Volatility Spillover Effects of the US, European and Chinese Financial Markets in the Context of the Russia–Ukraine Conflict

Volatility Spillover Effects of the US, European and Chinese Financial Markets in the Context of the Russia–Ukraine Conflict

The present study aims to investigate the volatility spillover effects in the international financial markets before and during the Russia–Ukraine conflict. The subject of this paper is the study of the influence of the recent war between Russia and Ukraine on the transmission of volatility between...

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Bibliographic Details
Main Authors: Mohamed Beraich, Karim Amzile, Jaouad Laamire, Omar Zirari, Mohamed Amine Fadali
Format: Article
Language:English
Published: MDPI AG 2022-10-01
Series:International Journal of Financial Studies
Subjects:
financial contagion
volatility spillovers
vector autoregression model
variance decomposition
Online Access:https://www.mdpi.com/2227-7072/10/4/95

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