Subject
Finance,Business, Management and Accounting (miscellaneous)
Reference50 articles.
1. Modeling financial contagion using mutually exciting jump processes;Ait-Sahalia;J. Financ. Econ.,2015
2. Financial market contagion in the Asian crises;Baig,1998
3. Market linkages, variance spillovers, and correlation stability: empirical evidence of financial contagion;Billio;Comput. Stat. Data Anal.,2010
4. Evidence of interdependence and contagion using a frequency domain framework;Bodart;Emerg. Mark. Rev.,2009
5. Wybrane metody badania efektów zarażania na rynkach kapitałowych;Burzala,2014
Cited by
21 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献