Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?
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- Riadh Aloui & Mohamed Safouane Ben Aissa & Khuong Nguyen Duc, 2010. "Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure," Working Papers 15, Development and Policies Research Center (DEPOCEN), Vietnam.
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More about this item
KeywordsExtreme comovements Copula approach BRIC emerging markets Global financial crisis;
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G01 - Financial Economics - - General - - - Financial Crises
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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