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Stock market volatility and Russia–Ukraine conflict
16 references·4 citing·40 second hop
Stock market volatility and Russia–Ukraine conflict (2023)Stock market volatility and Russia–Ukrain…The Russia-Ukraine conflict and volatility risk of commodity markets (2022)The Russia-Ukraine conflict a…The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach (2022)The reaction of G20+ stock ma…The impact of the Ukraine–Russia war on world stock market returns (2022)The impact of the Ukraine–Rus…The impact of the Russia-Ukraine conflict on the connectedness of financial markets (2022)The impact of the Russia-Ukra…The impact of the Russia-Ukraine conflict on energy firms: A capital market perspective (2022)The impact of the Russia-Ukra…Russia–Ukraine crisis: The effects on the European stock market (2022)Russia–Ukraine crisis: The ef…Measuring Geopolitical Risk (2022)Measuring Geopolitical RiskInvestor sentiment and stock volatility: New evidence (2022)Investor sentiment and stock …Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine (2022)Heterogeneous impacts of wars…Comprehensive analysis of global stock market reactions to the Russia-Ukraine war (2022)Comprehensive analysis of glo…Systemic risk and competition revisited (2019)Systemic risk and competition…Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach (2019)Do Asian emerging stock marke…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…A Comprehensive Look at Financial Volatility Prediction by Economic Variables (2012)A Comprehensive Look at Finan…On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)On the Network Topology of Va…Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…Dynamic connectedness among market volatilities: a perspective of COVID-19 and Russia-Ukraine conflict (2024)Dynamic connectedness among m…Firm reaction to geopolitical crises: Evidence from the Russia‐Ukraine conflict (2023)Firm reaction to geopolitical…Financial sanctions and global stock market reaction: Evidence from the Russia-Ukraine conflict (2023)Financial sanctions and globa…Expect the unexpected: Did the equity markets anticipate the Russo-Ukrainian war? (2023)Expect the unexpected: Did th…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Common risk factors in the returns on stocks and bonds (1993)An Intertemporal CAPM with Stochastic Volatility (2012)Can Internet Search Queries Help to Predict Stock Market Volatility? (2015)The impact of sentiment and attention measures on stock market volatility (2019)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Generalized impulse response analysis in linear multivariate models (1998)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Macroeconomics and Reality (1980)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2016)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Expected stock returns and volatility (1987)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)Industry costs of equity (1997)The Impact of Uncertainty Shocks (2009)Measuring Economic Policy Uncertainty* (2016)Advancing green finance: a review of sustainable development (2023)The impact of the Russian-Ukrainian war on global financial markets (2023)Sentiment and stock prices: The case of aviation disasters (2009)Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach (2022)A new index of financial conditions (2014)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Using daily stock returns (1985)A nonparametric test for abnormal security-price performance in event studies (1989)The Unprecedented Stock Market Reaction to COVID-19 (2020)The Adjustment of Stock Prices to New Information (1969)The Econometrics of Financial Markets (1997)Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis (2022)Are the European Union stock markets vulnerable to the Russia–Ukraine war? (2023)Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict (2023)A Comparison of Event Study Methodologies Using Daily Stock Returns: A Simulation Approach (1984)Event Studies in Economics and Finance (1997)The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets (2022)What makes firms vulnerable to the Russia–Ukraine crisis? (2022)
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References

  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms4,943 cited
  • 2022Measuring Geopolitical Risk4,303 cited
  • 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,891 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 impact of the Russia-Ukraine conflict on the connectedness of financial markets428 cited
  • 2022The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach377 cited
  • 2022Russia–Ukraine crisis: The effects on the European stock market342 cited
  • 2012A Comprehensive Look at Financial Volatility Prediction by Economic Variables294 cited
  • 2022The Russia-Ukraine conflict and volatility risk of commodity markets269 cited
  • 2022The impact of the Russia-Ukraine conflict on energy firms: A capital market perspective248 cited
  • 2019Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach234 cited
  • 2022Investor sentiment and stock volatility: New evidence

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120 cited
  • 2022Comprehensive analysis of global stock market reactions to the Russia-Ukraine war83 cited
  • 2019Systemic risk and competition revisited46 cited
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    • 2024Dynamic connectedness among market volatilities: a perspective of COVID-19 and Russia-Ukraine conflict20 cited
    • 2023Financial sanctions and global stock market reaction: Evidence from the Russia-Ukraine conflict19 cited
    • 2023Expect the unexpected: Did the equity markets anticipate the Russo-Ukrainian war?18 cited
    • 2023Firm reaction to geopolitical crises: Evidence from the Russia‐Ukraine conflict12 cited