Add to ORKGThis thesis investigated the behavioural dynamics of emerging market sovereign international bonds issued by key Latin American economies. The study allows deeper insights into the complex behaviour of an important segment of international bond markets in a single, comprehensive and penetrative study
Purpose: This study examines the effect of the informational content of local credit rating announce...
This paper studies the impact of a country's extra-financial performance on its sovereign bond sprea...
This PhD dissertation presents the analysis of the link between the government debt market, sovereig...
This paper models the cross-market dynamics in an emerging market regional setting using a homogenou...
We examine the nature of volatility dynamics in the term structure of sovereign bonds issued in inte...
This paper investigates two important relationships using the sovereign issues made by major Latin A...
10.1016/j.ememar.2013.08.004This paper aims to identify the main determinants of sovereign bond spre...
This paper investigates two important relationships using the sovereign issues made by major Latin A...
We study sovereign debt default in small open economies and the relation linking sovereign bond spre...
O objetivo desse trabalho é analisar a influência que fundamentos internos e fatores externos exerce...
This paper analyses the relationship between corporate bond issues and the existence of corporate go...
All stars seem to be perfectly aligned for Latin America in global financial markets. Spreads on sov...
We employ an affine term structure model with no-arbitrage restrictions and unspanned risk factors t...
Spreads on sovereign bonds are at an all-time low, at least since the current era of emerging econom...
We utilize the default by Argentina in 2001 and the Global Financial Crisis in 2008, as natural expe...
Purpose: This study examines the effect of the informational content of local credit rating announce...
This paper studies the impact of a country's extra-financial performance on its sovereign bond sprea...
This PhD dissertation presents the analysis of the link between the government debt market, sovereig...
This paper models the cross-market dynamics in an emerging market regional setting using a homogenou...
We examine the nature of volatility dynamics in the term structure of sovereign bonds issued in inte...
This paper investigates two important relationships using the sovereign issues made by major Latin A...
10.1016/j.ememar.2013.08.004This paper aims to identify the main determinants of sovereign bond spre...
This paper investigates two important relationships using the sovereign issues made by major Latin A...
We study sovereign debt default in small open economies and the relation linking sovereign bond spre...
O objetivo desse trabalho é analisar a influência que fundamentos internos e fatores externos exerce...
This paper analyses the relationship between corporate bond issues and the existence of corporate go...
All stars seem to be perfectly aligned for Latin America in global financial markets. Spreads on sov...
We employ an affine term structure model with no-arbitrage restrictions and unspanned risk factors t...
Spreads on sovereign bonds are at an all-time low, at least since the current era of emerging econom...
We utilize the default by Argentina in 2001 and the Global Financial Crisis in 2008, as natural expe...
Purpose: This study examines the effect of the informational content of local credit rating announce...
This paper studies the impact of a country's extra-financial performance on its sovereign bond sprea...
This PhD dissertation presents the analysis of the link between the government debt market, sovereig...