Testing for Contagion during the Asian Crisis
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- Simone Manganelli & Lorenzo Cappiello & Bruno Gerard, 2004. "The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles," Econometric Society 2004 Latin American Meetings 77, Econometric Society.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-09-10 (All new papers)
- NEP-FMK-2001-09-10 (Financial Markets)
- NEP-IFN-2001-09-10 (International Finance)
- NEP-SEA-2001-08-30 (South East Asia)
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