Impact of Russia–Ukraine conflict on Russian financial market: Evidence from TVP-VAR and quantile-VAR analysis


	Dynamic net directional connectedness. Notes: Results are based on a TVP-VAR model with log length of order one (AIC) and a 10 step-ahead generalized forecast error variance decomposition. Source: Authors’ calculations.

Part of: Ullah M, Sohag K, Khan S, Sohail HM (2023) Impact of Russia–Ukraine conflict on Russian financial market: Evidence from TVP-VAR and quantile-VAR analysis. Russian Journal of Economics 9(3): 284-305. https://doi.org/10.32609/j.ruje.9.105833