Analysing interconnectivity among economies

Emerging Markets Review

Volumn 12, Issue 4, 2011, Pages 432-442

  Wong, Alfred Y T ^a   Fong, Tom Pak Wing ^a  

^a HONG KONG MONETARY AUTHORITY   (Hong Kong)

Author keywords

Asia Pacific; Contagion; Credit risk; Financial integration; Interconnectivity; Quantile regression; Sovereign risk; Spillover; Systemic risk; Tail risk; Value at risk

Indexed keywords

EID: 80051649847     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ememar.2011.06.004     Document Type: Article

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