Aloui, Riadh; Aissa, Mohamed Safouane Ben; Duc, Khuong … - Development and Policies Research Center (Depocen) - 2010
The paper examines the extent of the current global crisis and the contagion e¤ects it induces by conducting an empirical investigation of the extreme ?nancial interde-pendences of some selected emerging markets with the US. Several copula functions that provide the necessary ?exibility to...