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Well, it would be pretty easy to come up with a lot of counterexamples, principally because neighbors are both more likely to trade with one another, and more likely to go to war with one another. Every colonial war for independence was a war between two entities that were doing a lot of trade (the purpose of the colonial system). The entire colonial empire era was based on making war to enable trade, including the various European wars in China to force them to trade more. Japan was forced to trade with the U.S. by "gunboat diplomacy". The U.S. Carter Doctrine says that we will go to war if anyone tries to prevent us trading for oil.

Of course, there are counter-arguments to each of these examples, but that's kind of the point: trade and war don't happen on a random basis, so which one is causing or preventing the other is hard to say. Nations that expect to go to war soon, start looking for other trading partners. It doesn't mean that continuing the trade would have kept the war from happening, it just means wars are usually preceded by a period of rising animosity short of war.

Plus, the Ukraine's decision to pursue EU membership did not lead to a reduction of the threat of war in the Ukraine. Quite the opposite, actually.

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