articleJournal of Empirical FinanceApr 27, 2007Closed access

Measuring financial contagion: A Copula approach

JCJuan Carlos Rodríguez

Tilburg University

Indexed incrossref

Abstract

No abstract available for this paper.

Citation impact

826
total citations
FWCI
38.36
Percentile
100%
References
62
Citations per year

Authors

1

Topics & keywords

Topics
Keywords
  • Tail dependence
  • Copula (linguistics)
  • Economics
  • Financial contagion
  • Stock (firearms)
  • Financial crisis
  • Latin Americans
  • Econometrics
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