Abstract
This paper presents an empirical analysis related to sovereign bond spreads variations of seven Latin American countries during 2000 to 2012. The self-organizing maps methodology allows identifying the similarities among the financial markets evolutions. Moreover, we detect the impact of the Argentina financial crisis and the recent contagion effect of the last financial crisis over the emerging region during the year 2009.
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Terceño, A., Sorrosal, M.T., Martinez, L.B., Barberà, M.G. (2013). Sovereign Bond Spreads Evolution in Latin American Countries. In: Fernández-Izquierdo, M.Á., Muñoz-Torres, M.J., León, R. (eds) Modeling and Simulation in Engineering, Economics, and Management. MS 2013. Lecture Notes in Business Information Processing, vol 145. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-38279-6_19
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DOI: https://doi.org/10.1007/978-3-642-38279-6_19
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