Jurkowska, Aleksandra, Oguzhan Ozcelebi, and Kamil Fijorek. “Stock Market TVP-VAR Dynamic Connectedness and VIX Shocks Spillovers: Evidence from a Sectoral Analysis of the Fragile Five”. International Entrepreneurship Review 10, no. 1 (March 28, 2024): 97–126. Accessed October 5, 2024. https://ier.uek.krakow.pl/index.php/pm/article/view/2203.