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
20
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