Show simple item record

dc.contributor.authorDungey, Mardi
dc.contributor.authorFry, Renee
dc.contributor.authorGonzalez-Hermosillo, Brenda
dc.contributor.authorMartin, Vance L
dc.date.accessioned2010-05-28T12:12:33Z
dc.date.available2010-05-28T12:12:33Z
dc.date.issued2003-10
dc.identifier.citationJEL classification: C15, F31en
dc.identifier.urihttp://www.dspace.cam.ac.uk/handle/1810/225208
dc.description.abstractThe existing literature promotes a number of alternative methods to test for the presence of contagion during financial market crises. This paper reviews those methods and shows how they are related in a unified framework. A number of extensions are also suggested which allow for multivariate testing, endogenous issues and structural breaks.en
dc.language.isoenen
dc.publisherCFAP, Cambridge Judge Business School, University of Cambridgeen
dc.relation.ispartofseriesCFAP Working Paperen
dc.relation.ispartofseries08en
dc.subjectcontagionen
dc.subjectfinancial crisesen
dc.titleEmpirical modelling of contagion: a review of methodologiesen
dc.typeWorking Paperen
dc.type.versionpublished versionen


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record