Markov switching volatility connectedness across international CDS markets
International Review of Economics & Finance,
Journal Year:
2025,
Volume and Issue:
unknown, P. 103839 - 103839
Published: Jan. 1, 2025
Language: Английский
Financial contagion in the US, European and Chinese stock markets during global shocks
Journal of New Economy,
Journal Year:
2025,
Volume and Issue:
25(4), P. 47 - 67
Published: Jan. 13, 2025
Under
globalisation,
integration,
and
financialisation
of
national
economies,
the
financial
markets’
interdependence
tends
to
swell,
which
increases
probability
disturbances
spreading
between
countries,
especially
during
global
shocks,
calls
for
development
new
standards
regulation.
The
article
studies
contagion
among
stock
markets
different
countries
shocks
associated
with
COVID-19
pandemic,
energy
crisis,
special
military
operation
Russia
in
Ukraine
(SMO).
concept
underlies
methodology
research.
is
diag
nosed
based
on
construction
DCC-GARCH
models
calculation
dy
namic
conditional
beta
coefficients.
Causal
relationships
interaction
indices
are
established
using
Granger
test.
data
average
daily
indices:
Ameri
can
S&P
500,
European
STOXX
600,
Shanghai
Stock
Exchange
(SSE)
Composite
Index
–
December
2018
March
2024
obtained
from
portal
Investing.com.
study
reveals
a
high
level
connectivity
normal
times
American
some
autonomy
Chinese
market.
However,
2020
there
was
short-term
strong
500
600
SSE
Index,
as
well
longer-term,
moderate
cross-contagion
600.
During
2021
crisis
SMO,
relatively
long-lasting
their
much
weaker
Index.
findings
may
be
useful
market
players
managing
investment
portfolios,
state
formulating
stabilisation
policies
impact
shocks.
Language: Английский
Redenomination risk connectedness among European sovereign bond markets
Studies in Economics and Finance,
Journal Year:
2025,
Volume and Issue:
unknown
Published: Feb. 27, 2025
Purpose
This
paper
aims
to
investigate
the
interconnectedness
of
redenomination
risk
premiums
across
four
main
European
sovereign
bond
markets
(France,
Germany,
Italy
and
Netherlands).
Design/methodology/approach
The
authors
used
time-varying
parameter
vector
autoregressions
method
achieve
objectives.
Findings
study
reveals
that
connectedness
throughout
Euro
area
is
dynamic
exhibits
remarkable
variations
various
crisis
episodes,
such
as
COVID-19
pandemic
Russia–Ukraine
tensions.
In
addition,
analysis
uncovers
significant
bilateral
connections
between
countries.
Furthermore,
research
finds
spillovers
from
US
dollar
premium
(USDRP)
are
greater
than
those
euro
(ERP)
currency
(CRP).
However,
during
Ukraine–Russia
tensions,
USDRP
stronger
ERP
CRP.
On
other
hand,
CRP
higher
pandemic.
Importantly,
this
demonstrates
countries
play
a
role
both
shock
transmitters
receivers,
switching
alternatively.
Originality/value
contributes
related
literature
by
exploring
markets.
Specifically,
we
rely
on
USDRP,
These
findings
have
serious
implications
for
portfolio
management.
Language: Английский
The Influence of political factors on the nature of trade cooperation between Russia and Argentina in modern conditions
V. M. Kuzmina,
No information about this author
A. M. Laricheva
No information about this author
Proceedings of the Southwest State University Series Economics Sociology and Management,
Journal Year:
2025,
Volume and Issue:
15(1), P. 10 - 27
Published: March 12, 2025
Relevance.
During
the
21st
century,
Argentina
and
Russia
demonstrated
pragmatic
cooperation,
as
indeed
acted
in
relation
to
all
LACB
countries.
The
Russian
government
did
not
overestimate
importance
of
strategic
cooperation
with
Government
Argentina,
it
understood
likelihood
a
fundamental
change
country's
course
depending
on
governing
party
leader,
thereby
realizing
exposure
Russian-Argentine
relations
political
risk.The
situation
has
changed
due
election
new
pro-American
president
but
is
seeking
curtail
bilateral
trade
relations.
purpose
analyze
dynamics
impact
Argentina's
development
between
Federation
Argentina.
Objectives:
assess
transformation
economic
sphere;
statistical
indicators
within
framework
BRICS.
Methodology.
analysis
static
data
well
BRICS
countries
presented
by
OEC
(The
Observatory
Economic
Complexity),
RusTrade,
Trademark,
allowing
us
balance,
exports
/
imports
Results.
An
showed
strengthening
ties
Russia,
especially
fields
energy
agriculture.
However,
breakthrough
was
achieved
at
expense
India
China,
which
have
become
important
partners
country
general.
characterized
ups
downs
chosen
vectors
development.
Conclusions.
victory
opposition
candidate
Javier
Miley
Argentine
presidential
will
test
strength
Moscow
Buenos
Aires,
obvious
that
further
active
based
pragmatism
constructivism
beneficial
for
both
Language: Английский
Predictive power of oil prices on CDS spread dynamics of oil-producing countries
Energy Economics,
Journal Year:
2025,
Volume and Issue:
unknown, P. 108375 - 108375
Published: March 1, 2025
Language: Английский
Global Financial Market Spillovers to the Dhaka Stock Exchange: Strategic Insights From Trade‐Friendly Nations
Tanmay Borman,
No information about this author
Md. Nahiduzzaman,
No information about this author
Bapon Chandra Kuri
No information about this author
et al.
Thunderbird International Business Review,
Journal Year:
2024,
Volume and Issue:
unknown
Published: Nov. 17, 2024
ABSTRACT
This
study
explores
the
strategic
implications
of
global
financial
market
spillovers
on
Dhaka
Stock
Exchange
(DSE),
with
a
particular
emphasis
markets
Bangladesh's
key
trade
partners.
Leveraging
daily
price
data,
analysis
focuses
major
equity
indices
from
Bangladesh,
USA,
China,
Japan,
Russia,
and
India,
in
addition
to
green
commodity
indices.
The
employs
advanced
methodologies,
including
value
at
risk
(VaR),
conditional
(CVaR),
continuous
wavelet
transforms
(CWT),
coherence
(WC),
time‐varying
parameter
vector
autoregression
(TVP‐VAR).
findings
reveal
that
while
DSE
demonstrates
lower
downside
relative
indices,
certain
assets,
such
as
WTICO,
exhibit
heightened
tail
risk.
analyses
underscore
significant
volatility
co‐movements
among
particularly
during
periods
crises,
COVID‐19
pandemic
Russia–Ukraine
conflict,
highlighting
profound
interconnectedness
between
regional
DSE.
Notably,
assets
provide
potential
safe
haven
benefits
for
Bangladeshi
investors
times
crisis.
TVP‐VAR
model
further
highlights
dynamic
nature
spillovers,
identifying
transmitters,
retains
robust
internal
dynamics
reciprocal
DSE30
DSEB.
These
insights
suggest
Bangladesh
should
strategically
integrate
into
its
bolster
stability
protect
amidst
uncertainties.
Language: Английский
The war in Ukraine: the problem of heavy metal contamination of agricultural land and products
M.P. Gulich,
No information about this author
O.O. Kharchenko,
No information about this author
N.L. Yemchenko
No information about this author
et al.
Environment & Health,
Journal Year:
2024,
Volume and Issue:
4 (113), P. 38 - 44
Published: Dec. 1, 2024
In
the
context
of
russia’s
war
against
Ukraine,
which
is
most
destructive,
bloody
and
aggressive
in
Europe
since
Second
World
War,
an
extraordinary
humanitarian
crisis
a
large-scale
ecosystem
disaster
have
arisen.
The
environment
polluted
by
potential
source
emission
harmful
substances
from
soil
into
food
raw
materials.
This
creates
significant
threat
contamination
large
areas
affected
war.
work
devoted
to
review
scientific
literary
sources
information
bases
documents
UN,
FAO,
Ministry
Environmental
Protection
Natural
Resources
Ukraine.
purpose
work:
conduct
analysis
data
on
agricultural
soils
possibility
plant
materials
products
conditions
Russia's
aggression
Materials
methods:
informative,
bibliographical,
normative
legal.
System-structural,
formal-logical,
bibliographic
informal
[traditional]
methods
were
used.
main
results:
as
result
hostilities
was
carried
out.
role
heavy
metals
pollution
plowed
lands
considered.
It
determined
that
military
activity
leads
with
metals:
lead,
copper,
cadmium,
antimony,
chromium,
nickel,
zinc.
At
same
time,
chromium
copper
are
dominant
pollutants.
issue
and,
taking
account
their
toxicity,
negative
impact
health
population
highlighted.
Conclusions.
accumulation
active
indicates
effect
agriculture
range
crop
production,
subsequently
people
through
chain.
development
risk-oriented
approach
contaminated
toxic
substances,
obtained
territories
actions,
becoming
highly
relevant.
Language: Английский