Financial contagion: A local correlation analysis-Reference-Cited by-同舟云学术

Financial contagion: A local correlation analysis

Published:2011-01 Issue:1 Volume:25 Page:11-25
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Inci A. Can,Li H.C.,McCarthy Joseph

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference35 articles.

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2. Standard & Poor's 500 stock price index futures;Anon.,2009

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4. Boyer, B., Gibson, M., Loretan, M., 1999. Pitfalls in tests for changes in correlations, technical reports. Working Paper. Board of Governors of the Federal Reserve System.

5. Framework for analyzing spatial contagion between financial markets;Bradley;Finance Lett.,2004

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