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

Jurkowska A., Ozcelebi O., Fijorek K.

International Entrepreneurship Review, vol.10, no.1, pp.97-126, 2024 (Peer-Reviewed Journal)

  • Publication Type: Article / Article
  • Volume: 10 Issue: 1
  • Publication Date: 2024
  • Doi Number: 10.15678/ier.2024.1001.07
  • Journal Name: International Entrepreneurship Review
  • Journal Indexes: EBSCO Education Source, Directory of Open Access Journals, Index Copernicus
  • Page Numbers: pp.97-126
  • Istanbul University Affiliated: Yes