Narrow search
Showing 1 - 10 of 48
Cover Image
Identification through heteroskedasticity : measuring "contagion" between Argentinean and Mexican sovereign bonds
Rigobón, Roberto - 2000
Persistent link: https://www.econbiz.de/10001448423
Cover Image
Contagion : how to measure it?
Rigobón, Roberto - 2001
Persistent link: https://www.econbiz.de/10001554612
Cover Image
On the measurement of the international propagation of shocks: is the transmission stable?
Rigobón, Roberto - In: Journal of international economics 61 (2003) 2, pp. 261-283
Persistent link: https://www.econbiz.de/10001815790
Cover Image
Identification through heteroskedasticity
Rigobón, Roberto - In: The review of economics and statistics 85 (2003) 4, pp. 777-792
Persistent link: https://www.econbiz.de/10001830036
Cover Image
The curse of non-investment grade countries
Rigobón, Roberto - 2001
Persistent link: https://www.econbiz.de/10001630040
Cover Image
Does contagion exist?
Rigobón, Roberto - In: Risk management : the state of the art, (pp. 163-166). 2002
Persistent link: https://www.econbiz.de/10001698300
Cover Image
On the measurement of the international propagation of shocks
Rigobón, Roberto - 1999
Persistent link: https://www.econbiz.de/10001418703
Cover Image
The curse of non-investment grade countries
Rigobón, Roberto - In: Journal of development economics 69 (2002) 2, pp. 423-449
Persistent link: https://www.econbiz.de/10001713161
Cover Image
Contagion : how to measure it?
Rigobón, Roberto - In: Preventing currency crises in emerging markets, (pp. 269-329). 2002
Persistent link: https://www.econbiz.de/10001723586
Cover Image
The Curse of Non-Investment Grade Countries
Rigobon, Roberto - 2001
Mexico was upgraded from non-investment to investment grade in March of 2000. This paper examines the impact of this event on the properties of the transmission of shocks between Argentina and Mexico. The paper shows that there is a statistically significant change in the propagation of shocks...
Persistent link: https://www.econbiz.de/10012470080