Spatial contagion between financial markets: a copula-based approach (Q3103168)
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scientific article; zbMATH DE number 5981214
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| English | Spatial contagion between financial markets: a copula-based approach |
scientific article; zbMATH DE number 5981214 |
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Spatial contagion between financial markets: a copula-based approach (English)
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26 November 2011
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bootstrapping
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copula
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financial contagion
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Spearman's correlation
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tail dependence
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0.93351215
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0.9053267
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0.87360835
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0.87246114
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0.87238497
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0.87069595
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