Econometric issues in the analysis of contagion

Journal of Economic Dynamics and Control

Volumn 31, Issue 4, 2007, Pages 1245-1277

  Pesaran, M Hashem ^a   Pick, Andreas ^b  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b DE NEDERLANDSCHE BANK   (Netherlands)

Author keywords

Contagion; Financial crises; Identification; Interdependence

Indexed keywords

EID: 33847053725     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2006.03.008     Document Type: Article

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