Modelling the sovereign linkages of key Latin American economies
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- Thuraisamy, Kannan & Gannon, Gerard, 2012. "Modelling the Sovereign Linkages of Key Latin American Economies," Working Papers fe_2012_03, Deakin University, Department of Economics.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Thuraisamy, Kannan Sivananthan, 2014. "Intra-market sovereign linkages of key Latin American markets," Economic Systems, Elsevier, vol. 38(2), pages 140-160.
- Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic, 2017. "Sovereign default risk linkage: Implication for portfolio diversification," Pacific-Basin Finance Journal, Elsevier, vol. 41(C), pages 1-16.
- Gannon, Gerard L. & Thuraisamy, Kannan S., 2017. "Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A," Journal of Banking & Finance, Elsevier, vol. 77(C), pages 328-350.
More about this item
KeywordsCommon long-run components; Sovereign linkages; Latin America; Sovereign international bonds; Portfolio adjustment weight;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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