Title:

A Markov Regime Switching Model of Crises and Contagion: The Case of the Iberian Countries in the EMS

Authors:

Luis Catela Nunes (U Nova)
José Mario Lopes (Cornell U)

Journal:

Journal of Macroeconomics

Year:

2012

Volume:

34

Pages:

1141-1153

JEL codes:

F32 - Current Account Adjustment; Short-Term Capital Movements
F33 - International Monetary Arrangements and Institutions