Interdependence or contagion: A model switching approach with a focus on Latin America
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DOI: 10.1016/j.econmod.2019.05.015
Abstract: Empirical research analysing contagion has become increasingly fragmented. Different definitions of contagion have resulted in different methods being deployed to analyse financial transmission channels. This paper devises a novel econometric strategy where the nature of… read more here.
Keywords: interdependence; approach; interdependence contagion; contagion ... See more keywords