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Volumn 5, Issue 4, 2004, Pages 427-446

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

Author keywords

O GARCH; Shift contagion; Sovereign bond spreads

Indexed keywords


EID: 10644223344     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ememar.2004.08.001     Document Type: Article
Times cited : (8)

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