Extreme Contagion in Equity Markets

Jorge Chan-Lau, Donald J. Mathieson and James Y. Yao
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Donald J. Mathieson: International Monetary Fund
James Y. Yao: International Monetary Fund

IMF Staff Papers, 2004, vol. 51, issue 2, 8

JEL-codes: C10 F30 G10 G15 (search for similar items in EconPapers)
Date: 2004
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Working Paper: Extreme Contagion in Equity Markets (2002)
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