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Identification through heteroskedasticity
Rigobón, Roberto - In: The review of economics and statistics 85 (2003) 4, pp. 777-792
Persistent link: https://www.econbiz.de/10001830036
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Identification through heteroskedasticity : measuring "contagion" between Argentinean and Mexican sovereign bonds
Rigobón, Roberto - 2000
Persistent link: https://www.econbiz.de/10001448423
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Identification Through Heteroskedasticity : Measuring "Contagion: Betweenargentinean and Mexican Sovereign Bonds
Rigobon, Roberto - 2010
contagion across sovereign bonds between Argentina and Mexico. The estimates of the simultaneous parameters are relatively to …
Persistent link: https://www.econbiz.de/10012763760
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Moral hazard and investment banking : qualitative and quantitative evidence from the Baring crisis (1880 - 1890)
Flores Zendejas, Juan - In: Investment banking history : national and comparative …, (pp. 113-139). 2014
Persistent link: https://www.econbiz.de/10010491876
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Sovereign risk and the impact of crisis : evidence from Latin America
Batten, Jonathan A.; Gannon, Gerard L.; Thuraisamy, … - In: Journal of banking & finance 77 (2017), pp. 328-350
Persistent link: https://www.econbiz.de/10011814792
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Modeling sovereign credit default swaps volatility at different tenures : an application for Latin American countries
Gamboa-Estrada, Fredy; Romero, José Vicente - In: Borsa Istanbul Review 24 (2024) 4, pp. 772-786
Assessing the dynamics of risk premium measures and their relationship with macroeconomic fundamentals is essential for macroeconomic policymakers and market practitioners. This study analyzes the main determinants of sovereign credit default swaps (SCDS) in Latin America at different tenures,...
Persistent link: https://www.econbiz.de/10014635386
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A structural approach to estimate short-term and long-term country default risk from market data : the case of Argentina 2000/2001
Maltritz, Dominik - In: Review of economics 64 (2013) 1, pp. 29-50
Persistent link: https://www.econbiz.de/10009769795
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Determinants of emerging market bond spreads : an empirical investigation
Beck, Roland - 2003 - 1. Aufl
Persistent link: https://www.econbiz.de/10001772870
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How do crises affect schooling decisions? : evidence from changing labor market opportunities and a policy experiment
López Bóo, Florencia (contributor) - 2008
Argentina over 12 years, emphasizing the recession/crisis years 1998-2002. Over "typical" years deteriorating job rates increase …
Persistent link: https://www.econbiz.de/10003788512