Impact of Russia–Ukraine conflict on Russian financial market: Evidence from TVP-VAR and quantile-VAR analysis
This study aims to analyze the repercussions of the Russia–Ukraine conflict on the Russian financial market, focusing on the main stock market and sectorial stock indices. High-frequency hourly data from September 12, 2021, to April 29, 2022, covering the period before and after the outbreak of conf...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Voprosy Ekonomiki
2023-10-01
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| Series: | Russian Journal of Economics |
| Online Access: | https://rujec.org/article/105833/download/pdf/ |