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The Impact of Debt Sustainability and the Level of Debt on Emerging Markets Spreads
16 references·0 citing·48 second hop
The Impact of Debt Sustainability and the Level of Debt on Emerging Markets Spreads (2013)The Impact of Debt Sustainability and the…Bond Yields in Emerging Economies (2012)Bond Yields in Emerging Econo…A Practical Guide to Public Debt Dynamics, Fiscal Sustainability, and Cyclical Adjustment of Budgetary Aggregates (2010)A Practical Guide to Public D…Fiscal policy and interest rates in Europe (2006)Fiscal policy and interest ra…Fiscal Policy and Financial Markets (2006)Fiscal Policy and Financial M…The sovereign ceiling and emerging market corporate bond spreads (2005)The sovereign ceiling and eme…Panel Smooth Transition Regression Models (2005)Panel Smooth Transition Regre…Country spreads and emerging countries: Who drives whom? (2005)Country spreads and emerging …Empirical Determinants of Emerging Market Economies' Sovereign Bond Spreads (2004)Empirical Determinants of Eme…Predicting Sovereign Debt Crises (2003)Predicting Sovereign Debt Cri…Debt Intolerance (2003)Debt IntoleranceCountry Spreads and Emerging Countries: Who Drives Whom? (2003)Country Spreads and Emerging …External Debt and Growth (2002)External Debt and GrowthEmerging Market Spreads: Then versus Now (2002)Emerging Market Spreads: Then…Crises and Liquidity (2001)Crises and LiquidityThreshold effects in non-dynamic panels: Estimation, testing, and inference (1999)Threshold effects in non-dyna…What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment? (1998)What Explains Changing Spread…Financing Constraints and Corporate Investment (1987)Econometric Analysis of Cross Section and Panel Data (2001)The non-linear link between electricity consumption and temperature in Europe: A threshold panel approach (2008)Public debt and economic growth in advanced economies: A survey (2013)Economic growth, CO2 emissions, and energy consumption in the five ASEAN countries (2014)Econometric Analysis of Panel Data (2021)Determinants and Impact of Sovereign Credit Ratings (1996)Emerging Financial Markets (2000)Default, Currency Crises, and Sovereign Credit Ratings (2002)Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries (2007)“Rules of thumb” for sovereign debt crises (2009)Global Waves of Debt: Causes and Consequences (2021)Financing Constraints and Corporate Investment (1988)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Do green technology innovations contribute to carbon dioxide emission reduction? Empirical evidence from patent data (2019)Towards a green world: How do green technology innovations affect total-factor carbon productivity (2019)How do environmental regulation and environmental decentralization affect green total factor energy efficiency: Evidence from China (2020)What have we learned from a decade of empirical research on growth? It's Not Factor Accumulation: Stylized Facts and Growth Models (2001)External Debt, Public Investment, and Growth in Low-Income Countries (2003)Public Debt and Growth (2010)The Initial Impact of the Crisis on Emerging Market Countries (2010)Lectures on Macroeconomics. (1990)Historical Patterns and Dynamics of Public Debt—Evidence From a New Database (2011)Measuring Cyclically-Adjusted Budget Balances for OECD Countries (2012)Fiscal Stimulus and Fiscal Sustainability (2017)A cross-country database of fiscal space (2022)A Constant Recontracting Model of Sovereign Debt (1986)Currency crashes in emerging markets: An empirical treatment (1996)The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)The case for GDP-indexed bonds (2004)The Chinese Approach to Capital Inflows: Patterns and Possible Explanations (2005)When Is External Debt Sustainable? (2006)Inefficient Markets (2000)Inefficient Markets: An Introduction to Behavioral Finance (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Financial Globalization, Growth and Volatility in Developing Countries (2004)Fiscal Centralization, Limited Government, and Public Revenues in Europe, 1650–1913 (2009)Econometric policy evaluation: A critique (1976)Statistical analysis of cointegration vectors (1988)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt (2010)A General Equilibrium Model of Sovereign Default and Business Cycles (2012)Country Spreads and Emerging Countries: Who Drives Whom? (2003)Sovereign Borrowing by Developing Countries: What Determines Market Access? (2004)Sovereign default and debt renegotiation (2009)When It Rains, It Pours: Procyclical Capital Flows and Macroeconomic Policies (2004)The Economics and Law of Sovereign Debt and Default (2009)Public debt and growth: Heterogeneity and non-linearity (2015)
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References

  • 1999Threshold effects in non-dynamic panels: Estimation, testing, and inference5,251 cited
  • 2005Country spreads and emerging countries: Who drives whom?698 cited
  • 2003Debt Intolerance684 cited
  • 2002External Debt and Growth560 cited
  • 1998What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment?505 cited
  • 2005Panel Smooth Transition Regression Models404 cited
  • 2010A Practical Guide to Public Debt Dynamics, Fiscal Sustainability, and Cyclical Adjustment of Budgetary Aggregates275 cited
  • 2003Predicting Sovereign Debt Crises264 cited
  • 2001Crises and Liquidity237 cited
  • 2002Emerging Market Spreads: Then versus Now235 cited
  • 2003Country Spreads and Emerging Countries: Who Drives Whom?215 cited
  • 2006Fiscal policy and interest rates in Europe206 cited
  • 2006Fiscal Policy and Financial Markets188 cited
  • 2004Empirical Determinants of Emerging Market Economies' Sovereign Bond Spreads180 cited
  • 2005The sovereign ceiling and emerging market corporate bond spreads173 cited
  • 2012Bond Yields in Emerging Economies

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