Corporate Credit Spreads and the Sovereign Ceiling in Latin America
Author:
Affiliation:
1. University of Buenos Aires and CITRA-CONICET, Buenos Aires, Argentina
2. Universidad Nacional de La Plata and CITRA-CONICET, Buenos Aires, Argentina
3. IAE Business School-Universidad Austral, Buenos Aires, Argentina
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2016.1174853
Reference38 articles.
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3. Borensztein, E., K. Cowan, and P. Valenzuela, 2006. Sovereign ceilings “lite”? The impact of sovereign ratings on private ratings in emerging market economies, Inter-American Development Bank. unpublished manuscript.
4. Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
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