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~isPartOf:"CEPR Discussion Papers"
~subject:"autocorrelation"
~subject:"canonical correlation analysis"
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Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion
Corsetti, Giancarlo
;
Pericoli, Marcello
;
Sbracia, Massimo
-
C.E.P.R. Discussion Papers
-
2002
This Paper develops a test of contagion in financial markets based on bivariate
correlation
analysis
, which generalizes …
Persistent link: https://www.econbiz.de/10005791976
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