Cross-Asset Correlation Shifts in Crisis Periods: A Framework for Portfolio Hedging. Journal of Data Analysis and Critical Management, [S. l.], v. 1, n. 01, p. 40–51, 2025. DOI: 10.64235/abgwyh50. Disponível em: https://jdacm.com/index.php/jdacm/article/view/58. Acesso em: 30 nov. 2025.