Detecting contagion effects during the subprime crisis using different VAR size models : comparison between OLS and Bayesian shrinkage
Year of publication: |
2013
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Authors: | Kaabia, Olfa ; Abid, Ilyes |
Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 29.2013, 3, p. 717-736
|
Subject: | Finanzkrise | Financial crisis | Bayes-Statistik | Bayesian inference | Ansteckungseffekt | Contagion effect | Subprime-Krise | Subprime financial crisis | Vergleich | Comparison |
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