Shift Contagion in Asset Markets
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More about this item
KeywordsFinancial markets; Econometric and statistical methods;
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- 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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-04-21 (All new papers)
- NEP-CFN-2003-04-21 (Corporate Finance)
- NEP-FMK-2003-04-21 (Financial Markets)
- NEP-IFN-2003-04-21 (International Finance)
- NEP-MAC-2003-04-21 (Macroeconomics)
- NEP-RMG-2003-04-21 (Risk Management)
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