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

Journal of International Money and Finance

Volumn 24, Issue 8, 2005, Pages 1177-1199

  Corsetti, Giancarlo ^a   Pericoli, Marcello ^b   Sbracia, Massimo ^b  

^a EUROPEAN UNIVERSITY INSTITUTE   (Italy)

^b BANK OF ITALY   (Italy)

Author keywords

Contagion; Correlation analysis; Factor model; Financial crisis

Indexed keywords

EID: 29544440587     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2005.08.012     Document Type: Article

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