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

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

Chi tiết về thư mục
Tác giả chính: Rigobon, Roberto
Định dạng: Sách
Ngôn ngữ:English
Được phát hành: Cambridge National Bureau of Economic Research 2000.
Những chủ đề:
Econometric models.
Equations, Simultaneous.
Bonds > Prices > Econometric models. > Mexico.
Bonds > Prices > Econometric models. > Argentina.
Contagion (Social psychology) > Econometric models.