Unveiling Investor-Induced Channels of Financial Contagion in the 2008 Financial Crisis Using Copulas

AuthID
P-00K-8TT
3
Author(s)
Horta, P
·
Document Type
Article
Year published
2016
Published
in QUANTITATIVE FINANCE, ISSN: 1469-7688
Volume: 16, Issue: 4, Pages: 625-637 (13)
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Publication Identifiers
Scopus: 2-s2.0-84961212935
Wos: WOS:000371695500002
Source Identifiers
ISSN: 1469-7688
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