Spatial contagion between financial mark
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Fabrizio Durante; Piotr Jaworski
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Article
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2009
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John Wiley and Sons
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English
โ 333 KB
## Abstract A method is proposed for defining and investigating spatial contagion between two financial markets __X__ and __Y__ by using the information contained in their copula. A practical illustration of the introduced method is also given by examining the presence of contagion among two Europe