External shocks and the non-linear dynamics of Brady bond spreads in a regime-switching VAR

Journal of International Financial Markets, Institutions and Money

Volumn 14, Issue 5, 2004, Pages 439-454

  Tillmann, Peter ^a  

^a UNIVERSITY OF BONN   (Germany)

Author keywords

Emerging markets; Markov switching VAR; Regime dependent impulse response functions; Spreads

Indexed keywords

EID: 3342943269     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2003.12.004     Document Type: Article

References (24)

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