Default and devaluation risks in Argentina: long-run and exogeneity in different systems
This study analyses the effect of devaluation risk on the default risk of Argentina, a critical question for the “dollarization debate”. The integrated nature of both series is taken into account to analyse the long run relationship and to evaluate “weak exogeneity” using a “cointegrating vector” sy...
Guardado en:
| Autores principales: | Ahumada, Hildegart, Garegnani, María Lorena |
|---|---|
| Formato: | Objeto de conferencia |
| Lenguaje: | Inglés |
| Publicado: |
2000
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| Materias: | |
| Acceso en línea: | http://sedici.unlp.edu.ar/handle/10915/170381 |
| Aporte de: |
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