Modelling long memory and risk premia in Latin American sovereign bond markets
Year of publication: |
2005
|
---|---|
Authors: | Mendoza Velázquez, Alfonso |
Published in: |
Dynamic models and their applications in emerging markets. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 1-4039-9152-9. - 2005, p. 41-68
|
Subject: | Lateinamerika | Latin America | Öffentliche Anleihe | Public bond | Risikoprämie | Risk premium | Rentenmarkt | Bond market | Zeitreihenanalyse | Time series analysis |
-
Corporate credit spreads and the sovereign ceiling in Latin America
Grandes, Martín, (2017)
-
Common currency and determinants of government bond risk premiums
Poniatowski, Grzegorz, (2014)
-
The Hungarian risk : the premium on Hungarian state bonds, 1881-1914
Pammer, Michael, (2017)
- More ...
-
Mendoza Velázquez, Alfonso, (2019)
-
The information content and redistribution effects of state and municipal rating changes in Mexico
Mendoza Velázquez, Alfonso, (2009)
-
Indicadores de desempeño, presión y vulnerabilidad de las finanzas públicas estatales en México
Mendoza Velázquez, Alfonso, (2010)
- More ...