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Risk spillovers between global corporations and Latin American sovereigns : global factors matter

Gómez González, José Eduardo; Uribe, Jorge; … - 2022

This paper studies volatility spillovers in credit default swaps (CDS) between the corporate sectors and Latin American countries. Daily data from October 14, 2006, to August 23, 2021, are employed. Spillovers are computed both for the raw data and for filtered series which factor out the effect...

Persistent link: https://www.econbiz.de/10014495999

The European crisis in the context of the history of previous financial crises

Bordo, Michael D.; James, Harold - In: Journal of macroeconomics 39 (2014) 2, pp. 275-284

Persistent link: https://www.econbiz.de/10010494056

A Markov regime switching model of crises and contagion : the case of the Iberian countries in the EMS

Lopes, José Mário; Nunes, Luis C. - In: Journal of macroeconomics 34 (2012) 4, pp. 1141-1153

Persistent link: https://www.econbiz.de/10009703298

Is the Eurozone on the mend? : Latin American examples to analyze the euro question

Cavallo, Eduardo A.; Fernández Arias, Eduardo; Powell, … - 2014

economic booms in some peripheral Euro-zone countries financed by large capital inflows; the credit and asset price booms and … Latin American audiences. For those Euro-zone countries that built up large Euro-denominated external liabilities, Latin …

Persistent link: https://www.econbiz.de/10011286667