HUGO C. WHITE; GIORGIO JOHNSTON; BRENDAN L. COHEN. Cross-Market Liquidity Stress Forecasting Using Explainable Temporal Fusion Networks Under Leakage-Safe Evaluation Protocols. Global Financial Analytics Research Review, [S. l.], v. 1, n. 1, 2026. Disponível em: https://www.gfarr.org/index.php/home/article/view/113. Acesso em: 30 jun. 2026.