Please use this identifier to cite or link to this item: https://bura.brunel.ac.uk/handle/2438/33981
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dc.contributor.authorBelhouchet, Fekria-
dc.contributor.authorCaporale, Guglielmo Maria-
dc.contributor.authorGil-Alana, Luis Alberiko-
dc.date.accessioned2026-10-12T14:30:07Z-
dc.date.available2026-10-12T14:30:07Z-
dc.date.issued2026-
dc.identifier.citationBelhouchet, 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)en_US
dc.identifier.issn0971-1554-
dc.identifier.urihttps://bura.brunel.ac.uk/handle/2438/33981-
dc.description...en_US
dc.description.abstract...en_US
dc.description.sponsorship...en_US
dc.format.extentpp. 1–21-
dc.format.mediumPrint-Electronic-
dc.language.isoen_USen_US
dc.publisherSpringer Natureen_US
dc.subject.en_US
dc.subject.en_US
dc.subject.en_US
dc.subject.en_US
dc.subject.en_US
dc.subject.en_US
dc.subject,en_US
dc.subject.other1402 Applied Economics-
dc.subject.other1403 Econometrics-
dc.titleContemporaneous and Lagged Decomposed Connectedness: Evidence for Stock Market Indices, Thematic ETFs, Bitcoin, Brent Crude Oil and Geopolitical Risksen_US
dc.typeArticleen_US
dc.relation.isPartOfJournal of Quantitative Economics-
pubs.issue0-
pubs.publication-statusAccepted-
pubs.volume00-
dc.identifier.eissn2364-1045-
dcterms.dateAccepted2026-10-11-
dcterms.issued2026-10-30-
dc.date.updated2026-10-11T10:54:43Z-
dc.contributor.orcidCaporale, Guglielmo Maria [0000-0002-0144-4135]-
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