Barbone, Luca; Forni, Lorenzo - Economics Research, World Bank Group - 1997
on how the debt crisis in Mexico in 1994 affected risk assessment (as measured by the stripped spread) in other Brady … premia were stronger during the period of highest volatility in the Mexican crisis. In the case study of Mexico and Poland … had a strong permanent effect on risk assessment in Mexico (about 55 basis points). Different Brady bonds responded …