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The Australian National University

More Confusion in Contagion Tests: The Effects of a Crisis Sourced in US Credit Markets

Citation

Dungey, M & Fry, R 2009, 'More Confusion in Contagion Tests: The Effects of a Crisis Sourced in US Credit Markets', Journal of Economic Asymmetries, vol. 6, no. 3, pp. 41-70.

Year

2009

Fields of Research

  • International Economics And International Finance
  • Financial Economics
  • Time Series Analysis

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