Can the price fluctuations of Shanghai crude oil futures affect Asian financial markets? Evidence from the time and frequency dynamics analysis of spillover connectedness
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Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s10258-024-00262-9.pdf
Reference39 articles.
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4. Baruník J, Křehlík T (2018) Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*. J Financ Economet 16(2):271–296. https://doi.org/10.1093/jjfinec/nby001
5. Bouri E, Cepni O, Gabauer D, Gupta R (2021) Return connectedness across asset classes around the COVID-19 outbreak. Int Rev Financ Anal 73:101646. https://doi.org/10.1016/j.irfa.2020.101646
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