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Empirical methods of identifying shift-contagion in equity markets

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dc.contributor.authorZhumabekova, Diana
dc.date.accessioned2018-11-22T00:09:45Z
dc.date.available2018-11-22T00:09:45Z
dc.date.copyright2002
dc.date.issued2002
dc.date.updated2018-11-21T12:23:39Z
dc.format.extentv, 198 p.
dc.identifier.otherb2150046
dc.identifier.urihttp://hdl.handle.net/1885/151690
dc.language.isoen_AUen_AU
dc.rightsAuthor retains copyrighten_AU
dc.subject.lccHG4523.Z58 2002
dc.subject.lcshCapital market
dc.subject.lcshFinancial crises
dc.subject.lcshStock exchanges
dc.titleEmpirical methods of identifying shift-contagion in equity markets
dc.typeThesis (PhD)en_AU
dcterms.accessRightsOpen Accessen_AU
local.description.notesThesis (Ph.D.)--Australian National University, 2002en_AU
local.identifier.doi10.25911/5d5151b086dce
local.mintdoimint
local.type.statusAccepted Versionen_AU

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