Title: Coexceedances in Financial Markets. A Quantile Regression Analysis of Contagion.
Authors: BAUR DirkSCHULZE Niels
Citation: The Review of Financial Studies
Publication Year: 2005
JRC N°: JRC27765
URI: http://publications.jrc.ec.europa.eu/repository/handle/JRC27765
Type: Articles in Journals
Abstract: Abstract not available
JRC Institute:Institute for the Protection and Security of the Citizen

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