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Fatal attraction: Using distance to measure contagion in good times as well as bad

Review of Financial Economics, 16(3): 259--273, 2007.
Authors: Tamim Bayoumi and Giorgio Fazio and Manmohan Kumar and Ronald MacDonald
URL: http://www.sciencedirect.com/science/article/B6W61-4MYMG17-1/1/4edf9dd86984539947882b4d9b1a7e35
Tags: Contagion
| URL | BibTeX  
@article{Bayoumi2007,
title = {Fatal attraction: Using distance to measure contagion in good times as well as bad},
author = {Tamim Bayoumi and Giorgio Fazio and Manmohan Kumar and Ronald MacDonald},
journal = {Review of Financial Economics},
number = {3},
pages = {259--273},
url = {http://www.sciencedirect.com/science/article/B6W61-4MYMG17-1/1/4edf9dd86984539947882b4d9b1a7e35},
volume = {16},
year = {2007},
keywords = {Contagion }
}