Testing for contagion - Mean and volatility contagion

Journal of Multinational Financial Management

Volumn 13, Issue 4-5, 2003, Pages 405-422

  Baur, Dirk ^a  

^a UNIVERSITY OF TÜBINGEN   (Germany)

Author keywords

Comovement; Contagion; Correlation; Spillover

Indexed keywords

EID: 0041709259     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-444X(03)00018-5     Document Type: Article

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