Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697688.2015.1033447
Reference51 articles.
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2. International Asset Allocation With Regime Shifts
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5. Baig, T. and Goldfajn, I., Financial market contagion in the Asian crisis. IMF Working Paper 98/155, 1998.
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