The EMBI in Latin America: Fractional integration, non-linearities and breaks
Year of publication: |
2015
|
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Authors: | Caporale, Guglielmo Maria ; Carcel, Hector ; Gil-Alana, Luis A. |
Publisher: |
Berlin : Deutsches Institut für Wirtschaftsforschung (DIW) |
Subject: | emerging markets | EMBI | fractional integration | non-linearities |
Series: | DIW Discussion Papers ; 1524 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 841276420 [GVK] hdl:10419/125150 [Handle] RePEc:diw:diwwpp:dp1524 [RePEc] |
Classification: | C22 - Time-Series Models ; G12 - Asset Pricing ; f63 |
Source: |
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The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria, (2015)
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The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks
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The EMBI in Latin America : fractional integration, non-linearities and breaks
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