Empirical modelling of contagion: A review of methodologies

Quantitative Finance

Volumn 5, Issue 1, 2005, Pages 9-24

  Dungey, Mardi ^a,b   Fry, Renée ^a   González Hermosillo, Brenda ^c   Martin, Vance L ^d  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c INTERNATIONAL MONETARY FUND   (United States)

^d UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 22544487527     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1080/14697680500142045     Document Type: Review

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