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~person:"Rigobón, Roberto"
~subject:"Heteroskedastizität"
~subject:"Stochastic process"
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Heteroskedastizität
Stochastic process
1994-1998
2
Argentina
2
Argentinien
2
Asia
2
Asien
2
Estimation
2
Financial crisis
2
Finanzkrise
2
Heteroscedasticity
2
Mehrgleichungsmodell
2
Mexico
2
Mexiko
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Multiple equation model
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Preiskonvergenz
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Price convergence
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Public bond
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Russia
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Russland
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Schock
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Schätzung
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Shock
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Structural break
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Strukturbruch
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Rigobón, Roberto
Ljungqvist, Lars
7
Lütkepohl, Helmut
6
Milunovich, George
5
Sargent, Thomas J.
5
Yang, Minxian
5
Bacchiocchi, Emanuele
2
Irigoyen, Claudio
2
Rigobon, Roberto
2
Rossi-Hansberg, Esteban
2
Woźniak, Tomasz
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Den Haan, Wouter J.
1
Farmer, Roger E. A.
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Gilland, Wendell G.
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Gnanlet, Adelina
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Kim, Dong-hyeon
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Lee, Myoung-jae
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Lee, Seohyun
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Lewbel, Arthur
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Lin, Shu-chin
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Ljungqvist, L.
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Lucke, Bernd
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Luetkepohl, Helmut
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Ma, Chenghu
1
Ma, Lingjie
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Marinacci, Massimo
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Montrucchio, Luigi
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Wright, Mark L. J.
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Wright, Mark L.J.
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The review of economics and statistics
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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Identification through heteroskedasticity : measuring "contagion" between Argentinean and Mexican sovereign bonds
Rigobón, Roberto
-
2000
Persistent link: https://www.econbiz.de/10001448423
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2
Identification through heteroskedasticity
Rigobón, Roberto
- In:
The review of economics and statistics
85
(
2003
)
4
,
pp. 777-792
Persistent link: https://www.econbiz.de/10001830036
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