Information flow dynamics between geopolitical risk and major asset returns

• Zaghum Umar,

  Roles Conceptualization, Formal analysis, Methodology, Supervision, Writing – original draft

  Affiliations College of Business, Zayed University, Abu Dhabi, United Arab Emirates, Institute of Business Research, University of Economics Ho Chi Minh City, Ho Chi Minh City, Vietnam

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• Ahmed Bossman,

  Roles Conceptualization, Data curation, Methodology, Writing – original draft

  Affiliation Department of Finance, University of Cape Coast, Cape Coast, Ghana

  https://orcid.org/0000-0001-9539-0889

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• Sun-Yong Choi ,

  Roles Conceptualization, Funding acquisition, Methodology, Writing – original draft

  * E-mail: sunyongchoi@gachon.ac.kr

  Affiliation Department of Financial Mathematics, Gachon University, Seongnam, Republic of Korea

  https://orcid.org/0000-0001-7234-7183

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• Xuan Vinh Vo

  Roles Conceptualization, Writing – original draft

  Affiliation Institute of Business Research, University of Economics Ho Chi Minh City, Ho Chi Minh City, Vietnam

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