JIANG, Zuo. Market Risk Modeling and Stress Testing: Volatility Spillover, Asymmetric Leverage Effect and Two-Stage GARCH-DID Empirical Framework . Finance & Economics, [S. l.], v. 4, n. 5, p. 11312, 2026. DOI: 10.61173/fe11312. Disponível em: https://fe.deanfrancis.press/article/view/1213. Acesso em: 22 oct. 2026.