Assessing the impact of the Russia-Ukraine war and COVID-19 on selected European currencies and key commodities

Assessing the impact of the Russia-Ukraine war and COVID-19 on selected European currencies and key commodities

This study measures the spillover effects of the Russia-Ukraine war and the COVID-19 pandemic on currency pairs as the Russian ruble, Czech koruna, Polish zloty, Hungarian forint, Swedish krona, Bulgarian lev, Danish krone, Romanian leu, Ukrainian hryvnia, and Turkish Lira. By employing the TVP-VAR...

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Bibliographic Details
Main Authors: Florin Aliu, Yelyzaveta Apanovych, Ujkan Bajra, Artor Nuhiu
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2024-11-01
Series:Journal of Business Economics and Management
Subjects:
Russia-Ukraine war
COVID-19
TVP-VAR
currency dynamics
energy and agricultural commodities
FX market
Online Access:https://journals.vilniustech.lt/index.php/JBEM/article/view/22518
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