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Political and Fiscal Risk Determinants of Sovereign Spreads in Emerging Markets
16 references·16 citing·42 second hopsampled
Political and Fiscal Risk Determinants of Sovereign Spreads in Emerging Markets (2011)Political and Fiscal Risk Determinants of…Financial Stability Report 2013 (2013)Financial Stability Report 20…Emerging markets’ spreads and global financial conditions (2007)Emerging markets’ spreads and…The Evolution and Determinants of Emerging Markets Credit Spreads in the 1990s (2005)The Evolution and Determinant…Country spreads and emerging countries: Who drives whom? (2005)Country spreads and emerging …Country Spreads and Emerging Countries: Who Drives Whom? (2003)Country Spreads and Emerging …Searching for Non-Linear Effects of Fiscal Policy: Evidence from Industrial and Developing Countries (2000)Searching for Non-Linear Effe…Political elections and the resolution of uncertainty: The international evidence (2000)Political elections and the r…What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment? 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References

  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
  • 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis2,611 cited
  • 1995Models of Currency Crises with Self-Fulfilling Features1,058 cited
  • 1991Policy uncertainty and private investment in developing countries869 cited
  • 2013Financial Stability Report 2013709 cited
  • 2005Country spreads and emerging countries: Who drives whom?698 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings652 cited
  • 1998What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment?505 cited
  • 2000Searching for Non-Linear Effects of Fiscal Policy: Evidence from Industrial and Developing Countries472 cited
  • 1984LDC Foreign Borrowing and Default Risk: An Empirical Investigation, 1976-80459 cited
  • 2003Country Spreads and Emerging Countries: Who Drives Whom?408 cited
  • 2007Emerging markets’ spreads and global financial conditions392 cited
  • 2000Political elections and the resolution of uncertainty: The international evidence295 cited
  • 1983LDC's Foreign Borrowing and Default Risk: An Empirical Investigation

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287 cited
  • 2005The Evolution and Determinants of Emerging Markets Credit Spreads in the 1990s248 cited
  • Cited by

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    • 2012Bond Yields in Emerging Economies132 cited
    • 2015Political risk and international valuation117 cited
    • 2016Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries111 cited
    • 2014International political risk and government bond pricing109 cited
    • 2016Sovereign bonds in developing countries: Drivers of issuance and spreads106 cited
    • 2020Does geopolitical uncertainty affect corporate financing? Evidence from MIDAS regression84 cited
    • 2019Blacklists, Market Enforcement, and the Global Regime to Combat Terrorist Financing79 cited
    • 2015Regime-dependent determinants of Euro area sovereign CDS spreads64 cited
    • 2011The Dynamics of Sovereign Credit Risk56 cited
    • 2018Sovereign bond spreads and extra-financial performance: An empirical analysis of emerging markets55 cited
    • 2016Sovereign debt risk in emerging market economies: Does inflation targeting adoption make any difference?54 cited
    • 2014External Imbalances and Fiscal Fragility in the Euro Area54 cited
    • 2020Fiscal policy and stock market efficiency: An ARDL Bounds Testing approach51 cited
    • 2015Emerging market local currency bond yields and foreign holdings – A fortune or misfortune?48 cited