A Markov switching analysis of contagion in the EMS

Author:

Mandilaras Alex,Bird Graham

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference30 articles.

1. Abiad, A., 2003. Early-warning systems: a survey and a regime-switching approach. Working Paper 03/32. IMF.

2. Fiscal policy, debt management and exchange rate credibility: lessons from the recent Italian experience;Amato;Journal of Banking & Finance,2000

3. Endogenous contagion – A panel data analysis. CAMA Working Papers 2006–09;Baur,2006

4. Contagion detection with switching regime models: a short and long run analysis;Billio,2005

5. Contagion and interdependence in stock markets: have they been misdiagnosed?;Billio;Journal of Economics and Business,2003

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