External shocks and the non-linear dynamics of Brady bond spreads in a regime-switching VAR
| Year of publication: |
2004
|
|---|---|
| Authors: | Tillmann, Peter |
| Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 14.2004, 5, p. 439-454
|
| Publisher: |
Elsevier |