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

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

Detalhes bibliográficos
Autor principal: Rigobon, Roberto
Formato: Livro
Idioma:English
Publicado em: Cambridge National Bureau of Economic Research 2000.
Assuntos:
Econometric models.
Equations, Simultaneous.
Bonds > Prices > Econometric models. > Mexico.
Bonds > Prices > Econometric models. > Argentina.
Contagion (Social psychology) > Econometric models.