The Asian crisis contagion: A dynamic correlation approach analysis

Panoeconomicus

Volumn 56, Issue 2, 2009, Pages 241-260

  Essaadi, Essahbi ^a   Jouini, Jamel ^b,c   Khallouli, Wajih ^d  

^a GATE Lyon Saint Etienne   (France)

^b UNIVERSITY OF CARTHAGE   (Tunisia)

^c Centre National de la Recherche Scientifique   (France)

^d UNIVERSITY OF TUNIS   (Tunisia)

Author keywords

Sequential selection procedure; Shift contagion; Time varying correlation

Indexed keywords

EID: 77953527110     PISSN: 1452595X     EISSN: None     Source Type: Journal    
DOI: 10.2298/PAN0902241E     Document Type: Article

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