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Asuman Erben Yavuz

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Open access Aug 2026

Financial stress and cross-asset market spillovers: evidence from a time-varying connectedness framework

This study investigates the time-varying interactions between financial stress and selected financial assets within the Diebold–Yilmaz connectedness framework. Using a rolling-window VAR model combined with generalized forecast error variance decompositions, the analysis examines how shock transmission mechanisms acros...

Asuman Erben Yavuz · 0 citations

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