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Sovereign rescheduling probabilities in emerging markets: a comparison with credit rating agencies’ ratings
16 references·0 citing·37 second hop
Sovereign rescheduling probabilities in emerging markets: a comparison with credit rating agencies’ ratings (2008)Sovereign rescheduling probabilities in e…Bond prices, default probabilities and risk premiums (2005)Bond prices, default probabil…Credit Risk (2003)Credit RiskCredit Risk : Pricing, Measurement, and Management (2003)Credit Risk : Pricing, Measur…Moral Hazard and International Crisis Lending (2002)Moral Hazard and Internationa…Default, Currency Crises, and Sovereign Credit Ratings (2002)Default, Currency Crises, and…Crises and Liquidity (2001)Crises and LiquidityAssessing Financial Vulnerability: An Early Warning System for Emerging Markets (2000)Assessing Financial Vulnerabi…Assessing Financial Vulnerability: An Early Warning System for Emerging Markets (2000)Assessing Financial Vulnerabi…Global development finance 1999 (1999)Global development finance 19…The Relative Importance of Political and Economic Variables in Creditworthiness Ratings (1998)The Relative Importance of Po…A simulation estimation analysis of the external debt crises of developing countries (1994)A simulation estimation analy…Political instability, country risk and probability of default (1992)Political instability, countr…The debt crisis structural explanations of country performance (1988)The debt crisis structural ex…The external debt repayments problems of LDC's (1987)The external debt repayments …Country risk and political instability (1987)Country risk and political in…International debt and the developing countries (1985)International debt and the de…A study of debt servicing capacity applying logit analysis (1977)Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)LDC Foreign Borrowing and Default Risk: An Empirical Investigation, 1976-80 (1984)Politics and Perceived Country Creditworthiness in International Banking (1990)The use (and abuse) of governance indicators in economics: a review (2007)The Management of Political Risk (2016)The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)Leading Indicators of Currency Crises (1999)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Predicting Sovereign Debt Crises (2003)Global Factors and Emerging Market Spreads* (2008)“Rules of thumb” for sovereign debt crises (2009)Structural adjustment policies in developing economies (1982)Real and monetary determinants of real exchange rate behavior: Theory and evidence from developing countries (1988)Economic, political, and institutional determinants of public deficits (2003)The role of social capital in development : an empirical assessment (2008)Inequality and unsustainable growth two sides of the same coin? (2011)A Constant Recontracting Model of Sovereign Debt (1986)Currency crashes in emerging markets: An empirical treatment (1996)The case for GDP-indexed bonds (2004)The Chinese Approach to Capital Inflows: Patterns and Possible Explanations (2005)When Is External Debt Sustainable? (2006)Do indicators of financial crises work? An evaluation of an early warning system (2002)An Analytic Network Process model for financial-crisis forecasting (2003)International and Domestic Collateral Constraints in a Model of Emerging Market Crises (2000)Institutions and Investors: The Politics of the Economic Crisis in Southeast Asia (2001)External liabilities and crises (2014)How Profitable Is Capital Structure Arbitrage? (2006)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)Safer ratios, riskier portfolios: Banks׳ response to government aid (2014)A Market-Based Study of the Cost of Default (2010)Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks (2013)An Experimental Study of Bond Market Pricing (2018)Cross-Country Empirical Studies Of Systemic Bank Distress : A Survey (2005)Noncore Bank Liabilities and Financial Vulnerability (2013)Measuring Default Risk Premia from Default Swap Rates and EDFs (2007)An Empirical Analysis of the Pricing of Collateralized Debt Obligations (2008)
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References

  • 2003Credit Risk : Pricing, Measurement, and Management587 cited
  • 2003Credit Risk560 cited
  • 2000Assessing Financial Vulnerability: An Early Warning System for Emerging Markets432 cited
  • 2002Default, Currency Crises, and Sovereign Credit Ratings360 cited
  • 2000Assessing Financial Vulnerability: An Early Warning System for Emerging Markets281 cited
  • 1988The debt crisis structural explanations of country performance240 cited
  • 2001Crises and Liquidity237 cited
  • 1985International debt and the developing countries228 cited
  • 1987Country risk and political instability144 cited
  • 2005Bond prices, default probabilities and risk premiums138 cited
  • 1992Political instability, country risk and probability of default113 cited
  • 1987The external debt repayments problems of LDC's109 cited
  • 1999Global development finance 1999108 cited
  • 2002Moral Hazard and International Crisis Lending97 cited
  • 1998The Relative Importance of Political and Economic Variables in Creditworthiness Ratings82 cited
  • 1994A simulation estimation analysis of the external debt crises of developing countries

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