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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Autori principali:	Mohamed Beraich, Karim Amzile, Jaouad Laamire, Omar Zirari, Mohamed Amine Fadali
Natura:	Artigo
Lingua:	Inglês
Pubblicazione:	MDPI AG 2022-10-01
Serie:	International Journal of Financial Studies
Soggetti:	financial contagion volatility spillovers vector autoregression model variance decomposition
Accesso online:	https://www.mdpi.com/2227-7072/10/4/95
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