Testing for financial contagion based on a nonparametric measure of the cross-market correlation
Year of publication: |
2014
|
---|---|
Authors: | Li, Fuchun ; Zhu, Hui |
Published in: |
Review of Financial Economics. - Elsevier, ISSN 1058-3300. - Vol. 23.2014, 3, p. 141-147
|
Publisher: |
Elsevier |
Subject: | Financial contagion | Financial crisis | Nonparametric measure of the cross-market correlation | Monte Carlo simulation |
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