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Special Issues
Macroeconomic Factors and Monetary Policy Analysis: A Financial Market Perspective
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Macroeconomic Factors and Monetary Policy Analysis: A Financial Market Perspective

A special issue of Journal of Risk and Financial Management (ISSN 1911-8074). This special issue belongs to the section "Financial Markets".

Deadline for manuscript submissions: closed (31 December 2022) | Viewed by 14116

Special Issue Editor

Dr. Sagarika Mishra

E-Mail Website
Guest Editor
Department of Finance, Deakin University, 221 Burwood Hwy, Burwood, VIC 3125, Australia
Interests: corporate finance; econometric modelling; corporate culture
Special Issues, Collections and Topics in MDPI journals

Special Issue Information

Dear Colleagues,

This special issue focuses on macroeconomic factors in general, including the Ukraine war, pandemic, inflation, monetary policy, fiscal spending, and supply chain concerns, as well as their impact on financial market outcomes such as systematic risk, idiosyncratic volatility, and stock liquidity. It will provide insights into the short-term impacts of these bigger macroeconomic challenges on the stock market, as well as policy ideas for how central banks around the world might mitigate these effects. The application of state of the art econometric, mathematical, statistical and machine-learning approaches to these broad issue areas is encouraged, as is the utilisation of both theoretical and empirical methods. In light of the COVID-19 epidemic, supply chain issues, and Ukraine war policy-relevant research will be especially favoured. 

Dr. Sagarika Mishra
Guest Editor

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • Ukraine war
  • inflation
  • interest rate
  • supply chain
  • pandemic
  • fiscal stimulus
  • idiosyncratic volatility
  • stock liquidity
  • systematic risk
  • climate change

Published Papers (1 paper)

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Research

18 pages, 2877 KiB  
Article
Effects of Crude Oil Price Shocks on Stock Markets and Currency Exchange Rates in the Context of Russia-Ukraine Conflict: Evidence from G7 Countries
by Bhaskar Bagchi and Biswajit Paul
J. Risk Financial Manag. 2023, 16(2), 64; https://doi.org/10.3390/jrfm16020064 - 23 Jan 2023
Cited by 19 | Viewed by 13563
Abstract
The present study examines the effects of the steep surge in crude oil prices which has also been considered as an oil price shock on the stock price returns and currency exchange rates of G7 countries, namely Canada, France, Germany, Italy, Japan, the [...] Read more.
The present study examines the effects of the steep surge in crude oil prices which has also been considered as an oil price shock on the stock price returns and currency exchange rates of G7 countries, namely Canada, France, Germany, Italy, Japan, the United Kingdom (UK) and the United States (US), in the context of the Russia–Ukraine conflict. Due to the outbreak of the war, the steep surge in Brent crude oil price returns is seen as an exogenous shock to stock price returns and exchange rates during the period from 2 January 2017 to 29 June 2022. The paper applies the Fractionally Integrated GARCH (FIGARCH) model to capture the effect of the crude oil price shock and the Breakpoint unit root test to examine the structural breaks in the dataset. Structural breakpoints in the dataset for the entire stock price returns and exchange rates are observed during the period commencing from the last week of February, 2022, to the last week of March, 2022. Except for TSX, NASDAQ and USD, noteworthy long memory effects running from Brent crude oil price to all the stock price returns along with the currency exchange rates for all G7 countries were also found. Full article
(This article belongs to the Special Issue Macroeconomic Factors and Monetary Policy Analysis: A Financial Market Perspective)
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