Measuring contagion with a Bayesian, time-varying coefficient model
By: by Matteo Ciccarelli and Alessandro Rebucci
Contributors: Rebucci, Alessandro; European Central Bank
Series: Working paper series / European Central Bank -- working paper no. 263; Working paper series (European Central Bank) -- working paper no. 263
Publisher: European Central Bank
Published: 2003
Place of publication: Frankfurt am Main, Germany
Language: ger
Notes: "September 2003."