Correlation Analysis of Financial Contagion

Giancarlo Corsetti A · Marcello Pericoli · Massimo Sbracia

37 citations0/0 files stored

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Global Financial Crisis and Policies Complex Systems and Time Series Analysis

Abstract

This chapter contains sections titled: Introduction Stylized Facts Correlation Analysis of Contagion: Theory and an Application Conclusion Notes About the Authors

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 37 citations exist upstream.

References

1990Transmission of Volatility between Stock Markets 1989Transmission of Volatility Between Stock Markets 1996Contagious Currency Crises: First Tests 2005‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion 2003A Primer on Financial Contagion 2009Anticipating Correlations: A New Paradigm for Risk Management

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.