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.
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.