Econometric issues in the analysis of contagion

Andreas Pick, H Pesaran

Research output: Contribution to journalArticleAcademicpeer-review

142 Citations (Scopus)
Original languageEnglish
Pages (from-to)1245-1277
Number of pages33
JournalJournal of Economic Dynamics and Control
Volume31
Issue number4
DOIs
Publication statusPublished - 2007
Externally publishedYes

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