Cousin risks: the extent and the causes of positive correlation between country and currency risks
| Year of publication: |
2005-09
|
|---|---|
| Authors: | Garcia, Marcio Gomes Pinto ; Lowenkron, Alexandre |
| Institutions: | Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro |
| Subject: | Country risk | currency risk | financial crisis | interest rate | cousin risk |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 507 26 pages long |
| 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/10005744596