Spillovers across global stock markets before and after the declaration of Russia’s invasion of Ukraine

Spillovers across global stock markets before and after the declaration of Russia’s invasion of Ukraine

Since the financial meltdown, studies on systemic risk and financial contagion have gained currency. Events like the COVID pandemic and the Russian invasion of Ukraine have fueled such an importance. This study examines the impact of the invasion on volatility transmissions across major stock market...

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Bibliographic Details
Main Authors: Satya Krishna Sharma Raavinuthala, Girish Jain, Gokulananda Patel
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2024-04-01
Series:Investment Management & Financial Innovations
Subjects:
crisis
dynamic spillovers
heteroskedasticity
war
Online Access:https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/19957/IMFI_2024_02_Raavinuthala.pdf

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