A comparison of alternative tests of contagion with applications
Year of publication: |
2005
|
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Authors: | Dungey, Mardi H. ; Fry, Renée ; González Hermosillo, Brenda ; Martin, Vance |
Published in: |
Identifying international financial contagion : progress and challenges. - Oxford [u.a.] : Oxford Univ. Press, ISBN 0-19-518718-0. - 2005, p. 60-85
|
Subject: | Währungskrise | Currency crisis | Statistischer Test | Statistical test | Internationaler Finanzmarkt | International financial market | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis |
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