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Empirical Modelling of Contagion: A Review of Methodologies

journal contribution
posted on 2023-05-16, 23:40 authored by Dungey, MH, Fry, R, Gonzalez-Hermosillo, B, Martin, V
No description available

History

Publication title

Quantitative Finance

Volume

5

Pagination

9-24

ISSN

1469-7688

Department/School

TSBE

Publisher

Routledge

Place of publication

United Kingdom

Rights statement

The definitive published version is available online at: http://www.tandf.co.uk/journals

Repository Status

  • Restricted

Socio-economic Objectives

Monetary policy

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