Journal
APPLIED ECONOMICS LETTERS
Volume 26, Issue 9, Pages 765-769Publisher
ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
DOI: 10.1080/13504851.2018.1494802
Keywords
Geopolitics; global liquidity; oil prices; global VAR
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We investigate the joint dynamics of oil prices, financial liquidity and geopolitical risk, within a multi-country global vector autoregressive model. We find that low oil prices are expected to trigger higher levels of geopolitical risk and that decelerating financial liquidity serves as an accelerator.
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