Now showing items 1-3 of 3

    • Does default probability matter in Latin American emerging markets? 

      Abinzano Guillén, María Isabel Upna; Muga Caperos, Luis Fernando Upna; Santamaría Aquilué, Rafael Upna (Taylor & Francis, 2013)   Artículo / Artikulua  OpenAccess
      We analyse the impact of default probability in four leading Latin American stock markets (Argentina, Brazil, Chile and Mexico). We find no positive default risk premium except in the case of Brazil, and in fact find a ...
    • How credit ratings affect sovereign credit risk: cross-border evidence in Latin American emerging markets 

      Ballester Miquel, Laura; González Urteaga, Ana Upna (Elsevier, 2016)   Artículo / Artikulua  OpenAccess
      This article builds upon previous literature by providing a better understanding of how contagion changes in bordering sovereign CDS emerging markets resulting from credit rating events. To that end, we follow the novel ...
    • A systematic review of sovereign connectedness on emerging economies 

      Ballester Miquel, Laura; Díaz Mendoza, Ana Carmen; González Urteaga, Ana Upna (Elsevier, 2019)   Artículo / Artikulua
      This article systematically reviews the academic literature on emerging market contagion in order to summarize what we have learnt about the transmission channels existing in these countries. Given the large body of academic ...