作者
Marco Santorsola, Rocco Caferra, Andrea Morone
发表日期
2022/10/1
期刊
Physica A: Statistical Mechanics and its Applications
卷号
603
页码范围
127791
出版商
North-Holland
简介
This paper investigates the initial market reactions to the February 2022 military escalation. We provide an overview while discriminating for different investment classes, shining light on the intensity of the geopolitical risk and on potential hedging properties of specific assets (such as gold and Bitcoin).
Results deliver preliminary evidence supporting a more pronounced effect in the Eurozone and the UK stock markets, while gold and bitcoin showcase their resilience to war-induced negative economic effects.
引用总数
学术搜索中的文章
M Santorsola, R Caferra, A Morone - Physica A: Statistical Mechanics and its Applications, 2022