Detecting shift-contagion in currency and bond markets

Journal of International Economics

Volumn 68, Issue 2, 2006, Pages 409-423

  Gravelle, Toni ^a   Kichian, Maral ^b   Morley, James ^c  

^a INTERNATIONAL MONETARY FUND   (United States)

^b BANK OF CANADA   (Canada)

^c WASHINGTON UNIVERSITY   (United States)

Author keywords

Asset markets; Contagion; Financial market crises; Regime switching; Structural transmission

Indexed keywords

CURRENCY; EXCHANGE RATE; FINANCIAL MARKET;

EID: 33644659076     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jinteco.2005.07.005     Document Type: Article

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