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A Comparison of Alternative Tests of Contagion with Applications


Dungey, MH and Fry, R and Gonzalez-Hermosillo, B and Martin, V, A Comparison of Alternative Tests of Contagion with Applications, Identifying International Financial Contagion: Progress and Challenges, Oxford University Press, M Dungey and D Tambakis (ed), New York, pp. 60-85. ISBN 978-0-19-518-718-2 (2005) [Research Book Chapter]

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Item Details

Item Type:Research Book Chapter
Research Division:Commerce, Management, Tourism and Services
Research Group:Banking, finance and investment
Research Field:Financial econometrics
Objective Division:Economic Framework
Objective Group:Macroeconomics
Objective Field:Monetary policy
UTAS Author:Dungey, MH (Professor Mardi Dungey)
ID Code:57140
Year Published:2005
Deposited By:Economics and Finance
Deposited On:2009-06-18
Last Modified:2012-05-15
Downloads:15 View Download Statistics

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