Evaluating Dynamic Connectedness Between Economic Sanctions Sentiment, Uncertainty Factors, and Financial Assets: A Quantile VAR Approach

This paper investigates the dynamic connection between investor sentiment and a range of asset classes during the Russia-Ukraine conflict. Using daily data from January 1, 2022, to April 20, 2023, we employ the Quantile Vector Autoregressive (QVAR) connectedness framework to examine the connectednes...

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Principais autores:	Hayet Soltani, Amel Ben Ameur, Mouna Boujelbène Abbes
Formato:	Artigo
Idioma:	Inglês
Publicado em:	Editura Universităţii „Alexandru Ioan Cuza” din Iaşi / Alexandru Ioan Cuza University of Iasi Publishing house 2025-12-01
coleção:	Scientific Annals of Economics and Business
Assuntos:	connectedness economic sanctions investor sentiment urals oil russiacoin bitcoin qvar.
Acesso em linha:	https://saeb.feaa.uaic.ro/index.php/saeb/article/view/2980
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