Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets?

16 references·16 citing·42 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1985Continuous Auctions and Insider Trading9,626 cited
1991Common Factors Affecting Bond Returns1,796 cited
1995One Security, Many Markets: Determining the Contributions to Price Discovery1,625 cited
1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
1991Implications of Security Market Data for Models of Dynamic Economies1,182 cited
1990Implications of Security Market Data for Models of Dynamic Economies1,088 cited
2007Corporate Yield Spreads and Bond Liquidity1,087 cited
2007Liquidity and Expected Returns: Lessons from Emerging Markets1,081 cited
1975On the optimality of equilibrium when the market structure is incomplete746 cited
2003The illusory nature of momentum profits657 cited
1987Mean-Variance Spanning590 cited
1991A Theory of Trading in Stock Index Futures542 cited
2003Intraday Price Formation in U.S. Equity Index Markets502 cited
2003Modeling Sovereign Yield Spreads: A Case Study of Russian Debt381 cited
1996Diversification, Integration and Emerging Market Closed‐End Funds363 cited
2004

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve

359 cited

Cited by

2016Diversifying away the risk of war and cross-border political crisis125 cited
2007The Demand for Treasury Debt119 cited
2015Political risk and international valuation117 cited
2022Oil price shocks and green bonds: An empirical evidence109 cited
2012Sovereign debt and corporate borrowing costs in emerging markets94 cited
2015The relation between sovereign credit rating revisions and economic growth92 cited
2018Sovereign to Corporate Risk Spillovers87 cited
2016Financial sector linkages and the dynamics of bank and sovereign credit spreads83 cited
2014On Bank Credit Risk: Systemic or Bank-Specific? Evidence from the US and UK66 cited
2009Price Discovery in Fragmented Markets65 cited
2013How do sovereign credit rating changes affect private investment?57 cited
2008Heterogeneity of sovereign rating migrations in emerging countries55 cited
2014The Development of Local Capital Markets54 cited
2014The Development of Local Capital Markets: Rationale and Challenges52 cited
2012Financial Sector Linkages and the Dynamics of Bank and Sovereign Credit Spreads51 cited
2016Exodus from Sovereign Risk: Global Asset and Information Networks in the Pricing of Corporate Credit Risk50 cited