Search Results for contagion effect cross-sectoral spillover Fragile Five shock transmission TVP-VAR

Stock Market TVP-VAR Dynamic Connectedness and VIX Shocks Spillovers: Evidence from a Sectoral Analysis of the Fragile Five

Aleksandra Jurkowska, Oguzhan Ozcelebi , Kamil Fijorek

DOI: https://doi.org/10.15678/IER.2024.1001.07
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