Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach

dc.contributor.author	Kyriazis, Nikolaos
dc.contributor.author	Corbet, Shaen
dc.date.accessioned	2024-04-22T03:20:16Z
dc.date.available	2024-04-22T03:20:16Z
dc.date.issued	2024
dc.identifier.issn	0140-9883
dc.identifier.uri	https://thuvienso.hoasen.edu.vn/handle/123456789/15156
dc.description.tableofcontents	Energy Economics 131 (2024); P. 1-21 https://doi.org/10.1016/j.eneco.2024.107329	vi
dc.language.iso	en_US	vi
dc.publisher	Elsevier	vi
dc.subject	Commodities	vi
dc.subject	Cryptocurrencies	vi
dc.subject	Crisis	vi
dc.title	Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach	vi
dc.type	Article	vi