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Search: subject_exact:"Contagion effect"
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Joint tests of contagion with applications to financial crises
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
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2017
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Revised version
Persistent link: https://www.econbiz.de/10011746864
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2
Extremal dependence tests for contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
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2015
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Revision
Persistent link: https://www.econbiz.de/10011758209
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3
Extremal dependence and contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-ling
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2014
Persistent link: https://www.econbiz.de/10010349461
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