skip to content

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]