Work

Financial contagion and asset pricing

Year: 2014

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2014.05.002

Authors: Renée Fry-McKibbin, Vance L. Martin, Chrismin Tang

Institutions: Australian National University, The University of Melbourne, La Trobe University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Australian Research Council

Award: Higher order moment contagion testing: implications of the US subprime mortgage crisis for Australia

OpenAlex ID: W3122817566

FWCI: 7.923

Cites: 30

Cited by: 56

Related to: 10