Testing for contagion : a conditional correlation analysis
Year of publication: |
2005
|
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Authors: | Caporale, Guglielmo Maria ; Cipollini, Andrea ; Spagnolo, Nicola |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 12.2005, 3, p. 476-489
|
Subject: | Spillover-Effekt | Spillover effect | Theorie | Theory | Ostasien | East Asia | Finanzkrise | Financial crisis | Korrelation | Correlation | 1990-1998 |
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