An empirical study to identify shift contagion during the Asian crisis
Date
2006Dewey
Economie financièreSujet
Granger causality; Shift ContagionJEL code
G.G1.G15; F.F3.F30; C.C3.C32Journal issue
Journal of International Financial Markets, Institutions and MoneyVolume
16Number
5Publication date
2006Article pages
468–479Publisher
Haworth PressCollections
Metadata
Show full item recordAuthor
Marais, Elise
1719 Centre d'économie et de finances internationales [CEFI]
Bates, Samuel
32566 Centre de Recherche en Economie, Gestion, Modélisation et Informatique Appliquée [CEREGMIA]