Unravelling financial market linkages during crises
AuthorDungey, M; Martin, VL
Source TitleJournal of Applied Econometrics
PublisherJOHN WILEY & SONS LTD
University of Melbourne Author/sMartin, Vance
AffiliationEconomics & Commerce - Economics
Document TypeJournal Article
CitationsDungey, M. & Martin, V. L. (2007). Unravelling financial market linkages during crises. JOURNAL OF APPLIED ECONOMETRICS, 22 (1), pp.89-119. https://doi.org/10.1002/jae.936.
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C1 - Refereed Journal Article
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