Testing for contagion: a conditional correlation analysis
| Year of publication: |
2005
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Cipollini, Andrea ; Spagnolo, Nicola |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 12.2005, 3, p. 476-489
|
| Publisher: |
Elsevier |