'Some contagion, some interdependence': More pitfalls in tests of financial contagion

Giancarlo Corsetti (), Marcello Pericoli () and Massimo Sbracia ()

Journal of International Money and Finance, 2005, vol. 24, issue 8, pages 1177-1199

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Working Paper: Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion (2002)
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