Identification through heteroskedasticity measuring "contagion" between Argentinean and Mexican sovereign bonds

Opis bibliograficzny
1. autor:	Rigobon, Roberto
Format:	Książka
Język:	English
Wydane:	Cambridge National Bureau of Economic Research 2000.
Hasła przedmiotowe:	Econometric models. Equations, Simultaneous. Bonds > Prices > Econometric models. > Mexico. Bonds > Prices > Econometric models. > Argentina. Contagion (Social psychology) > Econometric models.