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

Bibliografiske detaljer
Hovedforfatter:	Rigobon, Roberto
Format:	Bog
Sprog:	English
Udgivet:	Cambridge National Bureau of Economic Research 2000.
Fag:	Econometric models. Equations, Simultaneous. Bonds > Prices > Econometric models. > Mexico. Bonds > Prices > Econometric models. > Argentina. Contagion (Social psychology) > Econometric models.