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 11582637. - Vol. 12.2005, 3, p. 476-489
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