Title:

Spillover Dynamics in DeFi, G7 Banks, and Equity Markets during Global Crises: A TVP-VAR Analysis

Authors:

Ijaz Younis (Guangzhou U)
Himani Gupta (Jagannath International Management School)
Anna Min Du (Edinburgh Napier U)
Waheed Ullah Shah (Shandong Normal U)
Waqas Hanif (COMSATS Institute of Information Technology, CEFAGE, U of Algarve, Universite Internationale de Rabat)

Journal:

Research In International Business And Finance

Year:

2024

Volume:

70

JEL codes:

G - Financial Economics
G1 - General Financial Markets
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

DOI:

10.1016/j.ribaf.2024.102405