Ribeiro, André L.P.; Hotta, Luiz K. - In: International Review of Financial Analysis 29 (2013) C, pp. 62-69
Understanding the dependence among economies is relevant to policy makers, central banks and investors in the decision-making process. One important issue for study is the existence of contagion among economies. This work considers the Canonical Model of Contagion by Pesaran and Pick (Journal of...