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

Dades bibliogràfiques
Autor principal:	Rigobon, Roberto
Format:	Llibre
Idioma:	English
Publicat:	Cambridge National Bureau of Economic Research 2000.
Matèries:	Econometric models. Equations, Simultaneous. Bonds > Prices > Econometric models. > Mexico. Bonds > Prices > Econometric models. > Argentina. Contagion (Social psychology) > Econometric models.