Kaizoji, Taisei - Society for Computational Economics - SCE - 2001
"contagion". The recent empirical literature testing if contagion exists, especially, the each of these tests based on cross … increase significantly after the relevant crisis and therefore, contagion occurred during the period under investigation, (ii …-movement? This paper proposes a contagion model based on the statistical mechanics explaining how shocks can be transmitted across …