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Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention
16 references·6 citing·49 second hop
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A Comparison of Realized Measures Across Multiple Asset Classes (2012)Does Anything Beat 5-Minute R…In Search of Attention (2011)In Search of AttentionAn automatic Portmanteau test for serial correlation (2009)An automatic Portmanteau test…A Simple Approximate Long-Memory Model of Realized Volatility (2008)A Simple Approximate Long-Mem…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…Forecasting Volatility in Financial Markets: A Review (2003)Forecasting Volatility in Fin…The Distribution of Realized Exchange Rate Volatility (2001)The Distribution of Realized …Public Information Arrival, Exchange Rate Volatility, and Quote Frequency (2000)Public Information Arrival, E…The Informational Content of Implied Volatility (1993)The Informational Content of …Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Studies in Economics and Finance (2023)Studies in Economics and Fina…Exposure to trade disruptions in case of the Russia–Ukraine conflict: A product network approach (2023)Exposure to trade disruptions…Conflict and exchange rate valuation: Evidence from the Russia-Ukraine conflict (2023)Conflict and exchange rate va…What do border disputes cost? 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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 2007A simple panel unit root test in the presence of cross‐section dependence12,758 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 2011In Search of Attention3,088 cited
  • 2008A Simple Approximate Long-Memory Model of Realized Volatility2,526 cited
  • 2001The Distribution of Realized Exchange Rate Volatility2,108 cited
  • 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis989 cited
  • 2003Forecasting Volatility in Financial Markets: A Review800 cited
  • 1993The Informational Content of Implied Volatility761 cited
  • 2012Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes629 cited
  • 2018Risk Everywhere: Modeling and Managing Volatility357 cited
  • 2015Can Internet Search Queries Help to Predict Stock Market Volatility?350 cited
  • 2019The impact of sentiment and attention measures on stock market volatility314 cited
  • 2009An automatic Portmanteau test for serial correlation268 cited
  • 2020Fear of the coronavirus and the stock markets

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229 cited
  • 2000Public Information Arrival, Exchange Rate Volatility, and Quote Frequency188 cited
  • Cited by

    • 2023Exposure to trade disruptions in case of the Russia–Ukraine conflict: A product network approach35 cited
    • 2022Forecasting volatility during the outbreak of Russian invasion of Ukraine: Application to commodities, stock indices, currencies, and cryptocurrencies35 cited
    • 2022What do border disputes cost? Evidence from an emerging market33 cited
    • 2023Studies in Economics and Finance33 cited
    • 2022Investigating the Co-Volatility Spillover Effects between Cryptocurrencies and Currencies at Different Natures of Risk Events31 cited
    • 2023Conflict and exchange rate valuation: Evidence from the Russia-Ukraine conflict25 cited