Measuring financial contagion: A Copula approach

Journal of Empirical Finance

Volumn 14, Issue 3, 2007, Pages 401-423

  Rodriguez, Juan Carlos ^a  

^a TILBURG UNIVERSITY   (Netherlands)

Author keywords

Contagion; Copulas; Financial crises

Indexed keywords

EID: 34247183283     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2006.07.002     Document Type: Article

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