https://hal.archives-ouvertes.fr/hal-01745354 Contributor : marion romoConnect in order to contact the contributor Submitted on : Wednesday, March 28, 2018 - 10:36:04 AM Last modification on : Tuesday, April 12, 2022 - 4:12:03 PM
Lakshithe Wagalath. LOST IN CONTAGION? BUILDING A LIQUIDATION INDEX FROM COVARIANCE DYNAMICS. International Journal of Theoretical and Applied Finance, World Scientific Publishing, 2017, 20 (01), ⟨10.1142/S0219024917500017⟩. ⟨hal-01745354⟩