Modelling long memory and risk premia in Latin American sovereign bond markets
Alfonso Mendoza-Velázquez ()
Money Macro and Finance (MMF) Research Group Conference 2003 from Money Macro and Finance Research Group
JEL-codes: C14 C32 F34 F42 G1 G2 (search for similar items in EconPapers)
Date: 2004-09-27, Revised 2004-10-13
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Working Paper: Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:mmf:mmfc03:65
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