Fatal attraction : using distance to measure contagion in good times as well as bad
Year of publication: |
2007
|
---|---|
Authors: | Bayoumi, Tamim A. ; Fazio, Giorgio ; Kumar, Manmohan S. ; MacDonald, Ronald |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 16.2007, 3, p. 259-273
|
Subject: | Schwellenländer | Emerging economies | Finanzmarkt | Financial market | Ansteckungseffekt | Contagion effect | Messung | Measurement | Theorie | Theory |
-
A New Measure of Vector Dependence, with an Application to Financial Contagion
Medovikov, Ivan, (2015)
-
Portfolio Constraints and Contagion in Emerging Markets
Ilyina, A., (2013)
-
Effect of catastrophic disaster in financial market contagion
Siddikee, Md. Noman, (2017)
- More ...
-
Fatal Attraction : A New Measure of Contagion
Bayoumi, Tamim A., (2003)
-
Fatal attraction : a new measure of contagion
Bayoumi, Tamim A., (2003)
-
Fatal Attraction : A New Measure of Contagion
Bayoumi, Tamim A., (2006)
- More ...