Econometric issues in the analysis of contagion
Year of publication: |
2007
|
---|---|
Authors: | Pesaran, M. Hashem ; Pick, Andreas |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 31.2007, 4, p. 1245-1277
|
Subject: | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Ökonometrisches Modell | Econometric model |
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