Showing 1 - 10 of 5,543
Persistent link: https://www.econbiz.de/10003860329
Persistent link: https://www.econbiz.de/10003890068
Persistent link: https://www.econbiz.de/10003914340
Persistent link: https://www.econbiz.de/10003687872
Persistent link: https://www.econbiz.de/10009311899
Persistent link: https://www.econbiz.de/10009489863
Persistent link: https://www.econbiz.de/10001675211
Persistent link: https://www.econbiz.de/10012220705
Persistent link: https://www.econbiz.de/10013424646
We examine empirically the episode of extraordinary turbulence in global financial markets during 1998. The analysis focuses on the market assessment of credit risk captured by daily movements in bond spreads for twelve countries. A dynamic latent factor model is estimated using indirect...
Persistent link: https://www.econbiz.de/10014399584