Science and Technology Production
Modeling and Simulation in Engineering, Economics, and Management Lecture Notes in Business Information Processing - Sovereign bond spreads evolution in Latin American countries
Congress
Authorship:
Antonio Terceño ; MARTINEZ, LISANA BELÉN ; M. TERESA SORROSAL-FORRADELLAS ; M. GLÒRIA BARBERÀ-MARINÉDate:
2013Publishing House and Editing Place:
Springer Berlin HeidelbergISSN:
978-3-642-30433-0Summary *
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. Information provided by the agent in SIGEVAKey Words
financial crisissovereign bond spreadsSelf-organizing mapsLatin American countries.