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

Detalles Bibliográficos
Autor principal:	Rigobon, Roberto
Formato:	Libro
Lenguaje:	English
Publicado:	Cambridge National Bureau of Economic Research 2000.
Materias:	Econometric models. Equations, Simultaneous. Bonds > Prices > Econometric models. > Mexico. Bonds > Prices > Econometric models. > Argentina. Contagion (Social psychology) > Econometric models.