𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Contagion in international financial markets: A recursive cointegration approach

✍ Scribed by Yunus, Nafeesa

Book ID
120595179
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
678 KB
Volume
23
Category
Article
ISSN
1042-444X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Spatial contagion between financial mark
Spatial contagion between financial markets: a copula-based approach
✍ Fabrizio Durante; Piotr Jaworski πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 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