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

Dettagli Bibliografici
Autore principale:	Rigobon, Roberto
Natura:	Libro
Lingua:	inglese
Pubblicazione:	Cambridge National Bureau of Economic Research 2000.
Soggetti:	Econometric models. Equations, Simultaneous. Bonds > Prices > Econometric models. > Mexico. Bonds > Prices > Econometric models. > Argentina. Contagion (Social psychology) > Econometric models.