-RQ1 Are collateralized loan obligations (CLOs) interconnected with other major financial assets such as stocks, bonds, crude oil, commodities, gold, bitcoin, shipping and real estate? If so, to what degree?
-RQ2 Has dynamic connectedness strengthened during periods of stress?
-RQ3 What diversification advantages do CLOs provide when combined in an investment portfolio with traditional assets?
-RQ4 How did the hedging ability of CLOs fluctuate during different subperiods defined by the most massive exogenous shocks taking place in the economic landscape?

link: The dynamic connectedness between collateralized loan obligations and major asset classes: a TVP-VAR approach and portfolio hedging strategies for investors | Empirical Economics (springer.com)