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Keywords: G15
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Journal Articles
Journal:
Digital Transformation and Society
Digital Transformation and Society 1–21.
Published: 06 October 2026
... quantile Granger causality Quantile-on-quantile regression Systemic risk C32 C58 G15 University of Finance-Marketing, Vietnam Funding: This research is funded by University of Finance-Marketing, Vietnam. The Financial Stress Index (FSI) serves as a comprehensive proxy...
Includes: Supplementary data
