Kannan S. Thuraisamy

Deakin University - Faculty of Business and Law

Burwood, Victoria 3215

Australia

SCHOLARLY PAPERS

6

DOWNLOADS

467

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

How Do Bond, Equity and Commodity Cycles Interact?

Finance Research Letters, Forthcoming
Number of pages: 15 Posted: 27 Jan 2017
Paresh Kumar Narayan, Kannan S. Thuraisamy and Niklas Wagner
Deakin University - School of Accounting, Economics and Finance, Deakin University - Faculty of Business and Law and Passau University
Downloads 136 (256,452)

Abstract:

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asset pricing; cross-market dependence; Granger causality; financial cycles; time-varying risk premium; commodity markets; gold; oil; market volatility

2.

The Dynamics of Credit Spreads on Latin American Eurobonds

Number of pages: 28 Posted: 25 Mar 2008 Last Revised: 15 Jul 2010
Kannan S. Thuraisamy, Gerard L. Gannon and Jonathan A. Batten
Deakin University - Faculty of Business and Law, Deakin University - School of Accounting, Economics and Finance and RMIT University
Downloads 124 (274,877)

Abstract:

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Credit spreads, Latin America, Long-run dynamics, Sovereign bonds, Structural models

3.

Credit Cycle Dependent Spread Determinants in Emerging Sovereign Debt Markets

Emerging Markets Review, Forthcoming
Number of pages: 32 Posted: 19 Mar 2013
Christoph Riedel, Kannan S. Thuraisamy and Niklas Wagner
University of Passau, Deakin University - Faculty of Business and Law and Passau University
Downloads 93 (334,502)
Citation 2

Abstract:

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sovereign bonds, sovereign spreads, sovereign credit cycle, structural models of credit risk, Eurobonds, regime switching, sovereign debt crises

4.

Uncovering the Common Features of Latin American Eurobonds Issued in International Markets

21st Australasian Finance and Banking Conference 2008 Paper
Posted: 25 Aug 2008
Kannan S. Thuraisamy and Gerard L. Gannon
Deakin University - Faculty of Business and Law and Deakin University - School of Accounting, Economics and Finance
Downloads 64 (414,161)

Abstract:

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Common stochastic trend, Latin America, Long-run dynamics, Sovereign bonds

5.

Sovereign Risk and the Impact of Crisis: Evidence from Latin America

Number of pages: 71 Posted: 15 Aug 2016
Jonathan A. Batten, Gerard L. Gannon and Kannan S. Thuraisamy
RMIT University, Deakin University - School of Accounting, Economics and Finance and Deakin University - Faculty of Business and Law
Downloads 50 (464,899)

Abstract:

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Argentina Default, Final Crisis, Global Financial Crisis, Latin America, Volatility, Spillovers, Sovereign Bond Markets, Transmission, Volatility Linkages

6.

Intra-Market Sovereign Linkages of Key Latin American Markets

Economic Systems, Vol. 38, No. 2, 2014
Posted: 29 Oct 2015
Kannan S. Thuraisamy
Deakin University - Faculty of Business and Law

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Intra-market dynamics, Sovereign linkages, Common stochastic component