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This paper studies volatility spillovers in credit default swaps (CDS) between the corporate sectors and Latin American countries. Daily data from October 14, 2006, to August 23, 2021, are employed. Spillovers are computed both for the raw data and for filtered series which factor out the effect...
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Using a large panel of firms across the world from 1991-2006, we show that the median foreign firm has lower …
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Using a large panel of firms across the world from 1991-2006, we show that the median foreign firm has lower …
Persistent link: https://www.econbiz.de/10012906259
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