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The paper develops an easy-to-apply test for contagion. In order to address the main challenge of any contagion test, that of endogeneity, the testing is conducted in the structural vector autoregression (SVAR) framework where we assume the reduced form errors follow a mixed-normal distribution....
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reforms in Singapore -- 10. Financial reform in Thailand -- 11. Financial reform in the UK -- 12. Financial sector reform in …1. Financial reform in Australia -- 2. Price stabilization, the banking crisis and financial reform in Brazil -- 3 …. Financial reform in Canada : past, present and future -- 4. Financial system reform in China -- 5. Financial reform in Germany …
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-specific factors. In an empirical analysis of term structures of government bond yields for the Germany, Japan, the U.K. and the U …
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