Volatility dynamics in the term structure of Latin American sovereign international bonds
Year of publication: |
September-October 2015
|
---|---|
Authors: | Thuraisamy, Kannan Sivananthan |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 51.2015, 5, p. 859-866
|
Subject: | multivariate GARCH | sovereign bonds | term structure | volatility dynamics | Volatilität | Volatility | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | ARCH-Modell | ARCH model | Lateinamerika | Latin America | Schätzung | Estimation | Öffentliche Schulden | Public debt |
-
Heryán, Tomáš, (2016)
-
Risks of Latin America sovereign debts before and after the financial crisis
Wang, Alan T., (2014)
-
Li, Leon, (2022)
- More ...
-
Time-varying herding behavior, global financial crisis, and the Chinese stock market
Sharma, Susan Sunila, (2015)
-
Common trends and common cycles in stock markets
Narayan, Paresh Kumar, (2013)
-
Can governance quality predict stock market returns? : new global evidence
Narayan, Paresh Kumar, (2015)
- More ...