"Market linkages, variance spillovers, and correlation stability: Empirical ..."

Monica Billio, Massimiliano Caporin (2010)

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DOI: 10.1016/J.CSDA.2009.03.018

access: closed

type: Journal Article

metadata version: 2020-02-18

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Monica Billio, Massimiliano Caporin:
Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion. Comput. Stat. Data Anal. 54(11): 2443-2458 (2010)

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