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

Catarina Revez, Rui Dias, Nicole Horta, Paulo Alexandre and Paula Heliodoro

Journal of Innovative Business and Management, 2022, vol. 14, issue 1, 1-10

Abstract: 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.

Keywords: Russian invasion of Ukraine; persistence; serial autocorrelation; arbitrage; portfolio diversification (search for similar items in EconPapers)
JEL-codes: P14 (search for similar items in EconPapers)
Date: 2022
References: Add references at CitEc
Citations:

Downloads: (external link)
https://journal.doba.si/repec/pdf/14_2022_1_Russian.pdf (application/pdf)
https://journal.doba.si/OJS/index.php/jimb/article/view/JIBM.2022.14.1.8/264 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:dob:journl:v:14:y:2022:i:1:a:8

DOI: 10.32015/JIBM.2022.14.1.8

Access Statistics for this article

Journal of Innovative Business and Management is currently edited by dr. Rasto Ovin

More articles in Journal of Innovative Business and Management from DOBA Faculty Contact information at EDIRC.
Bibliographic data for series maintained by Tatjana Gorjup Hlade ().