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Credit spread dynamics : evidence from Latin America

Thuraisamy, Kannan; Gannon, Gerard L.; Batten, Jonathan A. - In: Credit risk : models, derivatives, and management, (pp. 97-114). 2008

Persistent link: https://www.econbiz.de/10003718334

The credit spread dynamics of Latin American euro issues in international bond markets

Thuraisamy, Kannan (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003794201

Credit spread dynamics : evidence from Latin America

Thuraisamy, Kannan (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003794204

Modelling the sovereign linkage of key Latin American economies

Thuraisamy, Kannan; Gannon, Gerard L. - In: Journal of international financial markets, … 23 (2013), pp. 222-239

Persistent link: https://www.econbiz.de/10009707503

The credit spread dynamics of Latin American euro issues in international bond markets

Thuraisamy, Kannan S.; Gannon, Gerard L.; Batten, … - In: Journal of multinational financial management 18 (2008) 4, pp. 328-345

Persistent link: https://www.econbiz.de/10003751604

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

Sovereign Risk and the Impact of Crisis : Evidence from Latin America

Batten, Jonathan A. - 2016

We utilize the default by Argentina in 2001 and the Global Financial Crisis in 2008, as natural experiments, to monitor the complex interactions between sovereign bonds when subjected to endogenous and exogenous shocks. By forming pairs of Latin American sovereign bonds, bundled into similar...

Persistent link: https://www.econbiz.de/10012985193