Geopolitical Risk and Equity Market Returns

What is the relationship between geopolitical risk and equity market returns?

There is an abundant literature on this topic, beginning in the 1990s and continuing to this day,

In this interesting piece sent to us this morning from our Montreal research people, the authors use our ICRG data to delineate the empirical relationship between the average age of a population and expected market returns.

Risk exposure plays a key role.  Have a look when time permits.
(https://lnkd.in/eSQjpdCw)

We’ve always been appreciative of the work done by Campbell Harvey, Claude B Erb, and Tadas E Vaskanta, since they have backtested our data for accuracy and relevance as well as used it in portfolio construction in a number of published articles.

(https://www.jstor.org/action/doBasicSearch?Query=ICRG+and+equity+returns&so=rel)

Our data drives.

The PRS Group: Challenging Borders, Challenging Risk
www.PRSGroup.com
www.christophermckee.net

CHRISTOPHER MCKEE, PHD CHIEF EXECUTIVE

Christopher McKee is PRS’ CEO and Owner. An international political economist, global investor, entrepreneur, and author, Chris received his PhD from Queen’s University (Canada) and has been involved in the field of geopolitical risk, limited recourse financing, and private sector development for the past 25 years.