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

書目詳細資料
主要作者:	Rigobon, Roberto
格式:	圖書
語言:	English
出版:	Cambridge National Bureau of Economic Research 2000.
主題:	Econometric models. Equations, Simultaneous. Bonds > Prices > Econometric models. > Mexico. Bonds > Prices > Econometric models. > Argentina. Contagion (Social psychology) > Econometric models.