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Evidence of cross-asset contagion in U.S. markets.

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Bibliographic Details
Title: Evidence of cross-asset contagion in U.S. markets.
Authors: Chang, Guang-Di1 gchang@mail.ntust.edu.tw, Cheng, Po-Ching1
Source: Economic Modelling. Nov2016, Vol. 58, p219-226. 8p.
Database: Business Source Ultimate
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An: 117435873
AccessLevel: 2
PubType: Academic Journal
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PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=117435873
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        Value: 10.1016/j.econmod.2016.05.014
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      – Code: eng
        Text: English
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        PageCount: 8
        StartPage: 219
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      – TitleFull: Evidence of cross-asset contagion in U.S. markets.
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              Text: Nov2016
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