Detecting contagion effects during the subprime crisis using different VAR size models : comparison between OLS and Bayesian shrinkage
Olfa Kaabia; Ilyes Abid
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 11075557. - Vol. 29.2013, 3, p. 717-736
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