Title of article
External shocks and the non-linear dynamics of Brady bond spreads in a regime-switching VAR
Author/Authors
Peter Tillmann، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
16
From page
439
To page
454
Keywords
Emerging markets , Spreads , Regime-dependent impulse response functions , Markov-switching VAR
Journal title
Journal of International Financial Markets, Institutions and Money
Serial Year
2004
Journal title
Journal of International Financial Markets, Institutions and Money
Record number
189707
Link To Document