Does financial stress wreak havoc on banking, insurance, oil, and gold markets? New empirics from the extended joint connectedness of TVP-VAR model
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DOI: 10.1016/j.resourpol.2022.102718
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Keywords
Financial stress; VIX; Dow Jones Industrial averages; Financial sector; Gold; Oil; Time-varying parametervector autoregression(TVP-VAR); COVID-19;All these keywords.
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