The impact of the russian-ukrainian war on global financial markets

HIGHLIGHTS

• who: Marwan Izzeldin from the Lancaster University, Lancaster , YW, UK have published the research work: The impact of the Russian-Ukrainian war on global financial markets, in the Journal: (JOURNAL) of February/24,/2022
• what: For the research design the authors employ a Markov-switching HAR model on daily volatility proxies around each crisis. In Fig 2 the authors compare the volatility reaction of financial markets to major geopolitical and key historical events over the last century. The authors examine global financial market reactions in three crises events, namely the 2008 Global Financial Crisis, the . . .
  

   

  

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