Polat, Onur - In: Borsa Istanbul Review 22 (2022) 3, pp. 441-451
connectedness methodologies with data from January 1, 1999, to January 25, 2021. We use the daily Composite Indicator of Systemic … connectedness between the series by employing two pioneering approaches. Additionally, we estimate the short-, medium-, and long …-cycle connectedness of systemic risk over the study period that covers three financial burst periods: the global financial crisis (GFC …