Jurkowska, Aleksandra, et al. “Stock Market TVP-VAR Dynamic Connectedness and VIX Shocks Spillovers: Evidence from a Sectoral Analysis of the Fragile Five”. International Entrepreneurship Review, vol. 10, no. 1, Mar. 2024, pp. 97-126, https://doi.org/10.15678/IER.2024.1001.07.