Evidence of interdependence and contagion using a frequency domain framework

Emerging Markets Review

Volumn 10, Issue 2, 2009, Pages 140-150

  Bodart, Vincent ^a   Candelon, Bertrand ^b  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

Causality test; Contagion; Financial crisis; Frequency domain

Indexed keywords

EID: 67349278101     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ememar.2008.11.003     Document Type: Article

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