Journal Articles
International Journal of Theoretical and Applied Finance
Year : 2017
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https://hal.science/hal-01745354
Submitted on : Wednesday, March 28, 2018-10:36:04 AM
Last modification on : Wednesday, September 20, 2023-3:36:06 PM
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Lakshithe Wagalath. LOST IN CONTAGION? BUILDING A LIQUIDATION INDEX FROM COVARIANCE DYNAMICS. International Journal of Theoretical and Applied Finance, 2017, 20 (01), ⟨10.1142/S0219024917500017⟩. ⟨hal-01745354⟩
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