An examination of higher-moment contagion during the South Sea Bubble
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DOI: 10.1080/13504851.2021.1971612
Abstract: The objective of this paper is to investigate the nature and the direction of the contagion during the episode of the South Sea Bubble. Previous research in this area has adopted a correlation and ... read more here.
Keywords: sea bubble; contagion; south sea; higher moment ... See more keywords