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Modeling and Simulation in Engineering, Economics, and Management Lecture Notes in Business Information Processing - Sovereign bond spreads evolution in Latin American countries

Congreso

Autoría:

Antonio Terceño ; MARTINEZ, LISANA BELÉN ; M. TERESA SORROSAL-FORRADELLAS ; M. GLÒRIA BARBERÀ-MARINÉ

Fecha:

2013

Editorial y Lugar de Edición:

Springer Berlin Heidelberg

ISSN:

978-3-642-30433-0

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. Información suministrada por el agente en SIGEVA

Palabras Clave

financial crisissovereign bond spreadsSelf-organizing mapsLatin American countries.