Date: 2013-12-05

Departament/Institute: Departament d'Economia Universitat Rovira i Virgili.

Language: eng

Identifier: http://hdl.handle.net/10803/129156

Source: TDX (Tesis Doctorals en Xarxa)

Author: Urbina Calero, Jilber Andrés

Director: Aslanidis, Nektarios Martínez Ibáñez, Oscar

Format: application/pdf 125 p.

Publisher: Universitat Rovira i Virgili

Keywords: stock markets R conditional correlations DCC MIDAS VAR Interdependence Contagion

Title: Essays on financial contagion

Subject: 336 - Finances. Banca. Moneda. Borsa 33 - Economia 311 - Estadística