Empirical methods of identifying shift-contagion in equity markets
| dc.contributor.author | Zhumabekova, Diana | |
| dc.date.accessioned | 2018-11-22T00:09:45Z | |
| dc.date.available | 2018-11-22T00:09:45Z | |
| dc.date.copyright | 2002 | |
| dc.date.issued | 2002 | |
| dc.date.updated | 2018-11-21T12:23:39Z | |
| dc.format.extent | v, 198 p. | |
| dc.identifier.other | b2150046 | |
| dc.identifier.uri | http://hdl.handle.net/1885/151690 | |
| dc.language.iso | en_AU | en_AU |
| dc.rights | Author retains copyright | en_AU |
| dc.subject.lcc | HG4523.Z58 2002 | |
| dc.subject.lcsh | Capital market | |
| dc.subject.lcsh | Financial crises | |
| dc.subject.lcsh | Stock exchanges | |
| dc.title | Empirical methods of identifying shift-contagion in equity markets | |
| dc.type | Thesis (PhD) | en_AU |
| dcterms.accessRights | Open Access | en_AU |
| local.description.notes | Thesis (Ph.D.)--Australian National University, 2002 | en_AU |
| local.identifier.doi | 10.25911/5d5151b086dce | |
| local.mintdoi | mint | |
| local.type.status | Accepted Version | en_AU |
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