Pricing Political Risk in Latin America: A Look inside Presidential Elections, Sovereign Credit Default Swaps and Equity Prices in Argentina, Brazil, Chile and Mexico

Pricing Political Risk in Latin America: A Look inside Presidential Elections, Sovereign Credit Default Swaps and Equity Prices in Argentina, Brazil, Chile and Mexico

This paper explores the relationship between presidential elections and sovereign credit default swap (CDS) returns, as well as, equity returns in the Latin American countries, Argentina, Brazil, Chile and Mexico. In particular, this paper tests whether or not presidential elections, which potential...

Full description

Bibliographic Details
Main Author: Doran, Zachary
Format: Others
Published: Scholarship @ Claremont 2013
Subjects:
Credit Default Swaps
Latin America
Emerging Markets
Elections
Equity
Political Risk
Finance and Financial Management
Online Access:http://scholarship.claremont.edu/cmc_theses/627
http://scholarship.claremont.edu/cgi/viewcontent.cgi?article=1636&context=cmc_theses

Internet

http://scholarship.claremont.edu/cmc_theses/627
http://scholarship.claremont.edu/cgi/viewcontent.cgi?article=1636&context=cmc_theses

Similar Items