Shift contagion in asset markets
By: by Toni Gravelle, Maral Kichian, and James Morley.
Contributors: Bank of Canada.
Series: Bank of Canada working paper -- 2003-5; Working paper (Bank of Canada) -- 2003-5.
Publisher: Bank of Canada
Published: 2003
Place of publication: Ottawa
Language: eng
Number of pages: 30
Subjects: Capital market -- Econometric models.; Financial crises -- Econometric models.; Markets.; Marché financier -- Modèles économétriques.; Crises financières -- Modèles économétriques.; Marchés (Économie politique)
Notes: Distributed by the Government of Canada Depository Services Program.

Includes abstract in French.