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La guerre en Ukraine : Quelle contagion sur les marchés financiers des PECO ?

Author

Listed:
  • Sandrine Boulerne

    (VALLOREM - Val de Loire Recherche en Management - UO - Université d'Orléans - UT - Université de Tours)

  • Sophie Nivoix

    (CEREGE [Poitiers] - Centre de recherche en gestion - UP - Université de Poitiers = University of Poitiers, Axe 1 (2022-2027) : "Vulnérabilités et risques" (MSHS Poitiers) - MSHS de Poitiers - Maison des sciences de l'homme et de la société de Poitiers [UAR 3565] - UP - Université de Poitiers = University of Poitiers - CNRS - Centre National de la Recherche Scientifique)

Abstract

Les effets de contagion entre les marchés des pays industrialisés en période de crise financière ont été largement étudiés. Cependant, les effets de contagion entre les marchés boursiers des Pays d'Europe Centrale et Orientale (PECO) sont méconnus, surtout en cas de guerre (en l'occurrence entre l'Ukraine et la Russie). Pour les investisseurs sur ces marchés, savoir si leur stratégie d'investissement est pérenne ou s'il leur faut réévaluer l'allocation internationale de leurs actifs est primordial. Le coefficient de corrélation ajusté et la mesure de co-mouvement multi-pays confirment l'absence de contagion globale et l'hétérogénéité des réactions des marchés des PECO au conflit.

Suggested Citation

  • Sandrine Boulerne & Sophie Nivoix, 2023. "La guerre en Ukraine : Quelle contagion sur les marchés financiers des PECO ?," Post-Print halshs-04690248, HAL.
    • Handle: RePEc:hal:journl:halshs-04690248
    as

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