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

التفاصيل البيبلوغرافية
المؤلف الرئيسي:	Rigobon, Roberto
التنسيق:	كتاب
اللغة:	English
منشور في:	Cambridge National Bureau of Economic Research 2000.
الموضوعات:	Econometric models. Equations, Simultaneous. Bonds > Prices > Econometric models. > Mexico. Bonds > Prices > Econometric models. > Argentina. Contagion (Social psychology) > Econometric models.