地缘政治风险是相互关联的吗?俄乌危机的证据

Q1 Economics, Econometrics and Finance Journal of Economic Asymmetries Pub Date : 2023-01-01 DOI:10.1016/j.jeca.2023.e00306
Shamima Ahmed , Rima Assaf , Molla Ramizur Rahman , Fariha Tabassum
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引用次数: 9

摘要

地缘政治风险对金融市场具有灾难性影响。俄乌危机对股市产生了重大影响,这种影响在宣战后持续了很长一段时间。因此,研究俄乌冲突期间股票市场的活跃程度至关重要。我们的研究以27个全球股票市场为样本,考察了俄乌危机期间全球股票市场的相互关联性,其中包括17个发达国家、9个发展中国家和一个行为体国家(即俄罗斯)。这项研究试图回答将俄罗斯从全球股市中除名是否给该网络带来了任何变化。结果表明,这场危机见证了网络的紧凑性,市场之间的互联程度更高。俄罗斯的存在降低了网络密度,给全球股市带来了不活跃。尽管将俄罗斯从该体系中除名并不会显著改变网络属性,但在战争之前和战争期间,网络属性存在很大变化,这表明冲突间接导致了股市的结构性变化。该研究为市场参与者在地缘政治冲突期间设计国际市场投资策略提供了见解。
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来源期刊
Journal of Economic Asymmetries
Journal of Economic Asymmetries Economics, Econometrics and Finance-Economics, Econometrics and Finance (all)
CiteScore
4.80
自引率
0.00%
发文量
42
审稿时长
50 days
期刊最新文献
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