Cappiello, Lorenzo (contributor); Gérard, Bruno (contributor) - 2005
conditional probability 12
4 Measuring contagion 15
5 Data 18
6 Empirical results: an application to
Latin America 20
6.1 Economic …
toolbox of practitioners, researchers and policy makers alike. Nevertheless, measuring
codependences across financial markets … likelihood that financial crises
spread over from one country to another. Policy intervention would have different scope …