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smicha's BibTeX entry:  

External shocks and the non-linear dynamics of Brady bond spreads in a regime-switching VAR

Journal of International Financial Markets, Institutions and Money, 14(5): 439--454, 2004.
Authors: Peter Tillmann
URL: http://www.sciencedirect.com/science/article/B6VGT-4CC32KN-1/1/8bb5bb85a8989b372295b4a1fd7d7277
Tags: Spreads
| URL | BibTeX  
@article{Tillmann2004,
title = {External shocks and the non-linear dynamics of Brady bond spreads in a regime-switching VAR},
author = {Peter Tillmann},
journal = {Journal of International Financial Markets, Institutions and Money},
month = {Dec},
number = {5},
pages = {439--454},
url = {http://www.sciencedirect.com/science/article/B6VGT-4CC32KN-1/1/8bb5bb85a8989b372295b4a1fd7d7277},
volume = {14},
year = {2004},
keywords = {Spreads }
}