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Keywords: Dynamic spillover effect
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Journal Articles
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2025) 42 (4): 836–864.
Published: 05 May 2025
...Salha Ben Salem; Olfa El Aoun Purpose This study aims to investigate the dynamic spillover effects of banking indices returns across G7 and BRICS economies, focusing on the period of crisis events such as the COVID-19 pandemic and the Ukraine–Russia war. This paper provides significant policy...
