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Title
Essays on financial contagion - TDX:1309
PublisherUniversitat Rovira i Virgili
Languageeng
SourceTDX (Tesis Doctorals en Xarxa)
Date2013-12-05
AuthorUrbina Calero, Jilber Andrés
Formatapplication/pdf
Format125 p.
Keywordsstock markets
KeywordsR
Keywordsconditional correlations
KeywordsDCC
KeywordsMIDAS
KeywordsVAR
KeywordsInterdependence
KeywordsContagion
Subject336 - Finances. Banca. Moneda. Borsa
Subject33 - Economia
Subject311 - Estadística
Departament/Institute Departament d'Economia
Departament/InstituteUniversitat Rovira i Virgili.
DirectorAslanidis, Nektarios
DirectorMartínez Ibáñez, Oscar
TitleEssays on financial contagion
Identifierhttp://hdl.handle.net/10803/129156
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