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Geopolitical risk and sovereign stress in the Euro Area

Author

Listed:
  • Frangiamore, Francesco
  • Saadaoui, Jamel

Abstract

Using local projections, this paper documents that neither global geopolitical risk (GPR) shocks nor GPR shocks originating in smaller euro area countries have a significant impact on Euro Area sovereign stress, whereas GPR shocks originating in Germany generate sizable effects, against the backdrop of the recent surge in geopolitical risk following the Russian invasion of Ukraine.

Suggested Citation

  • Frangiamore, Francesco & Saadaoui, Jamel, 2026. "Geopolitical risk and sovereign stress in the Euro Area," MPRA Paper 127823, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:127823
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    File URL: https://mpra.ub.uni-muenchen.de/127823/1/MPRA_paper_127823.pdf
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    JEL classification:

    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • F51 - International Economics - - International Relations, National Security, and International Political Economy - - - International Conflicts; Negotiations; Sanctions
    • G01 - Financial Economics - - General - - - Financial Crises

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