Cousin risks: the extent and the causes of positive correlation between country and currency risks
| Year of publication: |
2005
|
|---|---|
| Authors: | Lowenkron, Alexandre ; Garcia, Márcio |
| Publisher: |
Rio de Janeiro : Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio), Departamento de Economia |
| Subject: | Länderrisiko | Währungsrisiko | Finanzkrise | Country risk | currency risk | financial crisis | interest rate | cousin risk |
| Series: | Texto para discussão ; 507 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 50442789X [GVK] hdl:10419/175991 [Handle] RePEc:rio:texdis:507 [RePEc] |
| Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G15 - International Financial Markets ; F34 - International Lending and Debt Problems |
| Source: |
Persistent link: https://www.econbiz.de/10011807332