AN ANALYSIS OF THE IMPACT OF EXTERNAL FINANCIAL RISKS ON THE SOVEREIGN RISK PREMIUM OF LATIN AMERICAN ECONOMIES
Abstract: This article presents a quantification of the response of the sovereign risk premium (EMBI) of a group of Latin American countries, to unexpected changes (shocks) in external financial variables. The main contribution of the paper is to use the estimated parameters of a vector autoregressi...
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| Autores principales: | , , |
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| Lenguaje: | English |
| Publicado: |
ILADES. Universidad Alberto Hurtado.
2017
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| Materias: | |
| Acceso en línea: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-88702017000200131 |
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