TY - GEN 
AU - Giraldo C.
AU - Giraldo I.
AU - Gomez-Gonzalez J.E.
AU - Uribe J.M.
PY - 2024
UR - http://hdl.handle.net/10818/63241
AB - This paper investigates the relationship between depreciation and default risks in five key Latin American markets—Brazil, Chile, Colombia, Peru, and Mexico—in response to shifts in the US yield curve slope. Excluding serial defaulters like Argentina,...
LA - eng
PB - International Review of Economics and Finance
KW - Emerging markets
KW - Price spillovers
KW - Risk spillovers
TI - Term spread spillovers to Latin America and emergence of the ‘Twin Ds’
DO - 10.1016/j.iref.2024.103682
ER -