Volatility Dynamics in the Term Structure of Latin American Sovereign International Bonds

We examine the nature of volatility dynamics in the term structure of sovereign bonds issued in international markets by major Latin American countries. Focusing only on the U.S. dollar-denominated sovereign international bonds, this study shows the heterogeneous nature of volatility effects that af...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Emerging markets finance & trade 2015-09, Vol.51 (5), p.859-866
1. Verfasser:	Thuraisamy, Kannan S.
Format:	Artikel
Sprache:	eng
Schlagworte:	Bond issues Interest rates International markets Liquidity multivariate GARCH sovereign bonds Studies SYMPOSIUM ARTICLES term structure Volatility volatility dynamics
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!