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Our data says that the document:

Kai-Hong, Tee ; Thanaset, Chevapatrakul ; Thanaset, Chevapatrakul. (2014) The Effects of News Events on Market Contagion: Evidence from the 2007-2009 Financial Crisis.
In: Discussion Papers. RePEc:not:notcfc:14/08.

Full description at Econpapers

cites:

Embrechts, P., McNeil, A., Straumann, D., 2000. Correlation and dependence in risk management: Properties and pitfalls. In: Dempster, M., Moffatt, H. K. (Eds.), Risk management: value at risk and beyond. Cambridge University Press.

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