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The Ukraine-Russia war and systemic financial stress

Author

Listed:
  • Whelsy Boungou

    (PSB - Paris School of Business - HESAM - HESAM Université - Communauté d'universités et d'établissements Hautes écoles Sorbonne Arts et métiers université)

  • Francis Osei-Tutu

    (EM Strasbourg - École de Management de Strasbourg = EM Strasbourg Business School)

  • Amara Zongo

    (BSE - Bordeaux sciences économiques - UB - Université de Bordeaux - CNRS - Centre National de la Recherche Scientifique - INRAE - Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement)

  • Alhonita Yatié

    (BSE - Bordeaux sciences économiques - UB - Université de Bordeaux - CNRS - Centre National de la Recherche Scientifique - INRAE - Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement)

Abstract

In this paper, we investigate the impact of the ongoing conflict between Ukraine and Russia on systemic risk in financial markets. Using daily systemic risk data from 28 countries between December 2021 and April 2022, we highlight strong financial stress since the invasion of Ukraine by Russia. In doing so, we provide the first evidence of the impact of the Ukraine-Russia war on systemic risk.

Suggested Citation

  • Whelsy Boungou & Francis Osei-Tutu & Amara Zongo & Alhonita Yatié, 2022. "The Ukraine-Russia war and systemic financial stress," Post-Print hal-04745826, HAL.
    • Handle: RePEc:hal:journl:hal-04745826
    Note: View the original document on HAL open archive server: https://hal.science/hal-04745826v1
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