Cody Yu-Ling Hsiao

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A contagion test with unspecified heteroscedastic errors
Journal of Economic Dynamics and Control
2024-06-19Paper
A regime switching skew-normal model of contagion
Studies in Nonlinear Dynamics & Econometrics
2023-04-17Paper
Extremal dependence tests for contagion
Econometric Reviews
2022-03-09Paper
Joint tests of contagion with applications
Quantitative Finance
2019-09-26Paper
Contagion and global financial crises: lessons from nine crisis episodes
Open Economies Review
2019-05-23Paper


Research outcomes over time


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