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Russia–Ukraine conflict and its impact on global inflation: an event study-based approach
16 references·1 citing·41 second hop
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Evidence From Korea (2011)Do Loan-To-Value and Debt-To-…War and the World Economy (2006)War and the World EconomyA nonparametric test for abnormal security-price performance in event studies (1989)A nonparametric test for abno…Using daily stock returns (1985)Using daily stock returnsInvestor sentiment and its implication on global financial markets: a systematic review of literature (2025)Investor sentiment and its im…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Democracy, Foreign Policy, and Terrorism (2009)Trade does promote peace: New simultaneous estimates of the reciprocal effects of trade and conflict (2010)The effects of terrorism and war on the oil price–stock index relationship (2013)Foundations of Finance. (1977)Measuring security price performance (1980)The Event Study Methodology Since 1969 (1998)Does female board representation influence firm performance? The Danish evidence (2007)Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance. (2007)An Empirical Evaluation of Accounting Income Numbers (1968)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Hedging oil price risk with gold during COVID-19 pandemic (2020)How do equity markets react to COVID-19? 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References

  • 1985Using daily stock returns6,497 cited
  • 1989A nonparametric test for abnormal security-price performance in event studies1,077 cited
  • 2022The impact of the Ukraine–Russia war on world stock market returns569 cited
  • 2022Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine522 cited
  • 2022The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach377 cited
  • 2022Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach334 cited
  • 2020COVID-19’s disasters are perilous than Global Financial Crisis: A rumor or fact?311 cited
  • 2006War and the World Economy286 cited
  • 2022The impact of the Russia-Ukraine conflict on energy firms: A capital market perspective248 cited
  • 2020Event study on the reaction of the developed and emerging stock markets to the 2019-nCoV outbreak214 cited
  • 2015War and stock markets: The effect of World War Two on the British stock market190 cited
  • 2022Does the Russia-Ukraine War Lead to Currency Asymmetries? A US Dollar Tale174 cited
  • 2022Russia–Ukraine war and systemic risk: Who is taking the heat?165 cited
  • 2023Are the European Union stock markets vulnerable to the Russia–Ukraine war?

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161 cited
  • 2022What makes firms vulnerable to the Russia–Ukraine crisis?138 cited
  • 2011Do Loan-To-Value and Debt-To-Income Limits Work? Evidence From Korea137 cited
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    • 2025Investor sentiment and its implication on global financial markets: a systematic review of literature35 cited