Detecting shift contagion in currency and bond markets
Year of publication: |
2002
|
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Authors: | Gravelle, Toni ; Kichian, Maral ; Morley, James C. |
Published in: |
Financial market structure and dynamics : proceedings of a conference held by the Bank of Canada, November 2001. - Ottawa, Ontario : Bank of Canada, ISBN 0-660-18819-8. - 2002, p. 85-89
|
Subject: | Contagion | comovement | Schock | Shock | Finanzmarkt | Financial market | Kointegration | Cointegration | Theorie | Theory | Finanzkrise | Financial crisis |
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