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Testing for contagion: the impact of US structured markets on international financial markets

In: Handbook of Research Methods and Applications in Empirical Finance

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  • Woon Sau Leung
  • Nicholas Taylor

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This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples.

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  • Woon Sau Leung & Nicholas Taylor, 2013. "Testing for contagion: the impact of US structured markets on international financial markets," Chapters,in: Handbook of Research Methods and Applications in Empirical Finance, chapter 11, pages 256-284 Edward Elgar Publishing.
  • Handle: RePEc:elg:eechap:14545_11
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    1. Dieter Smeets, 2016. "Financial Contagion During the European Sovereign Debt Crisis," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 4(2), pages 46-59, April.

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