Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica
A recently developed methodology, based on asymptotic dependence coefficients, is proposed to detect financial market contagion. The approach, while remaining within the theoretical limits of the problem, is robust when compared against common statistical approximation criteria such as Pearson coeff...
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| Format: | Article |
| Language: | English |
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Universidad de Antioquia
2011-12-01
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| Series: | Lecturas de Economía |
| Subjects: | |
| Online Access: | http://aprendeenlinea.udea.edu.co/revistas/index.php/lecturasdeeconomia/article/view/11475/10471 |