Default correlation at the sovereign level: evidence from some Latin American markets-Reference-Cited by-同舟云学术

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Default correlation at the sovereign level: evidence from some Latin American markets

Published:2009-09-29 Issue:11 Volume:43 Page:1399-1411
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Chen Yi-Hsuan¹,Wang Kehluh²,Tu Anthony H.³

Affiliation:

1. Department of Finance, Chung Hua University, No. 707, Sec. 2, WuFu Rd., Hsinchu 300, Taiwan

2. Institute of Finance, National Chiao Tung University, No. 1001 TaHsueh Rd., Hsinchu 300, Taiwan

3. Department of Finance, National Chengchi University, No. 64, Sec. 2, ZhiNan Rd., Wenshan District, Taipei 11605, Taiwan

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036840802600467

Reference33 articles.

1. CREDIT CONTAGION: PRICING CROSS-COUNTRY RISK IN BRADY DEBT MARKETS

2. A New Approach to Measuring Financial Contagion

3. Duke University Working Paper;Beattie J,2000

4. Market Integration and Contagion

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4. Modelling European sovereign default probabilities with copulas;Economic Research-Ekonomska Istraživanja;2019-01-01

5. WORLD FINANCIAL RELATIONS: UNDERSTANDING THE CREDIT DERIVATIVE SWAPS (CDS) DEPENDENCE STRUCTURE;REAd. Revista Eletrônica de Administração (Porto Alegre);2018-08

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