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Sovereign Credit Ratings and Spreads in Emerging Markets: Does Investment Grade Matter?
4 references·4 citing·38 second hop
Sovereign Credit Ratings and Spreads in Emerging Markets: Does Investment Grade Matter? (2011)Sovereign Credit Ratings and Spreads in E…Global Factors and Emerging Market Spreads (2006)Global Factors and Emerging M…Country Spreads and Emerging Countries: Who Drives Whom? (2003)Country Spreads and Emerging …Common Factors in Emerging Market Spreads (2003)Common Factors in Emerging Ma…LDC's Foreign Borrowing and Default Risk: An Empirical Investigation (1983)LDC's Foreign Borrowing and D…Sub-Saharan African Eurobond yields: What really matters beyond global factors? (2018)Sub-Saharan African Eurobond …Emerging market sovereign bond spreads, credit ratings and global financial crisis (2016)Emerging market sovereign bon…Emerging market sovereign bond spreads and shifts in global market sentiment (2014)Emerging market sovereign bon…MACROECONOMICS AND SOVEREIGN RISK RATINGS (2012)MACROECONOMICS AND SOVEREIGN …Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections (1971)Estimation of linear models with crossed-error structure (1974)The Current Account and Macroeconomic Adjustment in the 1970s (1981)Exchange Rate Fluctuations, Political Risk, and Stock Returns: Some Evidence from an Emerging Market (1995)The Evolution and Determinants of Emerging Market Credit Spreads in the 1990s (1999)The Evolution and Determinants of Emerging Markets Credit Spreads in the 1990s (2005)A Test for the Number of Factors in an Approximate Factor Model (1993)The Dynamic Pricing of Sovereign Risk in Emerging Markets: Fundamentals and Risk Aversion (2011)Emerging market sovereign bond spreads: Estimation and back-testing (2012)The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences (2016)Comparing Predictive Accuracy (1994)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Testing for Error Correction in Panel Data* (2007)Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries (2016)Measuring the impact of governance quality on stock market performance in developed countries (2020)Determinants and Impact of Sovereign Credit Ratings (1996)Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt (2010)The Damaging Bias of Sovereign Ratings (2015)Current Issues in Economics and Finance (2017)Sovereign credit risk and economic risk in Turkey: Empirical evidence from a wavelet coherence approach (2019)Dependency between sovereign credit ratings and economic risk: Insight from Balkan countries (2021)Econometric policy evaluation: A critique (1976)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Overborrowing, Financial Crises and 'Macro-prudential' Taxes (2010)Optimal Time-Consistent Macroprudential Policy (2015)International Reserves and Rollover Risk (2018)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Debt Sustainability Under Catastrophic Risk: The Case for Government Budget Insurance (2008)Emerging market sovereign spreads, global financial conditions and U.S. macroeconomic news (2008)Determinants of Sovereign Bond Spreads in Emerging Markets (2013)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Biases in Dynamic Models with Fixed Effects (1981)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)
this work references cited by second hop

References

  • 1983LDC's Foreign Borrowing and Default Risk: An Empirical Investigation287 cited
  • 2003Country Spreads and Emerging Countries: Who Drives Whom?215 cited
  • 2006Global Factors and Emerging Market Spreads98 cited
  • 2003Common Factors in Emerging Market Spreads72 cited

Cited by

  • 2012MACROECONOMICS AND SOVEREIGN RISK RATINGS59 cited
  • 2014Emerging market sovereign bond spreads and shifts in global market sentiment56 cited
  • 2018Sub-Saharan African Eurobond yields: What really matters beyond global factors?37 cited
  • 2016Emerging market sovereign bond spreads, credit ratings and global financial crisis27 cited

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