Pages that link to "Item:Q5234306"
From MaRDI portal
The following pages link to Joint tests of contagion with applications (Q5234306):
Displaying 9 items.
- A model-free test for contagion between crude oil and stock markets (Q500512) (← links)
- Econometric issues in the analysis of contagion (Q1017035) (← links)
- Contagion in eurozone sovereign bond markets? The good, the bad and the ugly (Q1668236) (← links)
- Multi-feature evaluation of financial contagion (Q2103926) (← links)
- Contagion and global financial crises: lessons from nine crisis episodes (Q2416080) (← links)
- A New Class of Tests of Contagion With Applications (Q5392718) (← links)
- A Hypothesis Test for the End of a Common Source Outbreak (Q5473207) (← links)
- Co-movements, option pricing and risk management: an application to WTI versus Brent spread options (Q6549622) (← links)
- A contagion test with unspecified heteroscedastic errors (Q6558558) (← links)