Correlation analysis of financial contagion
Subtitle: what one should know before running a test
By: by G. Corsetti, M. Pericoli and M. Sbracia.
Contributors: Pericoli, M.; Sbracia, M.; Banca d'Italia. Servizio studi
Series: Temi di discussione -- 408
Publisher: Banca d'Italia
Published: 2001
Place of publication: [Roma]
Language: eng
Number of pages: 47
Subjects: Contagion (Social psychology) -- Econometric models.; Contagion (Finance) -- Econometric models; Financial crises -- Econometric models.; Financial crises -- Hong Kong.
Genres: Econometric models.; Econometric models
Notes: Cover title.

"June 2001."

Includes bibliographical references (p. [46]-47).