Is the international propagation of financial shocks non-linear? Evidence from the ERM

Journal of International Economics

Volumn 57, Issue 1, 2002, Pages 231-246

  Favero, Carlo A ^a   Giavazzi, Francesco ^a  

^a BOCCONI UNIVERSITY   (Italy)

Author keywords

Contagion; EMS

Indexed keywords

CURRENCY DEVALUATION; EUROPEAN MONETARY UNION; EXCHANGE RATE; REGIONAL ECONOMY;

EUROPE;

EID: 0036268426     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0022-1996(01)00139-8     Document Type: Article

References (13)

1. Measuring co-movements between the US and the European stock markets
2. Limiting exchange rate flexibility
3. Specification tests in econometrics
4. Specification and estimation of simultaneous equation models
5. Identification through heteroskedasticity: Measuring contagion between Argentinian and Mexican sovereign bonds
6. Inference in linear time series models with some unit roots