Risk spillovers between global corporations and Latin American sovereigns: global factors matter-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Risk spillovers between global corporations and Latin American sovereigns: global factors matter

Published:2022-07-28 Issue:13 Volume:55 Page:1477-1496
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Gomez-Gonzalez Jose E.¹^ORCID,Uribe Jorge M.²,Valencia Oscar M.³

Affiliation:

1. Department of Economics and Business, Lehman College, City University of New York, Bronx, NY, USA

2. Department of Economics and Finance, Universitat Oberta de Catalunya, Barcelona, Spain

3. Fiscal Affair Department, Inter-American Development Bank, Washington, DC, USA

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2022.2097193

Reference57 articles.

1. Modeling financial contagion using mutually exciting jump processes

2. In search of distress risk in emerging markets

3. Sovereign to Corporate Risk Spillovers

4. The term structure of CDS spreads and sovereign credit risk

5. NETS: Network estimation for time series

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Macrofinancial interconnections in the Pacific Alliance: a quantile approach of stock markets and macroeconomic factors;Applied Economics Letters;2024-08-12

2. Does Geopolitical Risk Matter for Cross‐Industry Risk Contagion: The Roles of Real Linkage and Information Channels*;Asia-Pacific Journal of Financial Studies;2024-07-15

3. Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models;Empirical Economics;2024-06-18

4. Extreme Return Spillover Between the WTI, the VIX, and Six Latin American Stock Markets: A Quantile Connectedness Approach;Studies in Nonlinear Dynamics & Econometrics;2024-04-16

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3