Detecting shift-contagion in currency and bond markets

Toni Gravelle, Maral Kichian and James Morley

No 58, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: shift-contagion; crises; regime-switching; asset pricing (search for similar items in EconPapers)
JEL-codes: C12 C32 G15 (search for similar items in EconPapers)
Date: 2002-07-01
New Economics Papers: this item is included in nep-cfn, nep-fmk and nep-ifn
References: Add references at CitEc
Citations: View citations in EconPapers (4)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Detecting shift-contagion in currency and bond markets (2006)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:58

Access Statistics for this paper

More papers in Computing in Economics and Finance 2002 from Society for Computational Economics Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F. Baum ().