Tail risk connectedness during geopolitical shocks: assessing the impact of Russian-Ukraine conflict on G7 stock markets

QR Code

Tail risk connectedness during geopolitical shocks: assessing the impact of Russian-Ukraine conflict on G7 stock markets

This study investigates the impact of the Russian-Ukraine war on the tail risk connectedness among G7 stock markets using a TVP-VAR frequency connectedness approach and several robustness testing procedures. Such work focuses on the dynamics of tail risk connectedness during and after the conflict....

Full description

Bibliographic Details
Main Authors:	Hu, Y., Corbet, S., Hou, Y., Lang, C., Oxley, Leslie
Format:	Journal Article
Published:	Taylor & Francis Group 2024
Online Access:	http://hdl.handle.net/20.500.11937/97487

Similar Items

Time varying risk aversion and its connectedness: evidence from cryptocurrencies
by: Corbet, S., et al.
Published: (2024)

Green bonds and traditional and emerging investments: Understanding connectedness during crises
by: Xu, D., et al.
Published: (2024)

Seeking a shock haven: Hedging extreme upward oil price changes
by: Conlon, T., et al.
Published: (2024)

Volatility connectedness of major cryptocurrency: The role of geopolitical risk
by: Sin, Yi Feng
Published: (2023)

Exploring the connectedness between major volatility indexes and worldwide sustainable investments
by: Xu, D., et al.
Published: (2025)

We Reddit in a Forum: The Influence of Message Boards on Firm Stability
by: Corbet, S., et al.
Published: (2022)

Bitcoin forks: What drives the branches?
by: Conlon, T., et al.
Published: (2024)

Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies
by: Hu, Y., et al.
Published: (2017)

Isolating defensive corporate ESG effects: Evidence from purely domestic anti-COVID-19 measures
by: Goodell, J.W., et al.
Published: (2024)

Understanding sentiment shifts in central bank digital currencies
by: Conlon, T., et al.
Published: (2024)

Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation: Evidence from DCC-MIDAS-X model
by: Liu, H., et al.
Published: (2024)

Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages
by: Conlon, T., et al.
Published: (2024)

Investigating the Academic Response to Cryptocurrencies: Insights from Research Diversification as Separated by Journal Ranking
by: Corbet, S., et al.
Published: (2023)

Cinematic han and the Historical Film: South Korean Cinema and the Representation Of Korea’s Geopolitical Conflict in the Twentieth Century
by: McMahon, Niall Edward Peter
Published: (2018)

Performing agriculture in Post-Soviet Ukraine
by: Grey, Alastair
Published: (2020)

On fuzzy semi-connectedness
by: Chaudhuri, A.K., et al.
Published: (1996)

Framing the Russian-Ukrainian conflict: the role of metaphor, nominalization, and appraisal in shaping media narratives
by: Judyta Pawliszko,
Published: (2025)

Keterbukaan hubungan dua hala Malaysia-Ukraine
by: Khalil, Adlinahani
Published: (2017)

Is China a winner of the Russia-Ukraine war?
by: Gao, Boyang, et al.
Published: (2023)

Investor Sentiment, Unexpected Inflation, and Bitcoin Basis Risk
by: Conlon, T., et al.
Published: (2024)

The influence of European MiCa regulation on cryptocurrencies
by: Conlon, T., et al.
Published: (2024)

From JAD to integrative connectedness
by: Klass, Des, et al.
Published: (2003)

Uncivil Zones: Terror and Territoriality in the Geopolitical Shadowlands
by: Perera, Suvendrini
Published: (2010)

US hegemonic leadership and its geopolitical codes
by: Naji, Saeid, et al.
Published: (2011)

Minority within a minority: Shia community in Ukraine
by: Tahiiev, Akif
Published: (2021)

Russian anti-literature
by: Hellebust, Rolf
Published: (2013)

Bubbles in US regional house prices: evidence from house price–income ratios at the State level
by: Hu, Y., et al.
Published: (2018)

Bubble contagion: Evidence from Japan's asset price bubble of the 1980-90s
by: Hu, Y., et al.
Published: (2018)

Do 18th century ‘bubbles’ survive the scrutiny of 21st century time series econometrics?
by: Hu, Y., et al.
Published: (2018)

Is gold always a safe haven?
by: Ryan, M., et al.
Published: (2024)

Research methodology in geopolitics: application of qualitative content analysis in studying the geopolitical codes case: the role of the Persian Gulf's oil in the Iraq war
by: Naji, Saeid, et al.
Published: (2011)

Generalized connectedness in fuzzy bitopological spaces
by: Alharbi, A. A., et al.
Published: (2023)

The geopolitics of Xi Jinping’s Chinese dream: problems and prospects
by: Mohd Ikbal Mohd Huda,, et al.
Published: (2021)

Climate Terror A Critical Geopolitics of Climate Change
by: Chaturvedi, S., et al.
Published: (2015)

Geopolitical bodies: media discourse on the Indonesian national identity
by: Sri Utomo, Muhammad Ridhlo Al Qodri
Published: (2020)

A study exploring the relationship between ethnic identity and school connectedness in adolescents
by: Chung, Kirsten C. Y.
Published: (2019)

Dissertation - Cultural Challenges facing Management in Ukraine: the Case of Argo
by: Deinega, Dima
Published: (2011)

Cryptocurrencies, FOREX and stocks: portfolio diversification and the Russia-Ukraine war
by: Tan, Frederick Jia Wei
Published: (2023)

The multifaceted impacts and reasons of the Ukraine war: a theoretical analysis
by: Tokatli, Seda Gözde
Published: (2024)

Nomenclatural notes on saline vegetation of Ukraine, southern Russia and Kazakhstan
by: Lysenko, T., et al.
Published: (2011)