How geopolitical events and risks typically affect markets
Historically, geopolitical events such as tensions or confrontations between countries like Israel and Iran often cause short-term market volatility, but their impact on medium- to long-term equity or FX performance tends to be limited and highly conditional.
Short-Term (Days to Weeks)
- Equities:
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- Sell-offs are common in the immediate aftermath of military actions or escalation threats.
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- Defense, energy, and commodities often outperform (due to risk-on/risk-off rotation).
- Broader equity indices like the S&P 500 or MSCI World typically drop by 1–3%, sometimes more, depending on the severity.
- Exchange Rates (FX):
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- Safe-haven currencies such as the USD, CHF, and JPY tend to appreciate.
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- Emerging market currencies and currencies of countries close to the conflict often depreciate.
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- Risk sentiment drives volatility more than fundamentals.
Medium-Term (1–3 Months)
- Equities:
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- Markets often rebound if the conflict does not escalate into a prolonged war.
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- Historical data shows that equity indices typically recover within 1–2 months after initial sell-offs (e.g., after the Iraq War started in 2003, the market rebounded in under a month).
- Energy stocks may stay elevated if oil supply fears persist.
- FX:
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- FX moves normalize unless the conflict impacts trade flows or oil supply chains. For example:
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- If the Strait of Hormuz is threatened, oil-linked FX (e.g., CAD, NOK) may stay strong.
- If oil prices spike, EM currencies could remain under pressure.
Long-Term (6–12 Months)
- Equities:
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- Long-term performance tends to be driven by economic fundamentals, earnings, and monetary policy, not geopolitics.
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- Even large events like 9/11 or the Gulf War had no lasting equity impact over a 12-month horizon.
- The geopolitical risk premium fades unless the event leads to a sustained macroeconomic shock (e.g., 1970s oil embargo).
- FX:
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- No consistent FX trend unless the conflict leads to a sustained change in capital flows, interest rate differentials, or inflation.
Key Lessons from History
Event | Equity Impact | FX Impact | Duration |
Gulf War (1990-91) | S&P 500 -16% pre-war, +20% 3 months post | USD strengthened mildly | ~6 months |
Israel-Hezbollah War (2006) | Limited equity impact | Oil prices rose but FX normalized | ~2 months |
US-Iran tensions (2020) | Market dropped briefly, recovered in <2 weeks | Gold & JPY spiked, then reversed | <1 month |
Russia-Ukraine War (2022) | Sharp EM and European sell-off, then partial recovery | EUR & EM FX down; USD & CHF up | Lingering due to sanctions |
Conclusion
Geopolitical shocks like Israel-Iran tensions:
- Cause brief spikes in volatility and sector rotation (toward defense, energy, safe havens).
- Rarely derail long-term bull markets unless accompanied by economic contagion (e.g., oil shock, sanctions).
- FX markets react more immediately, but trends mean-revert unless the conflict disrupts trade routes or commodity supplies.