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Liew, Ping-Xin and Lim, Kian-Ping and Goh, Kim-Leng (2022) The dynamics and determinants of liquidity connectedness across financial asset markets. International Review of Economics & Finance, 77. pp. 341-358. ISSN 1059-0560, DOI https://doi.org/10.1016/j.iref.2021.10.003.