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Determinants of Emerging Market Bond Spread: Do Economic Fundamentals Matter?
7 references·16 citing·43 second hop
Determinants of Emerging Market Bond Spread: Do Economic Fundamentals Matter? (1999)Determinants of Emerging Market Bond Spre…Output and the real exchange rate in developing countries: an application to Mexico (2000)Output and the real exchange …Trade Policy and Economic Development: How We Learn (1997)Trade Policy and Economic Dev…Crude Oil and the Macroeconomy: Tests of Some Popular Notions: Note (1986)Crude Oil and the Macroeconom…LDC Foreign Borrowing and Default Risk: An Empirical Investigation, 1976-80 (1984)LDC Foreign Borrowing and Def…Do Long-Term Interest Rates Overreact to Short-Term Interest Rates? (1984)Do Long-Term Interest Rates O…Exchange Rates and the Current Account. (1980)Exchange Rates and the Curren…A study of debt servicing capacity applying logit analysis (1977)A study of debt servicing cap…Fiscal transparency and the cost of sovereign debt (2015)Fiscal transparency and the c…Self-Fulfilling Crises in the Eurozone: An Empirical Test (2012)Self-Fulfilling Crises in the…Public debt, sovereign default risk and shadow economy (2012)Public debt, sovereign defaul…Bond Yields in Emerging Economies (2012)Bond Yields in Emerging Econo…Political and Fiscal Risk Determinants of Sovereign Spreads in Emerging Markets (2011)Political and Fiscal Risk Det…Determinants of sovereign yield spreads in the Eurozone: A Bayesian approach (2011)Determinants of sovereign yie…Determinants of Government Bond Spreads in New EU Countries (2010)Determinants of Government Bo…International Organization as a Seal of Approval: European Union Accession and Investor Risk (2009)International Organization as…Fiscal Implications of the Global Economic and Financial Crisis (2009)Fiscal Implications of the Gl…Government Bonds in Domestic and Foreign Currency: the Role of Institutional and Macroeconomic Factors* (2007)Government Bonds in Domestic …Fiscal Policy and Financial Markets (2006)Fiscal Policy and Financial M…Determinants of market-assessed sovereign risk: Economic fundamentals or market risk appetite? 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this work references cited by second hop

References

  • 1980Exchange Rates and the Current Account.1,042 cited
  • 1986Crude Oil and the Macroeconomy: Tests of Some Popular Notions: Note582 cited
  • 1997Trade Policy and Economic Development: How We Learn512 cited
  • 1984LDC Foreign Borrowing and Default Risk: An Empirical Investigation, 1976-80459 cited
  • 1984Do Long-Term Interest Rates Overreact to Short-Term Interest Rates?253 cited
  • 2000Output and the real exchange rate in developing countries: an application to Mexico240 cited
  • 1977A study of debt servicing capacity applying logit analysis231 cited

Cited by

  • 2006Fiscal Policy and Financial Markets188 cited
  • 2005Determinants of market-assessed sovereign risk: Economic fundamentals or market risk appetite?175 cited
  • 2002The estimation of transition matrices for sovereign credit ratings170 cited
  • 2011Determinants of sovereign yield spreads in the Eurozone: A Bayesian approach156 cited
  • 2007Government Bonds in Domestic and Foreign Currency: the Role of Institutional and Macroeconomic Factors*152 cited
  • 2011Political and Fiscal Risk Determinants of Sovereign Spreads in Emerging Markets150 cited
  • 2009International Organization as a Seal of Approval: European Union Accession and Investor Risk148 cited

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  • 2004Counting the investor vote: political business cycle effects on sovereign bond spreads in developing countries133 cited
  • 2012Bond Yields in Emerging Economies132 cited
  • 2012Self-Fulfilling Crises in the Eurozone: An Empirical Test128 cited
  • 2004Determinants of spread and creditworthiness for emerging market sovereign debt: a panel data study115 cited
  • 2012Public debt, sovereign default risk and shadow economy94 cited
  • 2010Determinants of Government Bond Spreads in New EU Countries70 cited
  • 2015Fiscal transparency and the cost of sovereign debt69 cited
  • 2004Determinants of spread, credit ratings and creditworthiness for emerging market sovereign debt: a follow-up study using pooled data analysis64 cited
  • 2009Fiscal Implications of the Global Economic and Financial Crisis63 cited