| dc.creator | Dungey, Mardi | |
| dc.creator | Fry, Renee | |
| dc.creator | Gonzalez-Hermosillo, Brenda | |
| dc.creator | Martin, Vance L | |
| dc.date.accessioned | 2018-11-24T13:10:43Z | |
| dc.date.available | 2010-05-28T12:12:33Z | |
| dc.date.available | 2018-11-24T13:10:43Z | |
| dc.date.issued | 2003-10 | |
| dc.identifier | http://www.dspace.cam.ac.uk/handle/1810/225208 | |
| dc.identifier.uri | http://repository.aust.edu.ng/xmlui/handle/123456789/2823 | |
| dc.description.abstract | The existing literature promotes a number of alternative methods to test for the presence of contagion during financial market crises. This paper reviews those methods and shows how they are related in a unified framework. A number of extensions are also suggested which allow for multivariate testing, endogenous issues and structural breaks. | |
| dc.language | en | |
| dc.publisher | CFAP, Cambridge Judge Business School, University of Cambridge | |
| dc.subject | contagion | |
| dc.subject | financial crises | |
| dc.title | Empirical modelling of contagion: a review of methodologies | |
| dc.type | Working Paper | |
