Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/152697 
Year of Publication: 
2003
Series/Report no.: 
ECB Working Paper No. 263
Publisher: 
European Central Bank (ECB), Frankfurt a. M.
Subjects: 
Contagion
Gibbs sampling
Heteroskedasticity
Omitted variable bias
Time-varying coefficient models
JEL: 
C11
C15
F41
F42
G15
Document Type: 
Working Paper

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