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Keywords: VAR model
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Journal Articles
Journal of Capital Markets Studies (2025) 9 (1): 28–57.
Published: 02 June 2025
... 2002 to 2024, covering the Dot-com bubble, the 2008 Global Financial Crisis and the COVID-19 pandemic. A vector autoregression (VAR) model is employed to examine the dynamics of spillover transmission and the resilience of markets across developed, emerging and developing economies. Findings During...

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