Econometric issues in the analysis of contagion

Mohammad Pesaran and Andreas Pick

Journal of Economic Dynamics and Control, 2007, vol. 31, issue 4, 1245-1277

Date: 2007
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Citations: View citations in EconPapers (172)

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Related works:
Working Paper: Econometric Issues in the Analysis of Contagion (2004)
Working Paper: Econometric Issues in the Analysis of Contagion (2004)
Working Paper: Econometric Issues in the Analysis of Contagion (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:dyncon:v:31:y:2007:i:4:p:1245-1277

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