A New Class of Tests of Contagion With Applications

By Renée Fry, Vance L. Martin, Chrismin Tang. 2008

186 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/820b1287982a970acf0f8b192c4060f493f27a6d

Citations in the corpus

• Interconnectedness in the global financial market (2017, unknown): “A wide range of methods has been applied, among these unit root and cointegration tests, vector autoregression models, correlation-based tests (Forbes and Rigobon, 2002; Fry et al., 2010), causality tests (Billio et al.”