Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A
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DOI: 10.1016/j.jbankfin.2016.07.011
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More about this item
Keywords
Argentine default; Global financial crisis; Latin America; Volatility; Spillovers; Sovereign bond markets; Transmission;All these keywords.
JEL classification:
- 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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