Is the international propagation of financial shocks non-linear?: Evidence from the ERM
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of International Economics.
Volume (Year): 57 (2002)
Issue (Month): 1 (June)
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Web page: http://www.elsevier.com/locate/inca/505552
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- Roberto Rigobon, 1999. "On the Measurement of the International Propagation of Shocks," NBER Working Papers 7354, National Bureau of Economic Research, Inc.
- Bonfiglioli, Alessandra & Favero, Carlo A, 2000.
"Measuring Co-Movements Between US and European Stock Markets,"
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- Carlo Favero & Alessandra Bonfiglioli, . "Measuring Co-movements Between US and European Stock Markets," Working Papers 165, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Hausman, Jerry A., 1983. "Specification and estimation of simultaneous equation models," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 7, pages 391-448 Elsevier.
- Sims, Christopher A & Stock, James H & Watson, Mark W, 1990. "Inference in Linear Time Series Models with Some Unit Roots," Econometrica, Econometric Society, vol. 58(1), pages 113-44, January.
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