Financial Contagion, Vulnerability and Information Flow: Empirical Identification
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More about this item
KeywordsContagion; Vulnerability; Identification; Smooth Transition Regression;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-07-24 (All new papers)
- NEP-BAN-2010-07-24 (Banking)
- NEP-CFN-2010-07-24 (Corporate Finance)
- NEP-ECM-2010-07-24 (Econometrics)
- NEP-ETS-2010-07-24 (Econometric Time Series)
- NEP-IFN-2010-07-24 (International Finance)
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