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Modelling the sovereign linkages of key Latin American economies
journal contribution
posted on 2013-02-01, 00:00 authored by Kannan ThuraisamyKannan Thuraisamy, Gerard GannonModelling the sovereign linkages of key Latin American economies
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Journal
Journal of international financial markets institutions and moneyVolume
23Pagination
222 - 239Publisher
ElsevierLocation
Amsterdam, The NetherlandsPublisher DOI
ISSN
1042-4431eISSN
1873-0612Language
engPublication classification
C1 Refereed article in a scholarly journalUsage metrics
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No categories selectedKeywords
common long-run componentssovereign linkagesLatin Americasovereign international bondsportfolio adjustment weightSocial SciencesBusiness, FinanceEconomicsBusiness & EconomicsINTERNATIONAL BOND MARKETSCOINTEGRATION TESTSEXPECTED RETURNSCONDITIONAL HETEROSKEDASTICITYEMERGING MARKETSINTEGRATIONTIMERISK
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