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Article
Title:
Unveiling Investor-Induced Channels of Financial Contagion in the 2008 Financial Crisis Using Copulas
Authors:
Paulo Horta
(
CMVM
)
Sérgio Lagoa
(
ISCTE - Instituto Universitário de Lisboa
)
Luis Martins
(
ISCTE - Instituto Universitário de Lisboa
)
Journal:
Quantitative Finance
Year:
2016
Volume:
16
Number:
4
Pages:
625-637
JEL codes:
G15 - International Financial Markets
G14 - Information and Market Efficiency; Event Studies
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