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
Keywords :
Emerging markets , Spreads , Regime-dependent impulse response functions , Markov-switching VAR
Journal title :
Journal of International Financial Markets, Institutions and Money
Journal title :
Journal of International Financial Markets, Institutions and Money
