Work

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

Year: 2004

Type: article

Source: Emerging Markets Review

DOI: 10.1016/j.ememar.2004.08.001

Authors: Giulio Cifarelli, Giovanna Paladino

Institutions: University of Florence, Libera Università Internazionale degli Studi Sociali Guido Carli

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3121562293

FWCI: 1.624

Cites: 75

Cited by: 20

Related to: 10