Cousin risks: the extent and the causes of positive correlation between country and currency risks

Marcio Garcia and Alexandre Lowenkron
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Alexandre Lowenkron: Department of Economics PUC-Rio

No 507, Textos para discussão from Department of Economics PUC-Rio (Brazil)

Keywords: Country risk; currency risk; financial crisis; interest rate; cousin risk (search for similar items in EconPapers)
JEL-codes: E43 F34 G15 (search for similar items in EconPapers)
Pages: 26p
Date: 2005-09
New Economics Papers: this item is included in nep-fin, nep-fmk and nep-mac
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Citations: View citations in EconPapers (2)

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http://www.econ.puc-rio.br/uploads/adm/trabalhos/files/td507.pdf (application/pdf)

Related works:
Working Paper: Cousin Risks: The Extent and the Causes of Positive Correlation between Country and Currency Risks (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:rio:texdis:507

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