Measuring Financial Contagion by Local Gaussian Correlation
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More about this item
Keywords
Financial Contagion; Crisis; Gaussian Correlation;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2010-10-16 (Banking)
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