Dinh, Thanh Huong; Nguyen, Duc Khuong - In: American Journal of Finance and Accounting 1 (2008) 1, pp. 52-68
This paper examines how much the volatility of sovereign bond markets in emerging Latin American countries is influenced by the volatility shocks to global and regional markets. After estimating the Generalised AutoRegressive Conditional Heteroscedasticity (GARCH)-based conditional volatility...
