Naifar, Nader - In: Risks : open access journal 13 (2025) 8, pp. 1-17
(MKR)). Using the Extended Joint Connectedness Approach within a Time-Varying Parameter VAR framework, the analysis …, contrary to their perceived dominance. These systemic roles were further translated into portfolio design, where connectedness …-aware strategies, particularly the Minimum Connectedness Portfolio, demonstrated superior performance relative to traditional variance …