Detecting Contagion Effects during the Subprime Crisis Using Different VAR Size Models: Comparison between OLS and Bayesian Shrinkage

Ilyes Abid () and Olfa Kaabia ()
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Olfa Kaabia: EconomiX - EconomiX - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique

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Abstract: Forthcoming

Date: 2013
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Published in Journal of Applied Business Research, 2013, 29, pp.717 - 736

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01410585

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