Empirical modelling of contagion: a review of methodologies

Citation

Dungey, M, Fry, R, Gonzalez-Hermosillo, B et al 2005, 'Empirical modelling of contagion: a review of methodologies', Quantitative Finance, vol. 5, no. 1, pp. 9-24.

Year

2005

ANU Authors

Field of Research

  • International Economics And International Finance

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