"Currency and commodity return relationship under extreme geopolitical risks: Evidence from the invasion of Ukraine"
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- Olga Dodd & Adrian Fernández-Pérez & Simon Sosvilla-Rivero, 2024. "Currency and commodity return relationship under extreme geopolitical risks: evidence from the invasion of Ukraine," Applied Economics Letters, Taylor & Francis Journals, vol. 31(1), pages 46-55, January.
References listed on IDEAS
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Cited by:
- António Miguel Martins, 2024. "Short‐term market impact of Black Sea Grain Initiative on four grain markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(4), pages 619-630, April.
- Florin Aliu & Jiří Kučera & Simona Hašková, 2023. "Agricultural Commodities in the Context of the Russia-Ukraine War: Evidence from Corn, Wheat, Barley, and Sunflower Oil," Forecasting, MDPI, vol. 5(1), pages 1-23, March.
- Martins, António Miguel & Correia, Pedro & Gouveia, Ricardo, 2023. "Russia-Ukraine conflict: The effect on European banks’ stock market returns," Journal of Multinational Financial Management, Elsevier, vol. 67(C).
- Raza, Syed Ali & Guesmi, Khaled & Benkraiem, Ramzi & Anwar, Rija, 2024. "Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods," Research in International Business and Finance, Elsevier, vol. 67(PA).
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More about this item
Keywords
Foreign exchange rates; Currency return; Commodity return; Russian invasion; Ukraine war; Geographic distance. JEL classification: F31; F51; G13; G14.;All these keywords.
JEL classification:
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2022-05-09 (Banking)
- NEP-CIS-2022-05-09 (Confederation of Independent States)
- NEP-OPM-2022-05-09 (Open Economy Macroeconomics)
- NEP-TRA-2022-05-09 (Transition Economics)
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