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Measuring financial contagion: A Copula approach

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  • Rodriguez, Juan Carlos

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  • Rodriguez, Juan Carlos, 2007. "Measuring financial contagion: A Copula approach," Journal of Empirical Finance, Elsevier, vol. 14(3), pages 401-423, June.
  • Handle: RePEc:eee:empfin:v:14:y:2007:i:3:p:401-423
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