On the structure of financial contagion : econometric tests and Mercocur evidence
Year of publication: |
November 2014
|
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Authors: | Viale, Ariel M. ; Bessler, David A. ; Kolari, James W. |
Published in: |
Journal of applied economics. - Buenos Aires, ISSN 1514-0326, ZDB-ID 1480229-6. - Vol. 17.2014, 2, p. 373-400
|
Subject: | financial contagion | copulae | directed acyclic graphs | Bayesian belief networks | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Theorie | Theory | Bayes-Statistik | Bayesian inference | Multivariate Verteilung | Multivariate distribution | Schätzung | Estimation | Finanzmarkt | Financial market |
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