Correlations in emerging market bonds: The role of local and global factors

Author:

Bunda Irina,Hamann A. Javier,Lall Subir

Publisher

Elsevier BV

Subject

Economics and Econometrics,Business and International Management

Reference37 articles.

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2. Financial market contagion in the Asian crisis;Baig;IMF Staff Papers,1999

3. Market integration and contagion;Bekaert;Journal of Business,2005

4. Comovements in emerging market bond returns: an empirical assessment, paper presented at the EMG—the Journal of International Money and Finance Conference;Bunda,2005

5. Capital flows to Latin America: is there evidence of contagion effects?;Calvo,1996

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