Browsing by Author "Fry, Renee"

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Browsing by Author "Fry, Renee"

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  • Baur, Dirk; Fry, Renee (Elsevier BV, 2009)
    This paper proposes a multivariate test to measure the statistical and economic significance of contagion through analysis of extreme unobserved common shocks. Contagious episodes are endogenously determined with no need, ...