Keywords: Systemic risk
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Journal Articles
Studies in Economics and Finance 1–22.
Published: 26 August 2026
... how systemic risk propagates during both financial and non-financial global crises. Design/methodology/approach The analysis uses a Time-Varying Parameter Vector Autoregressive (TVP-VAR) framework. This methodology allows for the capture of evolving connectedness patterns and shifts in spillover...
Includes: Supplementary data
Journal Articles

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