Testing for contagion: a conditional correlation analysis

C-Tier
Journal: Journal of Empirical Finance
Year: 2005
Volume: 12
Issue: 3
Pages: 476-489

Authors (3)

Caporale, Guglielmo Maria (Brunel University London) Cipollini, Andrea (Università degli Studi di Pale...) Spagnolo, Nicola

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:empfin:v:12:y:2005:i:3:p:476-489
Journal Field
Finance
Author Count
3
Added to Database
2026-02-08