@article{econhot_econhot-cited-8f96a5866db2392b, title = {Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions}, author = {Nikolaos Antonakakis and Ioannis Chatziantoniou and David Gabauer}, journal = {Journal of risk and financial management}, year = {2020}, volume = {13}, number = {4}, pages = {84}, doi = {10.3390/jrfm13040084}, url = {https://doi.org/10.3390/jrfm13040084} }