The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach (Q321012)
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scientific article; zbMATH DE number 6635804
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| English | The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach |
scientific article; zbMATH DE number 6635804 |
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The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach (English)
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7 October 2016
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2011 stock market crash
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financial contagion
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transmission channels
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copula functions
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directed acyclic graph
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0.87603414
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0.8622931
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0.81548095
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