The normal, the fat- tailed, and the contagious : modeling changes in emerging-market bond spreads with endogenous liquidity
Year of publication: |
2005
|
---|---|
Authors: | Masson, Paul R. ; Chakravarty, Shubha ; Gulden, Tim |
Published in: |
Identifying international financial contagion : progress and challenges. - Oxford [u.a.] : Oxford Univ. Press, ISBN 0-19-518718-0. - 2005, p. 188-215
|
Subject: | Internationaler Finanzmarkt | International financial market | Internationale Anleihe | International bond | Finanzmathematik | Mathematical finance | Wirtschaftsmodell | Economic model |
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