Jayech, Selma; Zina, Naceur Ben - In: International Journal of Data Analysis Techniques and … 4 (2012) 2, pp. 154-180
The US financial crisis has underlined the fact that markets tend to be more dependent during the crisis than they are during the pre-crisis periods. This situation is usually referred to as contagion, a notion which has recently attracted the attention of several researchers working on finance...
