A copula-based approach to financial contagion in the foreign exchange markets

International Journal of Mathematics in Operational Research

Volumn 3, Issue 6, 2011, Pages 636-657

  Jayech, Selma ^a   Zina, Naceur Ben ^a  

^a UNIVERSITY OF SFAX   (Tunisia)

Author keywords

Copulas; Spearman's p; Kendall's ; Lower tail; upper tail; financial contagion

Indexed keywords

EID: 84861404393     PISSN: 17575850     EISSN: 17575869     Source Type: Journal    
DOI: 10.1504/IJMOR.2011.043014     Document Type: Article

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