Regional Financial Integration in the Caribbean; Evidence From Financial and Macroeconomic Data
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- Hassan, M. Kabir & Ngene, Geoffrey M. & Yu, Jung-Suk, 2015. "Credit default swaps and sovereign debt markets," Economic Systems, Elsevier, vol. 39(2), pages 240-252.
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More about this item
KeywordsEconomic models; Bond markets; Capital flows; Cross country analysis; Caribbean; Trade integration; Stock markets; CARICOM; cross-market premium; cross-listed stock; Threshold Auto-Regressive model; current account dynamics; equation; bond; correlation; stock exchange;
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