@article{ontheasymmetricvolatilityconnectedness,
  title = {On the Asymmetric Volatility Connectedness},
  author = {Abdulnasser Hatemi-J},
  year = {2024},
  eprint = {2404.12997},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2404.12997v2},
}