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The Role of Global Risk Aversion in Explaining Latin American Sovereign Spreads
16 references·5 citing·46 second hop
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References

  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1993Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors1,512 cited
  • 1996The new wave of private capital inflows: Push or pull?679 cited
  • 1990The Federal Funds Rate and the Channels of Monetary Transnission658 cited
  • 1998What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment?505 cited
  • 2003Collateral, type of lender and relationship banking as determinants of credit risk434 cited
  • 2004An Empirical Analysis of the Dynamic Relationship between Investment Grade Bonds and Credit Default Swaps386 cited
  • 1999The Information in the High Yield Bond Spread for the Business Cycle: Evidence and Some Implications319 cited
  • 2007Similarities and convergence in G-7 cycles318 cited
  • n.d.Rule-of-Thumb Consumers and the Design of Interest Rate Rules238 cited
  • 1999The Evolution and Determinants of Emerging Market Credit Spreads in the 1990s228 cited
  • 2006Are European business cycles close enough to be just one?221 cited
  • 2006House prices and rents: An equilibrium asset pricing approach158 cited
  • 2007Technology Shocks and Job Flows121 cited
  • 2007

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The impact of government budgets on prices: Evidence from macroeconometric models
120 cited
  • 2007Do European Primarily Internet Banks Show Scale and Experience Efficiencies?109 cited
  • Cited by

    • 2011Emerging market yield spreads: Domestic, external determinants, and volatility spillovers33 cited
    • 2006Credit Market Competition, Collateral and Firms' Finance32 cited
    • 2006Global Factors and Emerging Market Spreads32 cited
    • 2007The Role of Global Risk Aversion in Explaining Sovereign Spreads31 cited
    • 2012Sovereign default risk premia: Evidence from the default swap market31 cited