Is the international propagation of financial shocks non-linear?: Evidence from the ERM
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Textos para discussão
400, Department of Economics PUC-Rio (Brazil).
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- Roberto Rigobon, 2000. "Identification through Heteroskedasticity: Measuring "Contagion: betweenArgentinean and Mexican Sovereign Bonds," NBER Working Papers 7493, National Bureau of Economic Research, Inc.
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