Spatial contagion between financial markets: new evidence of asymmetric measures

Wafa Miled, Zied Ftiti, Jean-Michel Sahut. Spatial contagion between financial markets: new evidence of asymmetric measures. Annals OR, 313(2):1183-1220, 2022. [doi]

@article{MiledFS22,
  title = {Spatial contagion between financial markets: new evidence of asymmetric measures},
  author = {Wafa Miled and Zied Ftiti and Jean-Michel Sahut},
  year = {2022},
  doi = {10.1007/s10479-021-04223-9},
  url = {https://doi.org/10.1007/s10479-021-04223-9},
  researchr = {https://researchr.org/publication/MiledFS22},
  cites = {0},
  citedby = {0},
  journal = {Annals OR},
  volume = {313},
  number = {2},
  pages = {1183-1220},
}