@article{publication-20167,
	author={Mazzarisi, Piero and Zaoli, Silvia and Campajola, Carlo and Lillo, Fabrizio},
	doi={10.1016/j.jedc.2020.104022},
	issn={0165-1889},
	journal={Journal of Economic Dynamics and Control},
	pages={104022-104022},
	publisher={Elsevier},
	title={Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages},
	volume=121,
	year=2020,
}