A comparison of alternative tests of contagion with applications
Year of publication: |
2005
|
---|---|
Authors: | Dungey, Mardi H. ; Fry, Renée ; González Hermosillo, Brenda ; Martin, Vance |
Published in: |
Identifying international financial contagion : progress and challenges. - Oxford [u.a.] : Oxford Univ. Press, ISBN 0-19-518718-0. - 2005, p. 60-85
|
Subject: | Währungskrise | Currency crisis | Statistischer Test | Statistical test | Internationaler Finanzmarkt | International financial market | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis |
-
Joint Tests of Contagion with Applications to Financial Crises
Fry-McKibbin, Renée, (2017)
-
Joint Tests of Contagion with Applications to Financial Crises
Fry-McKibbin, Renée, (2017)
-
Extreme returns in the European financial crisis
Chouliaras, Andreas, (2017)
- More ...
-
Dungey, Mardi H., (2003)
-
International contagion effects from the Russian crisis and the LTCM near-collapse
Dungey, Mardi H., (2002)
-
Characterizing global investors' risk appetite for emerging market debt during financial crises
Dungey, Mardi H., (2003)
- More ...