Identification through Heteroskedasticity : Measuring "Contagion
Year of publication: |
January 2000
|
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Authors: | Rigobon, Roberto |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Heteroskedastizität | Heteroscedasticity | Finanzkrise | Financial crisis | Schock | Shock | Theorie | Theory | Preiskonvergenz | Price convergence | Mehrgleichungsmodell | Multiple equation model | Asien | Asia | Schätzung | Estimation | Strukturbruch | Structural break | Russland | Russia | Öffentliche Anleihe | Public bond |
Extent: | 1 Online-Ressource |
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Series: | NBER working paper series ; no. w7493 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w7493 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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