Sovereign risk and the impact of crisis: Evidence from Latin America

Author:

Batten Jonathan A.ORCID,Gannon Gerard L.,Thuraisamy Kannan S.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference77 articles.

1. Common factors in Latin America's business cycles;Aiolfi;Journal of Development Economics,2011

2. On the compensation for illiquidity in sovereign credit markets;Angel Lafuente;Journal of Multinational Financial Management,2015

3. ‘Market models: a guide to financial data analysis’;Alexander,2001

4. ‘Regulatory change and structural effects in HSIF and HSI volatility’;Au-Yeung;Review of Futures Markets,2005

5. ‘Multivariate Simultaneous Generalized ARCH', Department of Economics;Baba,1990

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