Econometric issues in the analysis of contagion

Research output: Contribution to journal › Article › Academic › peer-review

160 Citations (Scopus)

Original language	English
Pages (from-to)	1245-1277
Number of pages	33
Journal	Journal of Economic Dynamics and Control
Volume	31
Issue number	4
DOIs	https://doi.org/10.1016/j.jedc.2006.03.008
Publication status	Published - 2007
Externally published	Yes

Access to Document

@article{c5fca16e7127489783a0b586b6d04e36,

title = "Econometric issues in the analysis of contagion",

author = "Andreas Pick and H Pesaran",

year = "2007",

doi = "10.1016/j.jedc.2006.03.008",

language = "English",

volume = "31",

pages = "1245--1277",

journal = "Journal of Economic Dynamics and Control",

issn = "0165-1889",

publisher = "Elsevier",

number = "4",

}