/10.1016/j.frl.2022.102934	https://doi.org/10.1016/j.frl.2022.102934	PROPN
ejge-10168	471	10	https://doi.org/10.1016/j.econlet.2022.110516	https://doi.org/10.1016/j.econlet.2022.110516	NOUN
ejge-10168	471	11	https://doi.org/10.1080/1540496x.2018.1507906	https://doi.org/10.1080/1540496x.2018.1507906	NOUN
ejge-10168	471	12	https://doi.org/10.1257/aer.20191823	https://doi.org/10.1257/aer.20191823	PROPN
ejge-10168	471	13	https://doi.org/10.1016/j.qref.2017.11.012	https://doi.org/10.1016/j.qref.2017.11.012	PROPN
ejge-10168	471	14	https://doi.org/10.1080/10242694.2018.1563854	https://doi.org/10.1080/10242694.2018.1563854	PROPN
ejge-10168	471	15	https://doi.org/10.1016/j.najef.2019.01.008	https://doi.org/10.1016/j.najef.2019.01.008	NOUN
ejge-10168	471	16	https://doi.org/10.1016/j.jimonfin.2017.05.006	https://doi.org/10.1016/j.jimonfin.2017.05.006	PROPN
ejge-10168	471	17	https://doi.org/10.1016/j.rfe.2010.01.001	https://doi.org/10.1016/j.rfe.2010.01.001	VERB
ejge-10168	471	18	https://doi.org/10.1016/j.frl.2018.03.014	https://doi.org/10.1016/j.frl.2018.03.014	PROPN
ejge-10168	471	19	https://doi.org/10.1016/j.irfa.2015.05.015	https://doi.org/10.1016/j.irfa.2015.05.015	PROPN
ejge-10168	471	20	https://doi.org/10.1108/mf-12-2014-0310	https://doi.org/10.1108/mf-12-2014-0310	PROPN
ejge-10168	471	21	do	do	VERB
ejge-10168	471	22	geopolitical	geopolitical	ADJ
ejge-10168	471	23	risks	risk	NOUN
ejge-10168	471	24	affect	affect	VERB
ejge-10168	471	25	stock	stock	NOUN
ejge-10168	471	26	market	market	NOUN
ejge-10168	471	27	returns	return	NOUN
ejge-10168	471	28	and	and	CCONJ
ejge-10168	471	29	volatilities	volatilities	PROPN
ejge-10168	471	30	kang	kang	PROPN
ejge-10168	471	31	,	,	PUNCT
ejge-10168	471	32	w.	w.	PROPN
ejge-10168	471	33	,	,	PUNCT
ejge-10168	471	34	ratti	ratti	PROPN
ejge-10168	471	35	,	,	PUNCT
ejge-10168	471	36	r.	r.	PROPN
ejge-10168	471	37	a.	a.	PROPN
ejge-10168	471	38	,	,	PUNCT
ejge-10168	471	39	&	&	CCONJ
ejge-10168	471	40	yoon	yoon	PROPN
ejge-10168	471	41	,	,	PUNCT
ejge-10168	471	42	k.	k.	PROPN
ejge-10168	471	43	h.	h.	PROPN
ejge-10168	471	44	(	(	PUNCT
ejge-10168	471	45	2015	2015	NUM
ejge-10168	471	46	)	)	PUNCT
ejge-10168	471	47	.	.	PUNCT
ejge-10168	472	1	time	time	NOUN
ejge-10168	472	2	-	-	PUNCT
ejge-10168	472	3	varying	vary	VERB
ejge-10168	472	4	effect	effect	NOUN
ejge-10168	472	5	of	of	ADP
ejge-10168	472	6	oil	oil	NOUN
ejge-10168	472	7	market	market	NOUN
ejge-10168	472	8	shocks	shock	VERB
ejge-10168	472	9	on	on	ADP
ejge-10168	472	10	the	the	DET
ejge-10168	472	11	stock	stock	NOUN
ejge-10168	472	12	market	market	NOUN
ejge-10168	472	13	.	.	PUNCT
ejge-10168	473	1	journal	journal	NOUN
ejge-10168	473	2	of	of	ADP
ejge-10168	473	3	banking	banking	NOUN
ejge-10168	473	4	&	&	CCONJ
ejge-10168	473	5	finance	finance	PROPN
ejge-10168	473	6	,	,	PUNCT
ejge-10168	473	7	61	61	NUM
ejge-10168	473	8	,	,	PUNCT
ejge-10168	473	9	150	150	NUM
ejge-10168	473	10	-	-	SYM
ejge-10168	473	11	163	163	NUM
ejge-10168	473	12	.	.	PUNCT
ejge-10168	474	1	https://doi.org/10.1016/j.jbankfin.2015.08.027	https://doi.org/10.1016/j.jbankfin.2015.08.027	PROPN
ejge-10168	474	2	kumari	kumari	PROPN
ejge-10168	474	3	,	,	PUNCT
ejge-10168	474	4	v.	v.	PROPN
ejge-10168	474	5	,	,	PUNCT
ejge-10168	474	6	kumar	kumar	PROPN
ejge-10168	474	7	,	,	PUNCT
ejge-10168	474	8	g.	g.	PROPN
ejge-10168	474	9	,	,	PUNCT
ejge-10168	474	10	&	&	CCONJ
ejge-10168	474	11	pandey	pandey	PROPN
ejge-10168	474	12	,	,	PUNCT
ejge-10168	474	13	d.	d.	PROPN
ejge-10168	474	14	k.	k.	PROPN
ejge-10168	474	15	(	(	PUNCT
ejge-10168	474	16	2023	2023	NUM
ejge-10168	474	17	)	)	PUNCT
ejge-10168	474	18	.	.	PUNCT
ejge-10168	474	19	are	be	AUX
ejge-10168	474	20	the	the	DET
ejge-10168	474	21	european	european	PROPN
ejge-10168	474	22	union	union	PROPN
ejge-10168	474	23	stock	stock	NOUN
ejge-10168	474	24	markets	market	NOUN
ejge-10168	474	25	vulnerable	vulnerable	ADJ
ejge-10168	474	26	to	to	ADP
ejge-10168	474	27	the	the	DET
ejge-10168	474	28	russia	russia	PROPN
ejge-10168	474	29	-	-	PUNCT
ejge-10168	474	30	ukraine	ukraine	PROPN
ejge-10168	474	31	war	war	PROPN
ejge-10168	474	32	?	?	PUNCT
ejge-10168	475	1	journal	journal	NOUN
ejge-10168	475	2	of	of	ADP
ejge-10168	475	3	behavioral	behavioral	ADJ
ejge-10168	475	4	and	and	CCONJ
ejge-10168	475	5	experimental	experimental	ADJ
ejge-10168	475	6	finance	finance	NOUN
ejge-10168	475	7	,	,	PUNCT
ejge-10168	475	8	37	37	NUM
ejge-10168	475	9	,	,	PUNCT
ejge-10168	475	10	100793	100793	NUM
ejge-10168	475	11	.	.	PUNCT
ejge-10168	476	1	https://doi.org/10.1016/j.jbef.2023.100793	https://doi.org/10.1016/j.jbef.2023.100793	ADJ
ejge-10168	476	2	ndako	ndako	PROPN
ejge-10168	476	3	,	,	PUNCT
ejge-10168	476	4	u.	u.	PROPN
ejge-10168	476	5	b.	b.	PROPN
ejge-10168	476	6	,	,	PUNCT
ejge-10168	476	7	salisu	salisu	PROPN
ejge-10168	476	8	,	,	PUNCT
ejge-10168	476	9	a.	a.	NOUN
ejge-10168	476	10	a.	a.	PROPN
ejge-10168	476	11	,	,	PUNCT
ejge-10168	476	12	&	&	CCONJ
ejge-10168	476	13	ogunsiji	ogunsiji	PROPN
ejge-10168	476	14	,	,	PUNCT
ejge-10168	476	15	m.	m.	NOUN
ejge-10168	476	16	o.	o.	PROPN
ejge-10168	476	17	(	(	PUNCT
ejge-10168	476	18	2021	2021	NUM
ejge-10168	476	19	)	)	PUNCT
ejge-10168	476	20	.	.	PUNCT
ejge-10168	477	1	geopolitical	geopolitical	ADJ
ejge-10168	477	2	risk	risk	NOUN
ejge-10168	477	3	and	and	CCONJ
ejge-10168	477	4	the	the	DET
ejge-10168	477	5	return	return	NOUN
ejge-10168	477	6	volatility	volatility	NOUN
ejge-10168	477	7	of	of	ADP
ejge-10168	477	8	islamic	islamic	ADJ
ejge-10168	477	9	stocks	stock	NOUN
ejge-10168	477	10	in	in	ADP
ejge-10168	477	11	indonesia	indonesia	PROPN
ejge-10168	477	12	and	and	CCONJ
ejge-10168	477	13	malaysia	malaysia	PROPN
ejge-10168	477	14	:	:	PUNCT
ejge-10168	477	15	a	a	DET
ejge-10168	477	16	garch	garch	NOUN
ejge-10168	477	17	-	-	PUNCT
ejge-10168	477	18	midas	midas	PROPN
ejge-10168	477	19	approach	approach	NOUN
ejge-10168	477	20	.	.	PUNCT
ejge-10168	478	1	asian	asian	ADJ
ejge-10168	478	2	economics	economic	NOUN
ejge-10168	478	3	letters	letter	NOUN
ejge-10168	478	4	,	,	PUNCT
ejge-10168	478	5	2(3	2(3	NUM
ejge-10168	478	6	)	)	PUNCT
ejge-10168	478	7	.	.	PUNCT
ejge-10168	479	1	https://doi.org/10.46557/001c.24843	https://doi.org/10.46557/001c.24843	PROPN
ejge-10168	479	2	omar	omar	PROPN
ejge-10168	479	3	,	,	PUNCT
ejge-10168	479	4	a.	a.	NOUN
ejge-10168	479	5	m.	m.	NOUN
ejge-10168	479	6	,	,	PUNCT
ejge-10168	479	7	wisniewski	wisniewski	PROPN
ejge-10168	479	8	,	,	PUNCT
ejge-10168	479	9	t.	t.	PROPN
ejge-10168	479	10	p.	p.	PROPN
ejge-10168	479	11	,	,	PUNCT
ejge-10168	479	12	&	&	CCONJ
ejge-10168	479	13	nolte	nolte	PROPN
ejge-10168	479	14	,	,	PUNCT
ejge-10168	479	15	s.	s.	PROPN
ejge-10168	479	16	(	(	PUNCT
ejge-10168	479	17	2017	2017	NUM
ejge-10168	479	18	)	)	PUNCT
ejge-10168	479	19	.	.	PUNCT
ejge-10168	480	1	diversifying	diversify	VERB
ejge-10168	480	2	away	away	ADP
ejge-10168	480	3	the	the	DET
ejge-10168	480	4	risk	risk	NOUN
ejge-10168	480	5	of	of	ADP
ejge-10168	480	6	war	war	NOUN
ejge-10168	480	7	and	and	CCONJ
ejge-10168	480	8	cross	cross	ADJ
ejge-10168	480	9	-	-	ADJ
ejge-10168	480	10	border	border	ADJ
ejge-10168	480	11	political	political	ADJ
ejge-10168	480	12	crisis	crisis	NOUN
ejge-10168	480	13	.	.	PUNCT
ejge-10168	481	1	energy	energy	NOUN
ejge-10168	481	2	economics	economic	NOUN
ejge-10168	481	3	,	,	PUNCT
ejge-10168	481	4	64	64	NUM
ejge-10168	481	5	,	,	PUNCT
ejge-10168	481	6	494	494	NUM
ejge-10168	481	7	-	-	SYM
ejge-10168	481	8	510	510	NUM
ejge-10168	481	9	.	.	PUNCT
ejge-10168	482	1	https://doi.org/10.1016/j.eneco.2016.02.015	https://doi.org/10.1016/j.eneco.2016.02.015	PROPN
ejge-10168	482	2	papakyriakou	papakyriakou	PROPN
ejge-10168	482	3	,	,	PUNCT
ejge-10168	482	4	p.	p.	NOUN
ejge-10168	482	5	,	,	PUNCT
ejge-10168	482	6	sakkas	sakkas	PROPN
ejge-10168	482	7	,	,	PUNCT
ejge-10168	482	8	a.	a.	PROPN
ejge-10168	482	9	,	,	PUNCT
ejge-10168	482	10	&	&	CCONJ
ejge-10168	482	11	taoushianis	taoushianis	PROPN
ejge-10168	482	12	,	,	PUNCT
ejge-10168	482	13	z.	z.	PROPN
ejge-10168	482	14	(	(	PUNCT
ejge-10168	482	15	2019	2019	NUM
ejge-10168	482	16	)	)	PUNCT
ejge-10168	482	17	.	.	PUNCT
ejge-10168	483	1	the	the	DET
ejge-10168	483	2	impact	impact	NOUN
ejge-10168	483	3	of	of	ADP
ejge-10168	483	4	terrorist	terrorist	ADJ
ejge-10168	483	5	attacks	attack	NOUN
ejge-10168	483	6	in	in	ADP
ejge-10168	483	7	g7	g7	PROPN
ejge-10168	483	8	countries	country	NOUN
ejge-10168	483	9	on	on	ADP
ejge-10168	483	10	international	international	ADJ
ejge-10168	483	11	stock	stock	NOUN
ejge-10168	483	12	markets	market	NOUN
ejge-10168	483	13	and	and	CCONJ
ejge-10168	483	14	the	the	DET
ejge-10168	483	15	role	role	NOUN
ejge-10168	483	16	of	of	ADP
ejge-10168	483	17	investor	investor	NOUN
ejge-10168	483	18	sentiment	sentiment	NOUN
ejge-10168	483	19	.	.	PUNCT
ejge-10168	484	1	journal	journal	NOUN
ejge-10168	484	2	of	of	ADP
ejge-10168	484	3	international	international	ADJ
ejge-10168	484	4	financial	financial	ADJ
ejge-10168	484	5	markets	market	NOUN
ejge-10168	484	6	,	,	PUNCT
ejge-10168	484	7	institutions	institution	NOUN
ejge-10168	484	8	and	and	CCONJ
ejge-10168	484	9	money	money	NOUN
ejge-10168	484	10	,	,	PUNCT
ejge-10168	484	11	61	61	NUM
ejge-10168	484	12	,	,	PUNCT
ejge-10168	484	13	143	143	NUM
ejge-10168	484	14	-	-	SYM
ejge-10168	484	15	160	160	NUM
ejge-10168	484	16	.	.	PUNCT
ejge-10168	485	1	https://doi.org/10.1016/j.intfin.2019.03.001	https://doi.org/10.1016/j.intfin.2019.03.001	NOUN
ejge-10168	485	2	plakandaras	plakandara	NOUN
ejge-10168	485	3	,	,	PUNCT
ejge-10168	485	4	v.	v.	ADP
ejge-10168	485	5	,	,	PUNCT
ejge-10168	485	6	gupta	gupta	PROPN
ejge-10168	485	7	,	,	PUNCT
ejge-10168	485	8	r.	r.	PROPN
ejge-10168	485	9	,	,	PUNCT
ejge-10168	485	10	&	&	CCONJ
ejge-10168	485	11	wong	wong	PROPN
ejge-10168	485	12	,	,	PUNCT
ejge-10168	485	13	w.	w.	PROPN
ejge-10168	485	14	k.	k.	PROPN
ejge-10168	485	15	(	(	PUNCT
ejge-10168	485	16	2019	2019	NUM
ejge-10168	485	17	)	)	PUNCT
ejge-10168	485	18	.	.	PUNCT
ejge-10168	486	1	point	point	NOUN
ejge-10168	486	2	and	and	CCONJ
ejge-10168	486	3	density	density	NOUN
ejge-10168	486	4	forecasts	forecast	NOUN
ejge-10168	486	5	of	of	ADP
ejge-10168	486	6	oil	oil	NOUN
ejge-10168	486	7	returns	return	NOUN
ejge-10168	486	8	:	:	PUNCT
ejge-10168	486	9	the	the	DET
ejge-10168	486	10	role	role	NOUN
ejge-10168	486	11	of	of	ADP
ejge-10168	486	12	geopolitical	geopolitical	ADJ
ejge-10168	486	13	risks	risk	NOUN
ejge-10168	486	14	.	.	PUNCT
ejge-10168	487	1	resources	resource	NOUN
ejge-10168	487	2	policy	policy	NOUN
ejge-10168	487	3	,	,	PUNCT
ejge-10168	487	4	62	62	NUM
ejge-10168	487	5	,	,	PUNCT
ejge-10168	487	6	580	580	NUM
ejge-10168	487	7	-	-	SYM
ejge-10168	487	8	587	587	NUM
ejge-10168	487	9	.	.	PUNCT
ejge-10168	488	1	https://doi.org/10.1016/j.resourpol.2018.11.006	https://doi.org/10.1016/j.resourpol.2018.11.006	NOUN
ejge-10168	488	2	primiceri	primiceri	NOUN
ejge-10168	488	3	,	,	PUNCT
ejge-10168	488	4	g.	g.	PROPN
ejge-10168	488	5	e.	e.	PROPN
ejge-10168	488	6	(	(	PUNCT
ejge-10168	488	7	2005	2005	NUM
ejge-10168	488	8	)	)	PUNCT
ejge-10168	488	9	.	.	PUNCT
ejge-10168	489	1	time	time	NOUN
ejge-10168	489	2	varying	vary	VERB
ejge-10168	489	3	structural	structural	ADJ
ejge-10168	489	4	vector	vector	NOUN
ejge-10168	489	5	autoregressions	autoregression	NOUN
ejge-10168	489	6	and	and	CCONJ
ejge-10168	489	7	monetary	monetary	ADJ
ejge-10168	489	8	policy	policy	NOUN
ejge-10168	489	9	.	.	PUNCT
ejge-10168	490	1	the	the	DET
ejge-10168	490	2	review	review	NOUN
ejge-10168	490	3	of	of	ADP
ejge-10168	490	4	economic	economic	ADJ
ejge-10168	490	5	studies	study	NOUN
ejge-10168	490	6	,	,	PUNCT
ejge-10168	490	7	72	72	NUM
ejge-10168	490	8	,	,	PUNCT
ejge-10168	490	9	821	821	NUM
ejge-10168	490	10	-	-	SYM
ejge-10168	490	11	852	852	NUM
ejge-10168	490	12	.	.	PUNCT
ejge-10168	491	1	https://doi.org/10.1111/j.1467-937x.2005.00353.x	https://doi.org/10.1111/j.1467-937x.2005.00353.x	PROPN
ejge-10168	491	2	salisu	salisu	ADV
ejge-10168	491	3	,	,	PUNCT
ejge-10168	491	4	a.	a.	NOUN
ejge-10168	491	5	a.	a.	PROPN
ejge-10168	491	6	,	,	PUNCT
ejge-10168	491	7	ogbonna	ogbonna	PROPN
ejge-10168	491	8	,	,	PUNCT
ejge-10168	491	9	a.	a.	PROPN
ejge-10168	491	10	e.	e.	PROPN
ejge-10168	491	11	,	,	PUNCT
ejge-10168	491	12	lasisi	lasisi	PROPN
ejge-10168	491	13	,	,	PUNCT
ejge-10168	491	14	l.	l.	PROPN
ejge-10168	491	15	,	,	PUNCT
ejge-10168	491	16	&	&	CCONJ
ejge-10168	491	17	olaniran	olaniran	ADJ
ejge-10168	491	18	,	,	PUNCT
ejge-10168	491	19	a.	a.	NOUN
ejge-10168	491	20	(	(	PUNCT
ejge-10168	491	21	2022	2022	NUM
ejge-10168	491	22	)	)	PUNCT
ejge-10168	491	23	.	.	PUNCT
ejge-10168	492	1	geopolitical	geopolitical	ADJ
ejge-10168	492	2	risk	risk	NOUN
ejge-10168	492	3	and	and	CCONJ
ejge-10168	492	4	stock	stock	NOUN
ejge-10168	492	5	market	market	NOUN
ejge-10168	492	6	volatility	volatility	NOUN
ejge-10168	492	7	in	in	ADP
ejge-10168	492	8	emerging	emerge	VERB
ejge-10168	492	9	markets	market	NOUN
ejge-10168	492	10	:	:	PUNCT
ejge-10168	492	11	a	a	DET
ejge-10168	492	12	garch	garch	NOUN
ejge-10168	492	13	-	-	PUNCT
ejge-10168	492	14	midas	midas	PROPN
ejge-10168	492	15	approach	approach	NOUN
ejge-10168	492	16	.	.	PUNCT
ejge-10168	493	1	north	north	PROPN
ejge-10168	493	2	american	american	PROPN
ejge-10168	493	3	journal	journal	PROPN
ejge-10168	493	4	of	of	ADP
ejge-10168	493	5	economics	economic	NOUN
ejge-10168	493	6	and	and	CCONJ
ejge-10168	493	7	finance	finance	NOUN
ejge-10168	493	8	,	,	PUNCT
ejge-10168	493	9	62	62	NUM
ejge-10168	493	10	,	,	PUNCT
ejge-10168	493	11	101755	101755	NUM
ejge-10168	493	12	.	.	PUNCT
ejge-10168	494	1	https://doi.org/10.1016/j.najef.2022.101755	https://doi.org/10.1016/j.najef.2022.101755	PROPN
ejge-10168	494	2	toparlı	toparlı	PROPN
ejge-10168	494	3	,	,	PUNCT
ejge-10168	494	4	e.	e.	PROPN
ejge-10168	494	5	a.	a.	PROPN
ejge-10168	494	6	,	,	PUNCT
ejge-10168	494	7	çatık	çatık	PROPN
ejge-10168	494	8	,	,	PUNCT
ejge-10168	494	9	a.	a.	NOUN
ejge-10168	494	10	n.	n.	PROPN
ejge-10168	494	11	,	,	PUNCT
ejge-10168	494	12	&	&	CCONJ
ejge-10168	494	13	balcılar	balcılar	ADJ
ejge-10168	494	14	,	,	PUNCT
ejge-10168	494	15	m.	m.	NOUN
ejge-10168	494	16	(	(	PUNCT
ejge-10168	494	17	2019	2019	NUM
ejge-10168	494	18	)	)	PUNCT
ejge-10168	494	19	.	.	PUNCT
ejge-10168	495	1	the	the	DET
ejge-10168	495	2	impact	impact	NOUN
ejge-10168	495	3	of	of	ADP
ejge-10168	495	4	oil	oil	NOUN
ejge-10168	495	5	prices	price	NOUN
ejge-10168	495	6	on	on	ADP
ejge-10168	495	7	the	the	DET
ejge-10168	495	8	stock	stock	NOUN
ejge-10168	495	9	returns	return	NOUN
ejge-10168	495	10	in	in	ADP
ejge-10168	495	11	turkey	turkey	NOUN
ejge-10168	495	12	:	:	PUNCT
ejge-10168	495	13	a	a	DET
ejge-10168	495	14	tvp	tvp	ADJ
ejge-10168	495	15	-	-	PUNCT
ejge-10168	495	16	var	var	NOUN
ejge-10168	495	17	approach	approach	NOUN
ejge-10168	495	18	.	.	PUNCT
ejge-10168	496	1	physica	physica	VERB
ejge-10168	496	2	a	a	DET
ejge-10168	496	3	:	:	PUNCT
ejge-10168	496	4	statistical	statistical	ADJ
ejge-10168	496	5	mechanics	mechanic	NOUN
ejge-10168	496	6	and	and	CCONJ
ejge-10168	496	7	its	its	PRON
ejge-10168	496	8	applications	application	NOUN
ejge-10168	496	9	,	,	PUNCT
ejge-10168	496	10	535	535	NUM
ejge-10168	496	11	,	,	PUNCT
ejge-10168	496	12	122392	122392	NUM
ejge-10168	496	13	.	.	PUNCT
ejge-10168	497	1	https://doi.org/10.1016/j.physa.2019.122392	https://doi.org/10.1016/j.physa.2019.122392	PROPN
ejge-10168	497	2	umar	umar	PROPN
ejge-10168	497	3	,	,	PUNCT
ejge-10168	497	4	z.	z.	PROPN
ejge-10168	497	5	,	,	PUNCT
ejge-10168	497	6	polat	polat	PROPN
ejge-10168	497	7	,	,	PUNCT
ejge-10168	497	8	o.	o.	NOUN
ejge-10168	497	9	,	,	PUNCT
ejge-10168	497	10	choi	choi	NOUN
ejge-10168	497	11	,	,	PUNCT
ejge-10168	497	12	s.	s.	PROPN
ejge-10168	497	13	y.	y.	PROPN
ejge-10168	497	14	,	,	PUNCT
ejge-10168	497	15	&	&	CCONJ
ejge-10168	497	16	teplova	teplova	PROPN
ejge-10168	497	17	,	,	PUNCT
ejge-10168	497	18	t.	t.	PROPN
ejge-10168	497	19	(	(	PUNCT
ejge-10168	497	20	2022	2022	NUM
ejge-10168	497	21	)	)	PUNCT
ejge-10168	497	22	.	.	PUNCT
ejge-10168	498	1	the	the	DET
ejge-10168	498	2	impact	impact	NOUN
ejge-10168	498	3	of	of	ADP
ejge-10168	498	4	the	the	DET
ejge-10168	498	5	russia	russia	PROPN
ejge-10168	498	6	-	-	PUNCT
ejge-10168	498	7	ukraine	ukraine	PROPN
ejge-10168	498	8	conflict	conflict	NOUN
ejge-10168	498	9	on	on	ADP
ejge-10168	498	10	the	the	DET
ejge-10168	498	11	connectedness	connectedness	NOUN
ejge-10168	498	12	of	of	ADP
ejge-10168	498	13	financial	financial	ADJ
ejge-10168	498	14	markets	market	NOUN
ejge-10168	498	15	.	.	PUNCT
ejge-10168	499	1	finance	finance	NOUN
ejge-10168	499	2	research	research	NOUN
ejge-10168	499	3	letters	letter	NOUN
ejge-10168	499	4	,	,	PUNCT
ejge-10168	499	5	48	48	NUM
ejge-10168	499	6	,	,	PUNCT
ejge-10168	499	7	102976	102976	NUM
ejge-10168	499	8	.	.	PUNCT
ejge-10168	500	1	https://doi.org/10.1016/j.frl.2022.102976	https://doi.org/10.1016/j.frl.2022.102976	PROPN
ejge-10168	500	2	wang	wang	PROPN
ejge-10168	500	3	,	,	PUNCT
ejge-10168	500	4	y.	y.	PROPN
ejge-10168	500	5	,	,	PUNCT
ejge-10168	500	6	&	&	CCONJ
ejge-10168	500	7	young	young	ADJ
ejge-10168	500	8	,	,	PUNCT
ejge-10168	500	9	m.	m.	NOUN
ejge-10168	500	10	(	(	PUNCT
ejge-10168	500	11	2020	2020	NUM
ejge-10168	500	12	)	)	PUNCT
ejge-10168	500	13	.	.	PUNCT
ejge-10168	501	1	terrorist	terrorist	ADJ
ejge-10168	501	2	attacks	attack	NOUN
ejge-10168	501	3	and	and	CCONJ
ejge-10168	501	4	investor	investor	NOUN
ejge-10168	501	5	risk	risk	NOUN
ejge-10168	501	6	preference	preference	NOUN
ejge-10168	501	7	:	:	PUNCT
ejge-10168	501	8	evidence	evidence	NOUN
ejge-10168	501	9	from	from	ADP
ejge-10168	501	10	mutual	mutual	ADJ
ejge-10168	501	11	fund	fund	NOUN
ejge-10168	501	12	flows	flow	NOUN
ejge-10168	501	13	.	.	PUNCT
ejge-10168	502	1	journal	journal	NOUN
ejge-10168	502	2	of	of	ADP
ejge-10168	502	3	financial	financial	ADJ
ejge-10168	502	4	economics	economic	NOUN
ejge-10168	502	5	,	,	PUNCT
ejge-10168	502	6	137	137	NUM
ejge-10168	502	7	,	,	PUNCT
ejge-10168	502	8	491	491	NUM
ejge-10168	502	9	-	-	SYM
ejge-10168	502	10	514	514	NUM
ejge-10168	502	11	.	.	PUNCT
ejge-10168	503	1	https://doi.org/10.1016/j.jfineco.2020.02.008	https://doi.org/10.1016/j.jfineco.2020.02.008	PROPN
ejge-10168	503	2	zhang	zhang	PROPN
ejge-10168	503	3	,	,	PUNCT
ejge-10168	503	4	y.	y.	PROPN
ejge-10168	503	5	,	,	PUNCT
ejge-10168	503	6	he	he	PRON
ejge-10168	503	7	,	,	PUNCT
ejge-10168	503	8	j.	j.	PROPN
ejge-10168	503	9	,	,	PUNCT
ejge-10168	503	10	he	he	PRON
ejge-10168	503	11	,	,	PUNCT
ejge-10168	503	12	m.	m.	NOUN
ejge-10168	503	13	,	,	PUNCT
ejge-10168	503	14	&	&	CCONJ
ejge-10168	503	15	li	li	PROPN
ejge-10168	503	16	,	,	PUNCT
ejge-10168	503	17	s.	s.	PROPN
ejge-10168	503	18	(	(	PUNCT
ejge-10168	503	19	2023	2023	NUM
ejge-10168	503	20	)	)	PUNCT
ejge-10168	503	21	.	.	PUNCT
ejge-10168	504	1	geopolitical	geopolitical	ADJ
ejge-10168	504	2	risk	risk	NOUN
ejge-10168	504	3	and	and	CCONJ
ejge-10168	504	4	stock	stock	NOUN
ejge-10168	504	5	market	market	NOUN
ejge-10168	504	6	volatility	volatility	NOUN
ejge-10168	504	7	:	:	PUNCT
ejge-10168	504	8	a	a	DET
ejge-10168	504	9	global	global	ADJ
ejge-10168	504	10	perspective	perspective	NOUN
ejge-10168	504	11	.	.	PUNCT
ejge-10168	505	1	finance	finance	NOUN
ejge-10168	505	2	research	research	NOUN
ejge-10168	505	3	letters	letter	NOUN
ejge-10168	505	4	,	,	PUNCT
ejge-10168	505	5	53	53	NUM
ejge-10168	505	6	,	,	PUNCT
ejge-10168	505	7	103620	103620	NUM
ejge-10168	505	8	.	.	PUNCT
ejge-10168	506	1	https://doi.org/10.1016/j.frl.2022.103620	https://doi.org/10.1016/j.frl.2022.103620	PROPN
ejge-10168	506	2	https://doi.org/10.1016/j.jbankfin.2015.08.027	https://doi.org/10.1016/j.jbankfin.2015.08.027	PROPN
ejge-10168	506	3	https://doi.org/10.1016/j.jbef.2023.100793	https://doi.org/10.1016/j.jbef.2023.100793	PROPN
ejge-10168	506	4	https://doi.org/10.46557/001c.24843	https://doi.org/10.46557/001c.24843	NOUN
ejge-10168	506	5	https://doi.org/10.1016/j.eneco.2016.02.015	https://doi.org/10.1016/j.eneco.2016.02.015	PROPN
ejge-10168	506	6	https://doi.org/10.1016/j.intfin.2019.03.001	https://doi.org/10.1016/j.intfin.2019.03.001	VERB
ejge-10168	506	7	https://doi.org/10.1016/j.resourpol.2018.11.006	https://doi.org/10.1016/j.resourpol.2018.11.006	NOUN
ejge-10168	506	8	https://doi.org/10.1111/j.1467-937x.2005.00353.x	https://doi.org/10.1111/j.1467-937x.2005.00353.x	NOUN
ejge-10168	506	9	https://doi.org/10.1016/j.najef.2022.101755	https://doi.org/10.1016/j.najef.2022.101755	VERB
ejge-10168	506	10	https://doi.org/10.1016/j.physa.2019.122392	https://doi.org/10.1016/j.physa.2019.122392	PROPN
ejge-10168	506	11	https://doi.org/10.1016/j.frl.2022.102976	https://doi.org/10.1016/j.frl.2022.102976	PROPN
ejge-10168	506	12	https://doi.org/10.1016/j.jfineco.2020.02.008	https://doi.org/10.1016/j.jfineco.2020.02.008	NOUN
ejge-10168	506	13	https://doi.org/10.1016/j.frl.2022.103620	https://doi.org/10.1016/j.frl.2022.103620	PROPN
ejge-10168	506	14	1	1	X
ejge-10168	506	15	.	.	PUNCT
ejge-10168	506	16	introduction	introduction	NOUN
ejge-10168	506	17	2	2	NUM
ejge-10168	506	18	.	.	PUNCT
ejge-10168	507	1	literature	literature	NOUN
ejge-10168	507	2	review	review	NOUN
ejge-10168	507	3	3	3	X
ejge-10168	507	4	.	.	PUNCT
ejge-10168	507	5	data	datum	NOUN
ejge-10168	507	6	and	and	CCONJ
ejge-10168	507	7	methodology	methodology	NOUN
ejge-10168	507	8	4	4	NUM
ejge-10168	507	9	.	.	PUNCT
ejge-10168	507	10	empirical	empirical	ADJ
ejge-10168	507	11	results	result	NOUN
ejge-10168	507	12	and	and	CCONJ
ejge-10168	507	13	discussion	discussion	NOUN
ejge-10168	507	14	5	5	NUM
ejge-10168	507	15	.	.	PUNCT
ejge-10168	507	16	discussion	discussion	NOUN
ejge-10168	507	17	6	6	NUM
ejge-10168	507	18	.	.	PUNCT
ejge-10168	508	1	conclusions	conclusion	NOUN
ejge-10168	508	2	and	and	CCONJ
ejge-10168	508	3	policy	policy	NOUN
ejge-10168	508	4	implications	implication	NOUN
ejge-10168	508	5	references	reference	NOUN