---
title: Global Geopolitical Skewness Risk and Bond Risk Premia
url: https://www.ml-quant.com/papers/ssrn/7570538/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-10-09
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 7570538
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7570538
featured: 2026-10-09
citations: unknown
topic: Macro-Finance & Rates
---


# Global Geopolitical Skewness Risk and Bond Risk Premia

A measure of cross-country geopolitical risk skewness predicts U.S. Treasury risk premia out-of-sample and forecasts weaker activity, adding incremental value beyond yield curves and standard macroeconomic predictors.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7570538
- Identifier: SSRN 7570538
- Released: 2026-10-07
- First featured: Quant Letter No. 134 (2026-10-09): https://www.ml-quant.com/issues/2026-10-09/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Macro-Finance & Rates
- Authors: Fuwei Jiang, Jie Kang, Ruzheng Tian, Tian You

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