Journal of Risk Finance: Volume 24 Issue 1

Guest editorial: Implications of the Russia–Ukraine conflict on the global financial markets

Sabri Boubaker, Adel Sarea, Tonmoy Choudhury

The Russia–Ukraine conflict and foreign stocks on the US market

Danjue Clancey-Shang, Chengbo Fu

The authors investigate how market quality diverges between foreign firms and domestic firms on the US stock market in response to the Russia–Ukraine conflict.

What makes firms vulnerable to the Russia–Ukraine crisis?

Wajih Abbassi, Vineeta Kumari, Dharen Kumar Pandey

This study examines the impact of the Russia–Ukraine war on the constituent firms of the leading stock market indices of the G7 countries to provide insights into the…

Consequences of Russian invasion on Ukraine: evidence from foreign exchange rates

Florin Aliu, Simona Hašková, Ujkan Q. Bajra

The stability of exchange rates facilitates international trade, diminishes portfolio risk, and ensures that economic policies are effective. The war in Ukraine is showing that…

Cryptocurrency liquidity during the Russia–Ukraine war: the case of Bitcoin and Ethereum

Saliha Theiri, Ramzi Nekhili, Jahangir Sultan

This study examine the response of liquidity of Bitcoin and Ethereum to the Russia-Ukraine war in an event study context and investigate whether the war had a transitory or a…

News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict?

Viet Hoang Le, Hans-Jörg von Mettenheim, Stéphane Goutte, Fei Liu

The purpose of this paper is to analyze the market response of the aerospace and defense industry and the airline industry to the ongoing conflict between Ukraine and Russia based…

The footprints of Russia–Ukraine war on the intraday (in)efficiency of energy markets: a multifractal analysis

Faheem Aslam, Skander Slim, Mohamed Osman, Ibrahim Tabche

This paper examines the impact of Russian invasion of Ukraine on the intraday efficiency of four major energy markets, namely, diesel oil, Brent oil, light oil and natural gas.

The impact of the Russia–Ukraine conflict (2022) on volatility connectedness between the Egyptian stock market sectors: evidence from the DCC-GARCH-CONNECTEDNESS approach

Hisham Abdeltawab Mahran

This study investigates the impact of the Russia–Ukraine war (2022) on the volatility connectedness between Egyptian stock market sectors.

Dodging the bullet: overcoming the financial impact of Ukraine armed conflict with sustainable business strategies and environmental approaches

Marina Mattera, Federico Soto

The purpose of this study is to evaluate the influence of sustainable business models in building corporate reputation and resilience. Specifically, the financial performance of…