Volatility Spillovers Among EAGLE Economies: Insights from Frequency-Based TVP-VAR Connectedness

This study aims to reveal the network connectedness between the volatilities of Emerging and Growth-Leading Economies (EAGLEs) stock exchanges with the frequency-based TVP-VAR connectedness approach. Connectedness results were obtained in short (1–5 days) and long (5-inf) period frequencies among th...

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Bibliographic Details
Published in:	Mathematics
Main Authors:	Yakup Ari, Hakan Kurt, Harun Uçak
Format:	Article
Language:	English
Published:	MDPI AG 2025-04-01
Subjects:	EAGLEs countries frequency connectedness pairwise connectedness portfolio diversification TVP-VAR
Online Access:	https://www.mdpi.com/2227-7390/13/8/1256

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