Work

Extreme Contagion in Equity Markets

Year: 2004

Type: article

Source: IMF Staff Papers

DOI: 10.2307/30035880

Authors: Jorge Antonio Chan-Lau, Donald J. Mathieson, James Y. Yao

Institutions: National University of Singapore, Risk Management Institute, International Monetary Fund

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3124198545

FWCI: 5.791

Cites: 33

Cited by: 114

Related to: 10