Information transmission between sovereign debt CDS and other financial factors : the case of Latin America
Year of publication: |
2013
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Authors: | Wang, Alan T. ; Yang, Sheng-Yung ; Yang, Nien-tzu |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 26.2013, p. 586-601
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Subject: | Sovereign debt | CDS | VIX | TED | VECM | Öffentliche Schulden | Public debt | Kreditderivat | Credit derivative | Lateinamerika | Latin America | Internationale Staatsschulden | International sovereign debt | Länderrisiko | Country risk | Schuldenmanagement | Debt management |
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