The The impact of geopolitical risk on financial assets: Evidence from time-varying parameter VAR
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DOI: https://doi.org/10.57110/vnujeb.v3i4.202Keywords:
Geopolitical risk, Time-Varying Parameter Vector Autoregression (TVP-VAR), return, waveletReferences
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Copyright (c) 2023 Nguyen Hai Nam, Do Dinh Dinh, Nguyen Thi Yen, Do Quang Vinh, Nguyen Thanh Tung

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