Coexceedances in financial markets—a quantile regression analysis of contagion

Dirk Baur، نويسنده , , Niels Schulze، نويسنده ,

فصلنامه با شماره پیاپی سال 2005

23

21

43

Contagion , Interdependence , Financial Crises , Coexceedances , Conditional densityestimation1566-0141/$ - see front matter D 2005 Elsevier B.V. All rights reserved.doi:10.1016/j.ememar.2004.10.001* , Quantile regression

Emerging Markets Review

2005

Emerging Markets Review

124232