Russian invasion 2022: analysis of persistent volatility and return spillovers among IMOEX, WTI and Russian OT (10Y)

Russian invasion 2022: analysis of persistent volatility and return spillovers among IMOEX, WTI and Russian OT (10Y)

Russia's invasion of Ukraine is creating instability in the financial markets, with European stock markets falling, and the effects reflected in energy and food prices. A war scenario brings with it a humanitarian crisis and it is the most vulnerable who su...

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Bibliographic Details
Main Authors: Catarina Revez, Rui Dias, Nicole Horta, Paulo Alexandre, Paula Heliodoro
Format: Article
Language:deu
Published: DOBA Business School Maribor 2022-06-01
Series:Mednarodno Inovativno Poslovanje
Subjects:
russian invasion of ukraine
persistence
serial autocorrelation
arbitrage
portfolio diversification
Online Access:https://journal.doba.si/OJS/index.php/jimb/article/view/JIBM.2022.14.1.8/264

Internet

https://journal.doba.si/OJS/index.php/jimb/article/view/JIBM.2022.14.1.8/264

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