The legacy and the tyranny of time: exit and re-entry of sovereigns to international capital markets

We use a novel continuous-time Weibull model (without and) with a change-point in the duration dependence parameter to investigate the duration of the exit and re-entry of sovereigns to international capital markets. Relying on annual data for a large panel of countries over the period 1970-2011, we...

Full description

Saved in:
Bibliographic Details
Main Authors: Luca Agnello, Vitor Castro, Ricardo M. Sousa
Format: Default Article
Published: 2018
Subjects:
Other economics not elsewhere classified
International capital markets
Entry and exit
Continuous-time Weibull model
Duration dependence
Change-point
Economics not elsewhere classified
Online Access:https://hdl.handle.net/2134/26418
Tags: Add Tag
No Tags, Be the first to tag this record!

Internet

https://hdl.handle.net/2134/26418

Similar Items