Milyen hatása van az orosz-ukrán háborúnak a globális tőzsdei szektorra 2022-ben?
Absztrakt
Oroszország Ukrajna elleni agressziós háborúja világszerte átrendeződéseket eredményezett a részvénybefektetések terén. Az összesített portfóliókat globálisan módosították. Számos veszteség, de nyereség is előfordult. Ez a cikk az orosz háború globális részvénypiacokra gyakorolt hatását elemzi. Ezzel szeretnénk választ adni a következő kérdésekre: milyen hatással volt az orosz háború a világ legnagyobb vállalataira, és milyen elvárásai vannak a befektetőknek a különböző részvénypiaci szektorokban működő üzleti modellek fejlődésével kapcsolatban. Más tanulmányokban a főbb részvénypiaci indexek elemzése mellett mi a különböző piaci szektorokra gyakorolt hatásra összpontosítunk. Ez azért fontos, mert a szektorindexeket specifikus részvénystratégiák alkalmazására és az adott szektorhoz tartozó egyedi részvények kockázatának fedezésére használják. Eseményvizsgálatot végezve elemeztük az MSCI World 11 különböző szektorindexének rendkívüli hozamait és kumulált rendkívüli hozamait. Az adatok azt mutatják, hogy február 24-én, az orosz támadás kezdetén, szinte minden szektor negatív rendkívüli hozamokat mutatott. A fejlemények a következő napokban szektoronként különböző módon alakultak. A kumulált rendkívüli hozamok elemzése megmutatja, hogy a rendkívüli hozamok mennyire fenntarthatók.
Hivatkozások
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