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New Perspectives on Emerging Market Bonds
10 references·16 citing·36 second hop
New Perspectives on Emerging Market Bonds (1999)New Perspectives on Emerging Market BondsConditional Skewness in Asset Pricing Tests (2000)Conditional Skewness in Asset…The Asian Bet (1999)The Asian BetWhat Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment? (1998)What Explains Changing Spread…Distributional Characteristics of Emerging Market Returns and Asset Allocation (1998)Distributional Characteristic…Re-Emerging Markets (1997)Re-Emerging MarketsEmerging equity market volatility (1997)Emerging equity market volati…Determinants and Impact of Sovereign Credit Ratings (1996)Determinants and Impact of So…Determinants and Impact of Sovereign Credit Ratings (1996)Determinants and Impact of So…Time-Varying World Market Integration (1995)Time-Varying World Market Int…Predictable Risk and Returns in Emerging Markets (1994)Predictable Risk and Returns …Investor sentiment and sovereign bonds (2021)Investor sentiment and sovere…The performance of US-based emerging market mutual funds (2017)The performance of US-based e…Political risk and expected government bond returns (2016)Political risk and expected g…Frontier and emerging government bond markets (2015)Frontier and emerging governm…A performance evaluation of Chinese mutual funds (2015)A performance evaluation of C…Transparency, idiosyncratic risk, and convertible bonds (2012)Transparency, idiosyncratic r…Portfolio value-at-risk optimization for asymmetrically distributed asset returns (2012)Portfolio value-at-risk optim…Emerging Market Inflation-Linked Bonds (2012)Emerging Market Inflation-Lin…A new country risk index for emerging markets: A stochastic dominance approach (2012)A new country risk index for …How Sovereign Is Sovereign Credit Risk? (2011)How Sovereign Is Sovereign Cr…The Politics of Sovereign Defaults (2010)The Politics of Sovereign Def…The External Financing of Emerging Markets—Evidence from Two Waves of Financial Globalization (2010)The External Financing of Eme…Market Segmentation Effects in Corporate Credit Rating Changes: The Case of Emerging Markets (2008)Market Segmentation Effects i…Emerging Market Bond Funds: A Comprehensive Analysis (2008)Emerging Market Bond Funds: A…Foreign Participation in Local Currency Bond Markets (2006)Foreign Participation in Loca…The power of the markets? The international bond markets and the 2002 elections in Brazil (2005)The power of the markets? The…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)The Determinants of Credit Spread Changes (2001)The Cross‐Section of Volatility and Expected Returns (2006)Introductory Econometrics for Finance (2008)Valuation effects of security offerings and the issuance process (1986)Sovereign Debt: Is To Forgive To Forget? (1988)The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)Capital flow waves: Surges, stops, flight, and retrenchment (2012)Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Modeling Term Structures of Defaultable Bonds (1999)Market Liquidity and Funding Liquidity (2008)Risk Matters: The Real Effects of Volatility Shocks (2011)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2018)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Foreign Speculators and Emerging Equity Markets (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Time-Varying World Market Integration (1995)Value versus Growth: The International Evidence (1998)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Dating the integration of world equity markets (2002)Striking oil: Another puzzle? (2008)What Factors Drive Global Stock Returns? (2011)Global Capital and National Governments (2001)Country spreads and emerging countries: Who drives whom? (2005)Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt (2010)Asymmetric correlations of equity portfolios (2002)Emerging markets finance (2003)The Globalization of Liberalization: Policy Diffusion in the International Political Economy (2004)Local Return Factors and Turnover in Emerging Stock Markets (1999)
this work references cited by second hop

References

  • 2000Conditional Skewness in Asset Pricing Tests2,837 cited
  • 1997Emerging equity market volatility1,743 cited
  • 1994Predictable Risk and Returns in Emerging Markets1,042 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings659 cited
  • 1995Time-Varying World Market Integration594 cited
  • 1998What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment?505 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings471 cited
  • 1998Distributional Characteristics of Emerging Market Returns and Asset Allocation397 cited
  • 1997Re-Emerging Markets144 cited
  • 1999The Asian Bet80 cited

Cited by

  • 2011How Sovereign Is Sovereign Credit Risk?1,129 cited
  • 2012Portfolio value-at-risk optimization for asymmetrically distributed asset returns73 cited
  • 2006Foreign Participation in Local Currency Bond Markets49 cited
  • 2005The power of the markets? The international bond markets and the 2002 elections in Brazil47 cited
  • 2016Political risk and expected government bond returns43 cited
  • 2012

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

A new country risk index for emerging markets: A stochastic dominance approach
41 cited
  • 2015A performance evaluation of Chinese mutual funds40 cited
  • 2008Market Segmentation Effects in Corporate Credit Rating Changes: The Case of Emerging Markets30 cited
  • 2010The Politics of Sovereign Defaults29 cited
  • 2008Emerging Market Bond Funds: A Comprehensive Analysis26 cited
  • 2015Frontier and emerging government bond markets25 cited
  • 2010The External Financing of Emerging Markets—Evidence from Two Waves of Financial Globalization25 cited
  • 2021Investor sentiment and sovereign bonds21 cited
  • 2017The performance of US-based emerging market mutual funds20 cited
  • 2012Emerging Market Inflation-Linked Bonds19 cited
  • 2012Transparency, idiosyncratic risk, and convertible bonds19 cited