Work

Unobservable shocks as carriers of contagion

Year: 2009

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2009.11.006

Authors: Mardi Dungey, George Milunovich, Susan Thorp

Institutions: University of Tasmania, University of Cambridge, Macquarie University, University of Technology Sydney

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2094639834

FWCI: 7.56

Cites: 58

Cited by: 74

Related to: 10