Spillovers from the Russia-Ukraine conflict

Yajie Yang, Longfeng Zhao, Yipin Zhu, Lin Chen, Gangjin Wang, Chao Wang

Research output: Contribution to journalArticlepeer-review

20 Scopus citations

Abstract

We investigate dynamic integration and risk transmission among major global financial markets around the Russia-Ukraine conflict by implementing the TVP-VAR frequency model for both a high and a low-frequency band. We also employ wavelet coherence to supplement our analysis. Results show that (i) the global financial system is highly connected during the entire period, and the dynamic spillovers reach unprecedented heights on the day of the Russia-Ukraine conflict; (ii) Russia comes out as a spillover leader, whereas the geopolitical risk index, Dow Jones Commodity, and Bitcoin are the major targets of spillovers; and (iii) for the entire sample period, short-term connectedness gains much prominence. This study uncovers the real landscape of financial spillover effects of the Russia-Ukraine conflict, which can help investors and policymakers manage the risk exposure and avoid unexpected losses.

Original languageEnglish
Article number102006
JournalResearch in International Business and Finance
Volume66
DOIs
StatePublished - Oct 2023

Keywords

  • Frequency connectedness
  • Risk spillover network
  • Russia-Ukraine conflict
  • TVP-VAR

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