EconPapers    
Economics at your fingertips  
 

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
References: View references in EconPapers View complete reference list from CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://repec.org/mmfc03/MendozaRev.pdf (application/pdf)

Related works:
Working Paper: Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets (2004) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mmf:mmfc03:65

Access Statistics for this paper

More papers in Money Macro and Finance (MMF) Research Group Conference 2003 from Money Macro and Finance Research Group
Series data maintained by Christopher F. Baum ().

 
Page updated 2017-09-29
Handle: RePEc:mmf:mmfc03:65