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1
Extreme Contagion in Equity Markets:
Chan-Lau, Jorge A.
;
Mathieson, Donald J.
;
Yao, James Y.
IMF Staff Papers. 51 (2004) 2 - p. 386-408 , 2004
Link:
https://www.jstor.org/stable/30035880
RT Journal T1
Extreme Contagion in Equity Markets
UL https://suche.suub.uni-bremen.de/peid=jstor-30035880&Exemplar=1&LAN=DE A1 Chan-Lau, Jorge A. A1 Mathieson, Donald J. A1 Yao, James Y. PB International Monetary Fund YR 2004 SN 1020-7635 SN 1564-5150 K1 F30 K1 G10 K1 G15 K1 C10 K1 Economics K1 Economic disciplines K1 Financial economics K1 Financial markets K1 Stock markets K1 Economic conditions K1 Economic fluctuations K1 Stock market fluctuations K1 Bear markets K1 Bull markets K1 Mathematics K1 Applied mathematics K1 Statistics K1 Applied statistics K1 Descriptive statistics K1 Correlations K1 Statistical results K1 Statistical properties K1 Statistical significance K1 Economic theory K1 Economic value theories K1 Pure mathematics K1 Probability theory K1 Random variables K1 Economic crises JF IMF Staff Papers VO 51 IS 2 SP 386 OP 408 LK http://dx.doi.org/https://www.jstor.org/stable/30035880 DO https://www.jstor.org/stable/30035880 SF ELIB - SuUB Bremen
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