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Spillover effects in the presence of structural breaks, per..:

Souza, F. M ; Ramser, Claudia Aline De Souza ; Souza, Adriano Mendonça.
Souza, F. M., Ramser, C. A., Souza, A. M. & Veiga, C. P. (2023). Spillover effects in the presence of structural breaks, persistence and conditioned heteroscedasticity, Annals of Financial Economics (AFE), 18(02), 1-51.  , 2024