مرکز منطقه ای اطلاع رساني علوم و فناوري - The impact of the Argentine default on volatility co-movements in emerging bond markets

Title of article :

The impact of the Argentine default on volatility co-movements in emerging bond markets

Author/Authors :

Giulio Cifarelli، نويسنده , , Giovanna Paladino، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2004

Pages :

From page :

427

To page :

446

Keywords :

Shift contagion , Sovereign bond spreads , O-GARCH

Journal title :

Emerging Markets Review

Serial Year :

2004

Journal title :

Emerging Markets Review

Record number :

124229

Link To Document :