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Keywords: R-squared based time-frequency connectedness approach
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Journal Articles
China Accounting and Finance Review (2025) 27 (5): 759–788.
Published: 30 September 2025
... in explaining the interconnectedness. Finally, the study examines portfolio diversification opportunities. Design/methodology/approach A novel R-squared based time-frequency connectedness approach is used to examine interconnectedness using data from March 14, 2018, to June 9, 2023. To compute optimal...
Includes: Supplementary data

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