The Impact of Russia-Ukraine War on the Volatility Connectedness between Commodities and Financial Assets: An Asymmetric GARCH and Tvp-Var Approach

Autor:	Imen Khemakhem, Slah Bahloul, Houssam Bouzgarrou
Rok vydání:	2023
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::08c468c7e87bf258fc85a4986d7e36c2 https://doi.org/10.2139/ssrn.4415634 Zobrazit plný text záznamu