A Fixed-Time Effects Model of Contagion

Dirk Baur, R.A. Fry

Research output: Chapter in Book/Conference paperChapter

Original languageEnglish
Title of host publicationFinancial Contagion: The Viral Threat to the Wealth of Nations
EditorsRobert W. Kolb
Place of PublicationHoboken, New Jersey
PublisherJohn Wiley & Sons
Pages87-92
Volume11
ISBN (Print)9780470922385
Publication statusPublished - 2011

Publication series

NameThe Robert W Kolb Series in Finance

Cite this

Baur, D., & Fry, R. A. (2011). A Fixed-Time Effects Model of Contagion. In R. W. Kolb (Ed.), Financial Contagion: The Viral Threat to the Wealth of Nations (Vol. 11, pp. 87-92). (The Robert W Kolb Series in Finance). John Wiley & Sons.