Using local Gaussian correlation in a nonlinear re-examination of financial contagion Bård Støve Dag Bjarne Tjøstheim Karl Ove Hufthammer Publication details Journal: Journal of Empirical Finance, p. 62–82, 2014 Publisher: Elsevier Link: DOI: doi.org/10.1016/j.jempfin.2013.11.006 Dag Bjarne Tjøstheim Professor II You are here: Home Publications Scientific article Using local Gaussian correlation in a nonlinear re-examination of financial contagion