IDEAS home Printed from https://ideas.repec.org/a/wsi/eapxxx/v10y2018i03ns1793930518000260.html
   My bibliography  Save this article

Measuring North Korean Geopolitical Risks: Implications for Asia’s Financial Volatilities

Author

Listed:
  • Jiyoun AN
  • Hyunwoo ROH

Abstract

This article proposes that level of attention can be a good proxy for measuring geopolitical risks on the Korean peninsula. People’s perception of the possibility of war occurrence may be constructed from information in Google news. Using a newly developed index, this study finds that geopolitical risks and Asian stock market volatilities are related. The findings suggest that geopolitical risks on the Korean peninsula originating from North Korea have affected not only South Korea but also other Asian financial markets. The magnitude of impact is determined by the objective fact of geopolitical events and by a country’s different levels of attention to the events.

Suggested Citation

  • Jiyoun AN & Hyunwoo ROH, 2018. "Measuring North Korean Geopolitical Risks: Implications for Asia’s Financial Volatilities," East Asian Policy (EAP), World Scientific Publishing Co. Pte. Ltd., vol. 10(03), pages 41-50, July.
  • Handle: RePEc:wsi:eapxxx:v:10:y:2018:i:03:n:s1793930518000260
    DOI: 10.1142/S1793930518000260
    as

    Download full text from publisher

    File URL: https://www.worldscientific.com/doi/abs/10.1142/S1793930518000260
    Download Restriction: Access to full text is restricted to subscribers

    File URL: https://libkey.io/10.1142/S1793930518000260?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Wei Hu & Yue Shan & Yun Deng & Ningning Fu & Jian Duan & Haining Jiang & Jianzhen Zhang, 2023. "Geopolitical Risk Evolution and Obstacle Factors of Countries along the Belt and Road and Its Types Classification," IJERPH, MDPI, vol. 20(2), pages 1-24, January.
    2. Chien-Chiang Lee & Farzan Yahya, 2024. "Have Dynamic Spillovers and the Connectedness of Trade Policy Uncertainty Changed During the COVID-19 Pandemic and Sino-US Trade Frictions?," Working Papers DP-2023-35, Economic Research Institute for ASEAN and East Asia (ERIA).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:eapxxx:v:10:y:2018:i:03:n:s1793930518000260. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: https://www.worldscientific.com/worldscinet/eap .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.