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The Determinants of Sovereign Bond Spreads: Theory and Facts from Latin America
16 references·1 citing·53 second hop
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References

  • 1996Determinants and Impact of Sovereign Credit Ratings652 cited
  • 2004Global transmission of interest rates: monetary independence and currency regime333 cited
  • 1999Boom and Bust and Sovereign Ratings290 cited
  • 2008Global Factors and Emerging Market Spreads*271 cited
  • 1977A study of debt servicing capacity applying logit analysis231 cited
  • 2000What Explains Changing Spreads on Emerging Market Debt170 cited
  • 2004Determinants of spread and creditworthiness for emerging market sovereign debt: a panel data study115 cited
  • 2001The Russian Default and the Contagion to Brazil105 cited
  • 2006What drives credit risk in emerging markets? The roles of country fundamentals and market co-movements103 cited
  • 2001Monetary Independence in Emerging Markets: Does the Exchange Rate Regime Make a Difference?89 cited
  • 1998The Relative Importance of Political and Economic Variables in Creditworthiness Ratings82 cited
  • 2004Sovereign Risk Premia in the European Bond Market70 cited
  • 1998Country and Currency Risk Premia in an Emerging Market64 cited
  • 2001Country Risk: Economic Policy, Contagion Effect or Political Noise?62 cited
  • 2005The Role of Global Risk Aversion in Explaining Latin American Sovereign Spreads

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47 cited
  • 1999Country risk premium: theoretical determinants and empirical evidence for latin american countries31 cited
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    • 2021The Empirics of Long-Term Mexican Government Bond Yields10 cited