Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test

Authors

Giancarlo Corsetti
Marcello Pericoli
Massimo Sbracia

Document Type

Discussion Paper

Date of Paper

4-1-2001

Recommended Citation

Corsetti, Giancarlo; Pericoli, Marcello; and Sbracia, Massimo, "Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test" (2001). Discussion Papers. 830.
https://elischolar.library.yale.edu/egcenter-discussion-paper-series/830