Contagion Between the Financial Sphere and the Real Economy. Parametric and non Parametric Tools: A Comparison

Abstract : The aim of this chapter is to dsicuss the contagionbetween the financial sphere and the real sphere. We define the concept of contagion, then we introduce some parametric models used to detect the contagion phenomenum, then we introduce some non-parametric tools focusing on copulas. Interdependence between national economies is investigated through these tools. Finally we investigate the interdependence between the financial and the real spheres.
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https://halshs.archives-ouvertes.fr/halshs-00185373
Contributeur : Dominique Guégan <>
Soumis le : lundi 5 novembre 2007 - 23:08:06
Dernière modification le : jeudi 4 octobre 2018 - 18:28:03
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Dominique Guegan. Contagion Between the Financial Sphere and the Real Economy. Parametric and non Parametric Tools: A Comparison. Catherine Kyrtsou, Costas Vorlow. Progress in financial market research, NOVA publishers, pp.233-254, 2011. ⟨halshs-00185373⟩

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