Contagion Between the Financial Sphere and the Real Economy. Parametric and non Parametric Tools: A Comparison

The aim of this chapter is to dsicuss the contagionbetween the financial sphere and the real sphere. We define the concept of contagion, then we introduce some parametric models used to detect the contagion phenomenum, then we introduce some non-parametric tools focusing on copulas. Interdependence between national economies is investigated through these tools. Finally we investigate the interdependence between the financial and the real spheres.

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Year of publication:	2011
Authors:	Guegan, Dominique
Institutions:	HAL
Subject:	Contagion \| Setar \| markov switching \| Copulas \| real sphere \| financial sphere

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Extent:	application/pdf
Series:	Post-Print.
Type of publication:	Book / Working Paper
Notes:	View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00185373 Published, Progress in financial market research, NOVA publishers (Ed.), 2011, 233-254
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010750578