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The Australian National University

A comparison of alternative tests of contagion with applications

Citation

Dungey, M, Fry, R, Gonzalez-Hermosillo, B et al 2005, 'A comparison of alternative tests of contagion with applications', in Mardi Dungey, Demosthenes N Tambakis (ed.), Identifying International Financial Contagion - Progress and Challenges, Oxford University Press, New York, USA, pp. 60-85.

Year

2005

Field of Research

  • Financial Economics

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