Contagion and portfolio shift in emerging countries' sovereign bonds
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- Alicia Garcia Herrero & Antonio Diez de los Rios, 2004. "Contagion And Portfolio Shift In Emerging Countries´ Sovereign Bonds," International Finance 0403002, EconWPA.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Angelo Marsiglia Fasolo, 2006. "Interdependence and Contagion: an Analysis of Information Transmission in Latin America's Stock Markets," Working Papers Series 112, Central Bank of Brazil, Research Department.
More about this item
KeywordsFinancial linkages; financial crisis; Granger causality; international asset pricing;
- F30 - International Economics - - International Finance - - - General
- F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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