Extreme contagion in equity markets
By: Jorge A. Chan-Lau, Donald J. Mathieson, and James Y. Yao.
Contributors: Mathieson, Donald J.; Yao, James Y.; International Monetary Fund. International Capital Markets Dept.
Series: IMF working paper -- WP/02/98
Publisher: International Monetary Fund, International Capital Markets Department
Published: 2002
Place of publication: [Washington, D.C.]
Language: eng
Number of pages: 24
Subjects: Contagion (Social psychology) -- Econometric models.; Rate of return -- Econometric models.
Genres: Econometric models.
Notes: Cover title.

"May 2002"--P. [1].

Includes bibliographical references (p. 23-24).

Also available on the World Wide Web.