Contagion Between the Financial Sphere and the Real Economy. Parametric and non Parametric Tools: A Comparison
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References listed on IDEAS
- Avouyi-Dovi, S. & Guégan, D. & Ladoucette, S., 2002. "What is the Best Approach to Measure the Interdependence between Different Markets?," Working papers 95, Banque de France.
- Neftci, Salih N, 1984. "Are Economic Time Series Asymmetric over the Business Cycle?," Journal of Political Economy, University of Chicago Press, vol. 92(2), pages 307-328, April.
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Keywordsfinancial sphere; real sphere; Copulas; markov switching; Setar; Contagion;
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