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Results for Threshold VAR

Publications & Outputs

  1. Equity Market Connectedness across Regimes of Geopolitical Risks: Historical Evidence and Theory

    Miescu, M. & Jalloul, M., 31/10/2023, In: Journal of International Money and Finance. 137, 102910.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  2. Equity Market Connectedness across Regimes of Geopolitical Risks: Historical Evidence and Theory

    Jalloul, M. & Miescu, M., 1/04/2021, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper