Detecting shift-contagion in currency and bond markets
| Year of publication: |
2002-07-01
|
|---|---|
| Authors: | Gravelle, Toni ; Kichian, Maral ; Morley, James |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | shift-contagion | crises | regime-switching | asset pricing |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 58 |
| Classification: | G15 - International Financial Markets ; C12 - Hypothesis Testing ; C32 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10005345421