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Empirical Modelling of Contagion: A Review of Methodologies


Dungey, MH and Fry, R and Gonzalez-Hermosillo, B and Martin, V, Empirical Modelling of Contagion: A Review of Methodologies, Quantitative Finance, 5, (1) pp. 9-24. ISSN 1469-7688 (2005) [Refereed Article]

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The definitive published version is available online at:

DOI: doi:10.1080/14697680500142045

Item Details

Item Type:Refereed Article
Research Division:Economics
Research Group:Applied economics
Research Field:International economics
Objective Division:Economic Framework
Objective Group:Macroeconomics
Objective Field:Monetary policy
UTAS Author:Dungey, MH (Professor Mardi Dungey)
ID Code:56994
Year Published:2005
Web of Science® Times Cited:230
Deposited By:Economics and Finance
Deposited On:2009-06-11
Last Modified:2010-05-28

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