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Duarte, Diogo - 2020

We study default in a multi-firm equilibrium setting with incomplete information. Defaults are modeled to be consistent with the firm's balance sheet and aggregation over firms. Market prices and quantities of risk are derived in closed form. If the number of firms increases, the market prices...

Persistent link: https://www.econbiz.de/10012853271

Turmoil in Latin America and the Caribbean : volatility, spillovers, and contagion

Perry, Guillermo - 2003

Persistent link: https://www.econbiz.de/10010523565

Volatility dynamics in the term structure of Latin American sovereign international bonds

Thuraisamy, Kannan Sivananthan - In: Emerging markets finance & trade : a journal of the … 51 (2015) 5, pp. 859-866

Persistent link: https://www.econbiz.de/10011561103

Turmoil in Latin America and the Caribbean : volatility, spillovers, and contagion

Perry, Guillermo - 2003 - 1. print.

Persistent link: https://www.econbiz.de/10001756539

Turmoil in Latin America and the Caribbean : Volatility, Spillovers, and Contagion

Guillermo, Perry - 2003

Intro -- CONTENTS -- Title -- Acknowledgments -- Summary -- 1. Evidence of Financial Contagion and Performance of Capital Flows across the Region -- 2. Additional Issues by Countries -- Appendix -- FIGURES -- TABLES.