Showing 1 - 10 of 538
period of coverage from 1950-2019 to 1950-2022, which includes two special periods – COVID-19 and the war between Russia and … trade. We also obtain estimates of the effects on trade of the 2014 sanctions on Russia …
Persistent link: https://www.econbiz.de/10014241203
This paper applies a fractional integration framework to analyse the stochastic behaviour of two Russian stock market volatility índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period 2010-2018. The empirical findings are consistent...
Persistent link: https://www.econbiz.de/10012908651
estimate the impact on firm performance from smart sanctions deployed by the U.S. and EU against Russia beginning in 2014. We …
Persistent link: https://www.econbiz.de/10012871020
This paper carries out style analysis for Russian mutual funds using monthly data from the National Managers’ Association over the period January 2008-December 2017; specifically, it applies the RSBA method developed by Sharpe (1992) for evaluating the impact of style on returns, and uses the...
Persistent link: https://www.econbiz.de/10012871757
unexplored. We draw on both longitudinal and pseudo-panel data from Russia to explore how labor market hardships relate to …
Persistent link: https://www.econbiz.de/10013216256
This article links Russians' individual experiences during the late-Gorbachev and early-Yeltsin years to the beliefs those same individuals espoused in the Putin era, over a decade later. Drawing on questions, some of which are retrospective, from the first wave of the Life in Transition Survey,...
Persistent link: https://www.econbiz.de/10012830108
panel difference-in-differences estimations and an event study design. Motivated by the claim that China and Russia … purposefully undermine US sanction efforts, we test whether target countries’ trade with China and Russia increases under US trade … sanctions. We find no evidence for systematic sanction busting. Russia does not change its trade patterns with sanctioned …
Persistent link: https://www.econbiz.de/10014241320
The Russian invasion of Ukraine has caused disruptions in international trade and highlighted the dependency of small open economies in Europe on imports, especially of energy. These events may have changed Europeans’ attitude towards globalization. We study two waves of representative...
Persistent link: https://www.econbiz.de/10014077190
This paper uses a survey among students at European universities to explore whether Russia’s invasion of Ukraine has … affected attitudes toward European integration. Some respondents completed the survey just before Russia’s assault on February …
Persistent link: https://www.econbiz.de/10014078670
The popularity of sustainable investments is unbroken and attracts investors and researchers alike. Modelling the properties of such ‘green’ firms, Pástor, Stambaugh, and Taylor 2021 consider a hedge against climate risks in their theoretical model. Likewise, it could be assumed that...
Persistent link: https://www.econbiz.de/10014082162