Pages that link to "Item:Q5001158"
From MaRDI portal
The following pages link to Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas (Q5001158):
Displaying 4 items.
- The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach (Q321012) (← links)
- Choice of Copulas in Explaining Stock Market Contagion (Q2950562) (← links)
- Spatial contagion between financial markets: a copula-based approach (Q3103168) (← links)
- The shifting dependence dynamics between the G7 stock markets (Q4554463) (← links)