Sovereign Bond Spreads Evolution in Latin American Countries

Capítulo de Libro

Autoría:

Terceño, Antonio ; Sorrosal, M. Teresa ; MARTINEZ, LISANA BELÉN ; Barberá, M. Glória

Fecha:

2013

Editorial y Lugar de Edición:

Springer Berlin Heidelberg

Libro:

Modeling and Simulation in Engineering, Economics, and Management (pp. 171-180)
Springer Berlin Heidelberg

ISBN:

978-3-642-38278-9

Resumen

This paper presents an empirical analysis related to sovereign bond spreads variations of seven Latin American countries during 2000 to 2012. The self-organizing maps methodology allows identifying the similarities among the financial markets evolutions. Moreover, we detect the impact of the Argentina financial crisis and the recent contagion effect of the last financial crisis over the emerging region during the year 2009.

Palabras Clave

Sovereign bond spreadsSelf-organizing mapsLatin American countriesFinancial crisis

Descargue o solicite el texto completo:

http://hdl.handle.net/11336/218119