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http://hdl.handle.net/2445/187101
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DC Field | Value | Language |
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dc.contributor.author | Dodd, Olga | - |
dc.contributor.author | Fernández-Pérez, Adrián | - |
dc.contributor.author | Sosvilla Rivero, Simón | - |
dc.date.accessioned | 2022-06-28T06:46:06Z | - |
dc.date.available | 2022-06-28T06:46:06Z | - |
dc.date.issued | 2022 | - |
dc.identifier.uri | http://hdl.handle.net/2445/187101 | - |
dc.description.abstract | We examine the relationship between currency and commodity returns around the invasion of Ukraine in February 2022. We find that the expected positive contemporaneous relationship between currency and commodity returns reverses and becomes negative during this period of extreme geopolitical risks. In addition to commodity returns, currency returns around the invasion of Ukraine are significantly affected by geopolitical factors, particularly geographic distance to the war. Our results indicate that a war between two major commodity-exporting countries significantly affects global currency pricing. | ca |
dc.format.extent | 21 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | ca |
dc.publisher | Universitat de Barcelona. Facultat d'Economia i Empresa | ca |
dc.relation.isformatof | Reproducció del document publicat a: http://www.ub.edu/irea/working_papers/2022/202204.pdf | - |
dc.relation.ispartof | IREA – Working Papers, 2022, IR22/04 | - |
dc.relation.ispartofseries | [WP E-IR22/04] | ca |
dc.rights | cc-by-nc-nd, (c) Dodd et al., 2022 | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
dc.source | Documents de treball (Institut de Recerca en Economia Aplicada Regional i Pública (IREA)) | - |
dc.subject.classification | Canvi exterior | - |
dc.subject.classification | Mercat financer | - |
dc.subject.classification | Valor (Economia) | - |
dc.subject.classification | Moneda | - |
dc.subject.classification | Ucraïna | cat |
dc.subject.other | Foreign exchange | - |
dc.subject.other | Financial market | - |
dc.subject.other | Value (Economics) | - |
dc.subject.other | Money | - |
dc.subject.other | Ukraine | - |
dc.title | Currency and commodity return relationship under extreme geopolitical risks: Evidence from the invasion of Ukraine | ca |
dc.type | info:eu-repo/semantics/workingPaper | ca |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca |
Appears in Collections: | Documents de treball (Institut de Recerca en Economia Aplicada Regional i Pública (IREA)) |
Files in This Item:
File | Description | Size | Format | |
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IR22_004_Dodd+Fdez+Sosvilla.pdf | 1.08 MB | Adobe PDF | View/Open |
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