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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

Modelling the sovereign linkages of key Latin American economies

Thuraisamy, Kannan; Gannon, Gerard - In: Journal of International Financial Markets, … 23 (2013) C, pp. 222-239

This paper models the cross-market dynamics in an emerging market regional setting using a homogenous set of international sovereign bonds issued by key Latin American economies. We employ Johansen's and a modified three-step procedure, which generates portfolio adjustment weights while...

Persistent link: https://www.econbiz.de/10010603081

Modelling the Sovereign Linkages of Key Latin American Economies

Thuraisamy, Kannan; Gannon, Gerard - Deakin University, Faculty of Business and Law, School … - 2012

This paper models the cross-market dynamics in an emerging market regional setting using a homogenous set of international sovereign bonds issued by key Latin American economies. We employ Johansen’s and a modified three-step procedure, which generates portfolio adjustment weights while...

Persistent link: https://www.econbiz.de/10010665533