Measuring Financial Contagion with Extreme Coexceedances
Year of publication: |
2012-09
|
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Authors: | Thomadakis, Apostolos |
Institutions: | School of Economics, University of Surrey |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 1112 54 pages |
Classification: | C25 - Discrete Regression and Qualitative Choice Models ; G15 - International Financial Markets ; F36 - Financial Aspects of Economic Integration ; E44 - Financial Markets and the Macroeconomy |
Source: |
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