Detecting Financial Contgaion: find different empirical methods to test for contagion in stock markets such as coefficient correlation and DCC GARCH and other methods and compare them/ find the pros and cons of them and authors that disagree and agree with the methods.

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Detecting Financial Contgaion

Find different empirical methods to test for contagion in stock markets such as coefficient correlation and DCC GARCH and other methods and compare them/ find the pros and cons of them and authors that disagree and agree with the methods.