The Nature of Latin American Markets in the Presence of Credit Events

In the past two decades the Latin American region has experienced a number of credit crises stemming from large sovereign debt levels and sharp currency devaluations. This study aims to discover whether or not the sovereign credit default swaps (CDS) in the Latin American region lead equity markets...

Full description

Bibliographic Details
Main Author: Aguilar, Patricio
Format: Others
Published: Scholarship @ Claremont 2019
Subjects:
CDS
Online Access:https://scholarship.claremont.edu/cmc_theses/2015
https://scholarship.claremont.edu/cgi/viewcontent.cgi?article=3142&context=cmc_theses