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On the epidemic of financial crises

Published:2013-12-17 Issue:3 Volume:177 Page:697-723
ISSN:0964-1998
Container-title:Journal of the Royal Statistical Society: Series A (Statistics in Society)
language:en
Short-container-title:

Author:

Demiris Nikolaos¹,Kypraios Theodore²,Vanessa Smith L.³

Affiliation:

1. Athens University of Economics and Business; Greece

2. University of Nottingham; UK

3. University of Cambridge; UK

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/rssa.12044/fullpdf

Reference72 articles.

1. A___t-Sahalia , Y. Cacho-Diaz , J. A. Laeven , R. J. A. 2010 Modeling financial contagion using mutually exciting processes Working Paper 15850 National Bureau of Economic Research Cambridge

2. Financial contagion;Allen;J. Polit. Econ.,2000

3. Anderson , R. M. May , R. M. 1982 Population biology of infectious diseases Report of the Dahlem Workshop, Berlin, 14th-19th March 1982 Berlin Springer

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