A statistical procedure for testing financial contagion
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Publication:5148591
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Cites work
- scientific article; zbMATH DE number 1188953 (Why is no real title available?)
- scientific article; zbMATH DE number 1869272 (Why is no real title available?)
- scientific article; zbMATH DE number 3106184 (Why is no real title available?)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
- Empirical modelling of contagion: a review of methodologies
- Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning
- Exposition of a New Theory on the Measurement of Risk
- Filtering Returns for Unspecified Biases in Priors when Testing Asset Pricing Theory
- Financial intermediaries and markets.
- Fragile beliefs and the price of uncertainty
- GMM with Weak Identification
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
- Herd Behavior and Contagion in Financial Markets
- International Financial Integration and Crisis Contagion
- Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
- Prospect Theory: An Analysis of Decision under Risk
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