Largest war in Europe since 1945. Energy and food shock; ruble collapses then recovers via capital controls; bund yields fall then surge on inflation.
Pre/post market reaction
| Window | UA 10Y Δ | DE 10Y Δ | Spread Δ |
|---|---|---|---|
| 1d | 0.00pp | 0.00pp | 0.00pp |
| 1w | +1.67pp | +0.16pp | +1.51pp |
| 1m | +1.67pp | +0.16pp | +1.51pp |
| 3m | +5.67pp | +0.72pp | +4.95pp |
Yields at monthly resolution; sub-month windows interpolated. pp = percentage points.
Localised yield rise with global risk-off tone.
Inference scores
Post-event stress amplifies beyond pre-event move on a crisis backdrop.
Abnormal yield move before the event (90d proxy).
Abnormal yield move after the event (1m / 3m).
Lead/lag band: reactive.
Post-event move beyond pre, on a crisis backdrop.
Severity × benchmark coverage × data coverage.
v1 scores use a simple factor model on monthly yields. See docs/METHODOLOGY.md.
AI Inference
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