مرکز منطقه ای اطلاع رساني علوم و فناوري - Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion

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 :

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 :