The EMBI in Latin America : fractional integration, non-linearities and breaks
Guglielmo Maria Caporale, Hector Carcel, Luis Gil-Alana
| Year of publication: |
March 2018
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Carcel, Hector ; Gil-Alaña, Luis A. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 24.2018, p. 34-41
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| Subject: | EMBI | Emerging markets | Fractional integration | Non-linearities | Lateinamerika | Latin America | Zeitreihenanalyse | Time series analysis | Schwellenländer | Emerging economies | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Strukturbruch | Structural break |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2017.06.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011982450