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Estimating Default Probabilities of Emerging Market Sovereigns: A New Look at a Not-so-New Literature
16 references·6 citing·39 second hop
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References

  • 1983Limited-dependent and qualitative variables in econometrics13,257 cited
  • 1981Credit Rationing in Markets with Imperfect Information12,762 cited
  • 1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems4,990 cited
  • 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis2,611 cited
  • 1996Currency crashes in emerging markets: An empirical treatment1,940 cited
  • 1998Leading Indicators of Currency Crises1,857 cited
  • 1998The Determinants of Banking Crises in Developing and Developed Countries1,799 cited
  • 2007Credit Rationing in Markets With Imperfect Information1,562 cited
  • 1996Contagious Currency Crises: First Tests847 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings652 cited
  • 2001Panel Data Models: Some Recent Developments575 cited
  • 1986The pure theory of country risk573 cited
  • 2000Panel Data Discrete Choice Models with Lagged Dependent Variables557 cited
  • 1996Mexico's balance-of-payments crisis: a chronicle of a death foretold528 cited
  • 2007Determinants and Impact of Sovereign Credit Ratings509 cited
  • 2000

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Emerging Financial Markets
374 cited

Cited by

  • 2014The determinants of sovereign default: A sensitivity analysis48 cited
  • 2005How Important Is Sovereign Risk in Determining Corporate Default Premia? The Case of South Africa48 cited
  • 2016Government Bonds and Their Investors: What are the Facts and Do They Matter?47 cited
  • 2007Dynamic effects of terms of trade shocks: The impact on debt and growth46 cited
  • 2014A financial early warning logit model and its efficiency verification approach30 cited
  • 2007Macroeconomic volatility, debt dynamics, and sovereign interest rate spreads29 cited