Extreme Contagion in Equity Markets
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- Mr. James Y. Yao & Mr. Jorge A Chan-Lau & Mr. Donald J Mathieson, 2002. "Extreme Contagion in Equity Markets," IMF Working Papers 2002/098, International Monetary Fund.
References listed on IDEAS
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JEL classification:
- F30 - International Economics - - International Finance - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
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