Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach
Author:
Kyriazis, Nikolaos; Corbet, Shaen
Date:
2024
Publisher:
Elsevier
Subject:
Commodities; Cryptocurrencies; Crisis
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Filename: 2024. Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events-A Quantile-VAR approach.pdf