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Common Factors in Emerging Market Spreads

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1993A Test for the Number of Factors in an Approximate Factor Model475 cited

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2015The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model41 cited
2011Sovereign Credit Ratings and Spreads in Emerging Markets39 cited
2004Factors Driving Risk Premia39 cited
2014Exchange rate risk and local currency sovereign bond yields in emerging markets

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2012Sovereign default risk premia: Evidence from the default swap market31 cited

2013The Impact of Debt Sustainability and the Level of Debt on Emerging Markets Spreads27 cited