The impact of the Russian-Ukrainian war on global financial markets☆
Under a Creative Commons license
open access
Keywords
Ukraine war
Financial markets
HAR
Markov switching
Commodities
JEL classification
G15
C24
Cited by (0)
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We would like to thank the editor (Brian Lucey) and an anonymous reviewer for their insightful suggestions. We thank Hong Bo, Ayse Demir, Abbi Kedir, Victor Murinde, Subin Sen, Gerry Steele for useful comments and suggestions. Vasileios Pappas acknowledges research support from the GulfOne Lab for Computational and Economic Research (GOLCER), Lancaster University. We thank participants at the Centre for Global Finance, SOAS University of London research seminar for helpful comments and suggestions.
© 2023 The Authors. Published by Elsevier Inc.