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Please use this identifier to cite or link to this item:
https://bura.brunel.ac.uk/handle/2438/33981| Title: | Contemporaneous and Lagged Decomposed Connectedness: Evidence for Stock Market Indices, Thematic ETFs, Bitcoin, Brent Crude Oil and Geopolitical Risks |
| Authors: | Belhouchet, Fekria Caporale, Guglielmo Maria Gil-Alana, Luis Alberiko |
| Keywords: | .;.;.;.;.;.;, |
| Issue Date: | 2026 |
| Publisher: | Springer Nature |
| Citation: | Belhouchet, F., Caporale, G.M. and Gil-Alana, L.A. (2026) 'Contemporaneous and Lagged Decomposed Connectedness: Evidence for Stock Market Indices, Thematic ETFs, Bitcoin, Brent Crude Oil and Geopolitical Risks', Journal of Quantitative Economics, 0(accepted, in press) |
| Abstract: | ... |
| Description: | ... |
| URI: | https://bura.brunel.ac.uk/handle/2438/33981 |
| ISSN: | 0971-1554 |
| Appears in Collections: | Department of Economics, Finance and Accounting Embargoed Research Papers * |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | Embargoed until publication | 1.26 MB | Adobe PDF | View/Open |
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