Measuring Financial Contagion by Local Gaussian Correlation

SSRN Electronic Journal
doi 10.2139/ssrn.1687104
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

CoRisk: Measuring Contagion Risk With Correlation Network Models

2018English

Financial Institutions, Financial Contagion, and Financial Crises

IMF Working Papers
2000English

Financial Contagion in Latin America

2015English

Financial Contagion and Depositor Monitoring

Journal of Banking and Finance
EconomicsEconometricsFinance
2013English

Financial Contagion and Asset Pricing

Journal of Banking and Finance
EconomicsEconometricsFinance
2014English

Measuring Emotional Contagion in Social Media

PLoS ONE
Multidisciplinary
2015English

International Contagion Through Leveraged Financial Institutions

American Economic Journal: Macroeconomics
EconomicsEconometricsFinance
2013English

International Financial Integration and Crisis Contagion

2014English

CoRisk: Measuring Systemic Risk Through Default Probability Contagion

SSRN Electronic Journal
2016English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy