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Detecting Contagion Effects during the Subprime Crisis Using Different VAR Size Models: Comparison between OLS and Bayesian Shrinkage

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https://hal-univ-paris10.archives-ouvertes.fr/hal-01410585
Contributor : Administrateur Hal Nanterre <>
Submitted on : Tuesday, December 6, 2016 - 5:07:51 PM
Last modification on : Tuesday, November 19, 2019 - 9:35:44 AM

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  • HAL Id : hal-01410585, version 1

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Ilyes Abid, Olfa Kaabia. Detecting Contagion Effects during the Subprime Crisis Using Different VAR Size Models: Comparison between OLS and Bayesian Shrinkage. Journal of Applied Business Research, Clute Institute, 2013, 29, pp.717 - 736. ⟨hal-01410585⟩

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