Testing for contagion: a conditional correlation analysis
Authors:
- Guglielmo Maria CaporaleGCGuglielmo Maria Caporale
- Andrea CipolliniACAndrea Cipollini
- Nicola SpagnoloNSNicola Spagnolo
- 1 June 2005
- journal article
- Published by Elsevier in Journal of Empirical Finance
- Vol. 12 (3) , 476-489
Abstract
No abstract availableKeywords
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