Title of article
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion
Author/Authors
Bertrand Candelon، نويسنده , , Alain Hecq، نويسنده , , Willem F.C. Verschoor، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
18
From page
1317
To page
1334
Keywords
shocks , Common cycles , Robust tests , Shift-contagion , GARCH , Co-movements
Journal title
Journal of International Money and Finance
Serial Year
2005
Journal title
Journal of International Money and Finance
Record number
191500
Link To Document