A Bayesian analysis of market information linkages among NAFTA countries using a multivariate stochastic volatility model
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Bibliographic InfoArticle provided by Springer in its journal Journal of Economics and Finance.
Volume (Year): 35 (2011)
Issue (Month): 2 (April)
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Web page: http://link.springer.de/link/service/journals/120857/index.htm
Find related papers by JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F13 - International Economics - - Trade - - - Trade Policy; International Trade Organizations
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- David M. Gould, 1996. "Distinguishing NAFTA from the peso crisis," Southwest Economy, Federal Reserve Bank of Dallas, issue Sep, pages 6-10.
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