Spatial contagion in the subprime crisis context: Adjusted correlation versus local correlation approaches

Imen Zorgati , Faten Lakhal (1, 2)

1 PULV - Pôle Universitaire Léonard de Vinci
2 IRG - Institut de Recherche en Gestion

Domaines: Sciences de l'Homme et Société

Imen Zorgati, Faten Lakhal. Spatial contagion in the subprime crisis context: Adjusted correlation versus local correlation approaches. Economic Modelling, 2020, 92, pp.162 - 169. ⟨10.1016/j.econmod.2019.12.015⟩. ⟨hal-03492235⟩