مرکز منطقه ای اطلاع رساني علوم و فناوري - ‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion

Title of article :

‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion

Author/Authors :

Giancarlo Corsetti، نويسنده , , Marcello Pericoli، نويسنده , , Massimo Sbracia، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

1177

To page :

1199

Keywords :

Contagion , Financial crisis , Correlation analysis , Factor model

Journal title :

Journal of International Money and Finance

Serial Year :

2005

Journal title :

Journal of International Money and Finance

Record number :

191493

Link To Document :