Spillover analysis across FinTech, ESG, and renewable energy indices before and during the Russia–Ukraine war: International evidence

El Khoury, Rim; Nasrallah, Nohade; Hussainey, Khaled; Assaf, Rima

doi:10.1111/jifm.12179

Public

Spillover analysis across FinTech, ESG, and renewable energy indices before and during the Russia–Ukraine war: International evidence

Published in Journal of International Financial Management and Accounting • May 26, 2023

Authors:

Rim El Khoury

Nohade Nasrallah

Khaled Hussainey

Abstract

Abstract This study is epicentral to analyze the impact of the Russia–Ukraine war on the financial markets, specifically focusing on the connectedness and spillover dynamics of FinTech, Environmental, Social, and Governance (ESG), renewable energy, gold, and Morgan Stanley Capital International (MSC...

Subject

Autoregressive conditional heteroskedasticity

Spillover effect

Emerging markets

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