Polat, Onur - In: Financial innovation : FIN 10 (2024), pp. 1-27
This study examines the time-varying asymmetric interlinkages between nine US sectoral returns from January 2020 to January 2023. To this end, we used the time varying parameter vector autoregression (TVP-VAR) asymmetric connectedness approach of Adekoya et al. (Resour Policy 77:102728, 2022a,...
