Liquidity Contagion. The Emerging Sovereign Debt Markets example

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Date
2012Dewey
Economie financièreSujet
Sovereign Debt Market; Emerging Markets; Contagion E?ects; Regime Switching models; Liquidity Risk Management; LiquidityJEL code
G.G0.G01; G.G1.G15; C.C0.C01; C.C3.C32Conference name
European Economic Association & Econometric SocietyConference date
08-2012Conference city
MalagaConference country
SPAINCollections
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Darolles, Serge
1032 Dauphine Recherches en Management [DRM]
Dudek, Jérémy
1032 Dauphine Recherches en Management [DRM]
Le Fol, Gaëlle
1032 Dauphine Recherches en Management [DRM]