Browsing School of Technology by Author "Baur, Dirk"
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Endogenous contagion – a panel data analysis
Baur, Dirk; Fry, Renee (CFAP, Cambridge Judge Business School, University of Cambridge, 2006)This paper proposes a panel data model to analyze contagion in a multivariate framework. The model distinguishes between vulnerability and contagion, and provides a time series of contagion. The most important feature of ...