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Measurement of contagion in banks' equity prices

Journal of International Money and Finance, 23(3): 405--459, 2004.
Authors: Reint Gropp and Gerard Moerman
URL: http://www.sciencedirect.com/science/article/B6V9S-4C47N7B-2/1/0837a7dcd8168670d1b5622139f66e00
Tags: Banking
| URL | BibTeX  
@article{Gropp2004a,
title = {Measurement of contagion in banks' equity prices},
author = {Reint Gropp and Gerard Moerman},
journal = {Journal of International Money and Finance},
month = {Apr},
number = {3},
pages = {405--459},
url = {http://www.sciencedirect.com/science/article/B6V9S-4C47N7B-2/1/0837a7dcd8168670d1b5622139f66e00},
volume = {23},
year = {2004},
keywords = {Banking }
}