Tail risk spillovers in the stock and forex markets at the major emergencies: Evidence from the G20 countries
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DOI: 10.1016/j.irfa.2024.103712
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More about this item
Keywords
Tail risk spillovers; Connectedness; G20 countries; Stock and forex markets; Tail-event driven network (TENET);All these keywords.
JEL classification:
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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