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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
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The credit spread dynamics of Latin American euro issues in international bond markets
Thuraisamy, Kannan (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003794201
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Credit spread dynamics : evidence from Latin America
Thuraisamy, Kannan (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003794204
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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
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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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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
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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
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Simultaneous volatility transmissions and spillover effects : US and Hong Kong stock and futures markets
Gannon, Gerard L. - In: International review of financial analysis 14 (2005) 3, pp. 326-336
Persistent link: https://www.econbiz.de/10002960529
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Simultaneous volatility transmissions and spillover effects : US and Hong Kong Stock and futures markets
Gannon, Gerard L. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002035603
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Time-varying herding behavior, global financial crisis, and the Chinese stock market
Sharma, Susan Sunila; Narayan, Paresh Kumar; … - In: Review of Pacific Basin financial markets and policies 18 (2015) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10011300960