On the measurement of the international propagation of shocks

On the measurement of the international propagation of shocks

Bibliographic Details
Main Author: Rigobon, Roberto
Format: Book
Language:English
Published: Cambridge National Bureau of Economic Research 1999.
Series:NBER working paper series no.7354
Subjects:
Financial crises > Measurement models.
Stock exchanges > Mathematical models.
Contagion (Social psychology) > Economic aspects > Mathematical models.
Stock price forecasting > Mathematical models.