Empirical modelling of contagion: a review of methodologies

Author: Dungey Mardi   Fry Renée   González-Hermosillo Brenda   Martin Vance L.  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.5, Iss.1, 2005-02, pp. : 9-24

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Abstract