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Faculty of Economics

Journal Cover

Corsetti, G., Pericoli, M. and Sbracia, M.

Correlation analysis of financial contagion

Financial Contagion, the viral threat to the wealth of nation

pp. Kolb R; (2011)

Author links: Giancarlo Corsetti  

Papers and Publications

Recent Publications

Faraglia, E., Marcet, A., Oikonomou, R. and Scott, A. Government Debt management: the Short and the Long of it Review of Economic Studies [2019]

Bhattacharya, D. The Empirical Content of Binary Choice Models Econometrica [2020]

Vogt, M., Linton, O. Multiscale clustering of nonparametric regression curves Journal of Econometrics [2020]

Linton, O. A coupled component DCS-EGARCH model for intraday and overnight volatility Journal of Econometrics [2020]