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

Podrobná bibliografie
Hlavní autor:	Rigobon, Roberto
Médium:	Kniha
Jazyk:	English
Vydáno:	Cambridge National Bureau of Economic Research 2000.
Témata:	Econometric models. Equations, Simultaneous. Bonds > Prices > Econometric models. > Mexico. Bonds > Prices > Econometric models. > Argentina. Contagion (Social psychology) > Econometric models.