Julio Cacho-Diaz

Princeton University - Department of Economics

Princeton, NJ 08544-1021

United States

SCHOLARLY PAPERS

1

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83

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Top 19,028

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13

CROSSREF CITATIONS

34

Scholarly Papers (1)

1.

Modeling Financial Contagion Using Mutually Exciting Jump Processes

NBER Working Paper No. w15850
Number of pages: 50 Posted: 29 Mar 2010 Last Revised: 09 Apr 2010
Yacine Ait-Sahalia, Julio Cacho-Diaz and Roger J. A. Laeven
Princeton University - Department of Economics, Princeton University - Department of Economics and University of Amsterdam - Department of Quantitative Economics (KE)
Downloads 83 (319,319)
Citation 14

Abstract:

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Other Papers (1)

Total Downloads: 67
1.

Estimation with Applications of Two-Factor Affine Term Structure Models for Mexico, 1995-2004

Number of pages: 40 Posted: 01 Mar 2005
Julio Cacho-Diaz and Alfredo IbaƱez
Princeton University - Department of Economics and Comillas Pontifical University
Downloads 67

Abstract:

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