Keywords: Dynamic connectedness approach
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Journal Articles
Review of Behavioral Finance (2024) 16 (2): 360–377.
Published: 19 September 2023
...Sarra Gouta; Houda BenMabrouk Purpose This study aims at exploring the nexus between herding behavior and the spillover effect in G7 and BRICS stock markets. Design/methodology/approach The authors used the dynamic connectedness approach TVP-VAR model of Antonakakis et al. (2019) to capture...

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