Yang, Yajie; Zhao, Longfeng; Zhu, Yipin; Chen, Lin; … - 2022
Russia-Ukraine by implementing the TVP-VAR frequency model. We measure connectedness for both a high and a low-frequency band … reach unprecedented heights on the day of the Russia-Ukraine conflict; (ii) Russia comes out as a spillover leader, whereas … spillover effects of the Russia-Ukraine conflict, which can help investors and policymakers manage the risk exposure and avoid …