High inflation during Russia–Ukraine war and financial market interaction: Evidence from C-Vine Copula and SETAR models-Reference-Cited by-同舟云学术

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High inflation during Russia–Ukraine war and financial market interaction: Evidence from C-Vine Copula and SETAR models

Published:2024-06 Issue: Volume:70 Page:102384
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Hamza Taher,Ben Haj Hamida Hayet,Mili Mehdi,Sami Mina

Publisher

Elsevier BV

Reference73 articles.

1. Dynamics and asymmetries between consumer sentiment and consumption in pre-and during-COVID-19 time: evidence from the US;Abosedra;J. Econ. Asymmetries,2021

2. Multifractality and cross-correlation between the crude oil and the European and non-European stock markets during the Russia-Ukraine war;Adekoya;Resour. Policy,2023

3. Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga;Adekoya;Resour. Policy,2022

4. Infection, invasion, and inflation: recent lessons;Aharon;Financ. Res. Lett.,2022

5. Financial contagion during COVID–19 crisis;Akhtaruzzaman;Financ. Res. Lett.,2021

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The dynamic effects of oil supply shock on China: Evidence from the TVP-Proxy-VAR approach;Socio-Economic Planning Sciences;2024-10

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