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.
More about this item
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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