SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
U.S. Real Interest Rates and Default Risk in Emerging Economies
10 references·1 citing·47 second hop
U.S. Real Interest Rates and Default Risk in Emerging Economies (2013)U.S. Real Interest Rates and Default Risk…How Sovereign Is Sovereign Credit Risk? (2011)How Sovereign Is Sovereign Cr…The Validity of the Event-study Approach: Evidence from the Impact of the Fed's Monetary Policy on US and Foreign Asset Prices (2009)The Validity of the Event-stu…Country spreads and emerging countries: Who drives whom? (2005)Country spreads and emerging …Business cycles in emerging economies: the role of interest rates (2005)Business cycles in emerging e…The impact of monetary policy on asset prices (2004)The impact of monetary policy…Identification Through Heteroskedasticity (2003)Identification Through Hetero…Country Spreads and Emerging Countries: Who Drives Whom? (2003)Country Spreads and Emerging …The Impact of Monetary Policy on Asset Prices (2002)The Impact of Monetary Policy…How Does U.S. Monetary Policy Influence Sovereign Spreads in Emerging Markets? (2001)How Does U.S. Monetary Policy…The Impact of Monetary Policy on the Exchange Rate: Evidence from Three Small Open Economies (2000)The Impact of Monetary Policy…Sovereign default: Which shocks matter? (2010)Sovereign default: Which shoc…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Testing for a Unit Root in Time Series Regression (1988)Fiscal Policy and Financial Markets (2006)INDEPENDENT FISCAL AGENCIES (2009)Critical Values for Cointegration Tests (2010)Daily pricing of emerging market sovereign CDS before and during the global financial crisis (2012)Specification Tests in Econometrics (1978)The Econometrics of Financial Markets (1997)TALKING LESS AND MOVING THE MARKET MORE: EVIDENCE FROM THE ECB AND THE FED (2010)The Econometrics of Financial Markets (2012)Central Bank Communication (2019)Complexity of ECB Communication and Financial Market Trading (2019)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Uncertainty about Government Policy and Stock Prices (2012)Risk, uncertainty and monetary policy (2013)Estimation of Dynamic Models with Error Components (1981)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Closing Small Open Economy Models (2002)Sovereign debt crises and credit to the private sector (2007)Maturity, Indebtedness, and Default Risk (2012)The Pass-Through of Sovereign Risk (2016)Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Modeling Term Structures of Defaultable Bonds (1999)Market Liquidity and Funding Liquidity (2008)Evaporating Liquidity (2012)International Channels of Transmission of Monetary Policy and the Mundellian Trilemma (2016)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)Interpreting the macroeconomic time series facts (1992)Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Do high interest rates defend currencies during speculative attacks? (2003)OIL PRICE SHOCKS AND STOCK MARKET BOOMS IN AN OIL EXPORTING COUNTRY (2009)The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication (2010)Econometric policy evaluation: A critique (1976)Statistical analysis of cointegration vectors (1988)Sovereign default and debt renegotiation (2009)Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt (2010)A General Equilibrium Model of Sovereign Default and Business Cycles (2012)Investment, Capacity Utilization and the Real Business Cycle (1986)Default Risk and Income Fluctuations in Emerging Economies (2007)Emerging Market Business Cycles: The Cycle Is the Trend (2007)Sudden Stops, Financial Crises, and Leverage (2010)Measuring The Reaction of Monetary Policy to the Stock Market (2003)Real-time price discovery in global stock, bond and foreign exchange markets (2007)How is macro news transmitted to exchange rates? (2008)Uncertainty About Government Policy and Stock Prices (2010)Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)
this work references cited by second hop

References

  • 2005Business cycles in emerging economies: the role of interest rates1,360 cited
  • 2011How Sovereign Is Sovereign Credit Risk?1,129 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 2003Identification Through Heteroskedasticity922 cited
  • 2005Country spreads and emerging countries: Who drives whom?698 cited
  • 2003Country Spreads and Emerging Countries: Who Drives Whom?408 cited
  • 2002The Impact of Monetary Policy on Asset Prices339 cited
  • 2001How Does U.S. Monetary Policy Influence Sovereign Spreads in Emerging Markets?224 cited
  • 2000The Impact of Monetary Policy on the Exchange Rate: Evidence from Three Small Open Economies131 cited
  • 2009The Validity of the Event-study Approach: Evidence from the Impact of the Fed's Monetary Policy on US and Foreign Asset Prices32 cited

Cited by

  • 2010Sovereign default: Which shocks matter?27 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work