Looking for Contagion: Evidence from the ERM
收藏NBER2000-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w7797
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资源简介：
This paper applies a full-information technique to test for the presence of contagion across the money markets of ERM member countries. We show that whenever it is possible to estimate a model for interdependence, a test for contagion based on a full information technique is more powerful. We test
提供机构：
美国国家经济研究局
创建时间：
2000-07-01
