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Financial fallout or resilience? The impact of Russia - Ukraine war on European financial markets
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Resumo(s)
This paper performs time-series analysis on the impact of the ongoing Russia-Ukraine war on
various sectors and industries in Europe using data from 2016 to 2023, by applying three
Asset Pricing Models. The findings provide insights into the effects of geopolitical conflicts
on financial markets and suggest that the war had varying effects on the European economic
system. The defense sector saw positive impacts, while the pharmaceutical sector saw a
moderate negative impact. The fossil fuels, commercial real estate, clothing, and natural gas
sectors were also negatively impacted. Dry bulk commodities suffered negative impacts,
while coffee saw a positive impact.
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Asset pricing models Russia-Ukraine war Financial markets Commodities Stocks Europe