Identification through heteroskedasticity
Subtitle: measuring "contagion" between Argentinean and Mexican sovereign bonds
By: Roberto Rigobon.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- no. 7493; Working paper series (National Bureau of Economic Research) -- working paper no. 7493.
Publisher: National Bureau of Economic Research
Published: 2000
Place of publication: Cambridge, MA
Language: eng
Number of pages: 32
Subjects: Equations, Simultaneous.; Bonds -- Prices -- Mexico -- Econometric models.; Bonds -- Prices -- Argentina -- Econometric models.; Contagion (Social psychology) -- Economic aspects.
Other titles: Measuring "contagion" between Argentinean and Mexican sovereign bonds.
Notes: "January 2000."

JEL no. C30, F32, C10.

Includes bibliographical references (p. 29-31)

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