The spillover effects of military spending across superpowers using the TVP - VAR approach by Duc Hong Vo, Minh Phuoc Bao Tran, Phuong Thi Ha Cao

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PARA POLİTİKASI TASARIMLARINDA FİYAT VE FİNANSAL İSTİKRAR İLİŞKİSİ: EURO ALANINDAN KANITLAR (1999:01-2020:12) by Halil İbrahim Aydın, Ömer Yalçınkaya

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Nexus of crude oil and clean energy stock indices: Evidence from time-vector-auto-regression in conjunction with conditional-autoregressive-value-at-risk by Nader Trabelsi, Aviral Kumar Tiwari, Fahmi Ghallabi, Imen Khemakhem

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Measuring the Risk Spillover Effect of RCEP Stock Markets: Evidence from the TVP-VAR Model and Transfer Entropy by Yijiang Zou, Qinghua Chen, Jihui Han, Mingzhong Xiao

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Connectedness and spillovers between African and global Islamic equities: implications for portfolio hedging and investment strategies by Andrew Phiri, Izunna Anyikwa

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Dynamic Spillovers of Economic Policy Uncertainty: A TVP-VAR Analysis of Latin American and Global EPU Indices by Nini Johana Marín-Rodríguez, Juan David González-Ruíz, Sergio Botero

Subjects: “…Time-Varying Parameter Vector Autoregressive (TVP-VAR)…”
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Jeopolitik Risk ve Belirsizlik Endeksleri ile BRICS Borsaları Arasındaki Volatilite Yayılımları by Mesut Dogan, Burhan Erdoğan

Subjects: “…zamanla-değişen parametreli vektör otoregresif (tvp-var)…”
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