Testing for contagion: a conditional correlation analysis

Guglielmo Maria Caporale, Andrea Cipollini and Nicola Spagnolo

Journal of Empirical Finance, 2005, vol. 12, issue 3, 476-489

Date: 2005
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (164)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0927-5398(04)00091-X
Full text for ScienceDirect subscribers only

Related works:
Working Paper: TESTING FOR CONTAGION: A CONDITIONAL CORRELATION ANALYSIS (2004)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:12:y:2005:i:3:p:476-489

Access Statistics for this article

Journal of Empirical Finance is currently edited by R. T. Baillie, F. C. Palm, Th. J. Vermaelen and C. C. P. Wolff

More articles in Journal of Empirical Finance from Elsevier
Bibliographic data for series maintained by Catherine Liu ().