Empirical Modeling of Contagion: A Review of Methodologies
May 1, 2004
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Format: Chicago
Summary
Subject: Factor models, Financial crises, Securities markets, Stock markets, Vector autoregression
Keywords: Disp-formula id, Least squares, Regression equation, WP
Publication Details
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Pages:
32
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2004/078
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Stock No:
WPIEA0782004
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ISBN:
9781451850130
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ISSN:
1018-5941