id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
fueconorg-8032	Radev, Deyan	NEW METHODOLOGY TO STUDY CONTAGION BETWEEN WESTERN AND EMERGING EUROPE: A SWITCHING COPULA APPROACH	2021	14	.pdf	application/pdf	6326	338	57	Horváth et al. (2018) apply VAR models and quantile regressions to measure financial contagion as defined by Forbes and Rigobon (2002) and find evidence that general dependence between WE and CEE stock markets increases during crises. Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance.	cache/fueconorg-8032.pdf	txt/fueconorg-8032.txt