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How do global investors differentiate between sovereign risks? The new normal versus the old
11 references·1 citing·53 second hop
How do global investors differentiate between sovereign risks? The new normal versus the old (2016)How do global investors differentiate bet…Mutual funds flows and the geography of contagion (2015)Mutual funds flows and the ge…Emerging market bond spreads: The role of global and domestic factors from 2002 to 2011 (2014)Emerging market bond spreads:…Asset Managers in Emerging Market Economies (2014)Asset Managers in Emerging Ma…Capital flows, push versus pull factors and the global financial crisis (2012)Capital flows, push versus pu…Capital flow waves: Surges, stops, flight, and retrenchment (2012)Capital flow waves: Surges, s…The integration of the credit default swap markets during the US subprime crisis: Dynamic correlation analysis (2011)The integration of the credit…How Sovereign Is Sovereign Credit Risk? (2011)How Sovereign Is Sovereign Cr…Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (2008)Default and Recovery Implicit…Interpreting sovereign spreads (2007)Interpreting sovereign spreadsThe equity premium: A puzzle (1985)The equity premium: A puzzleProspect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Emerging market sovereign bond spreads, credit ratings and global financial crisis (2016)Emerging market sovereign bon…Mutual Fund Herding and the Impact on Stock Prices (1999)Determinants of Long-Term Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach (2004)Asset Fire Sales (and Purchases) in Equity Markets (2005)How Important is the Global Financial Cycle? Evidence from Capital Flows (2017)Uncertainty, capital flows, and maturity mismatch (2017)Media sentiment and international asset prices (2021)Credit Risk : Pricing, Measurement, and Management (2003)Is Default Event Risk Priced in Corporate Bonds? (2004)Determinants and Impact of Sovereign Credit Ratings (2007)Credit default swaps and sovereign debt markets (2015)Sovereign defaults by currency denomination (2015)News sentiment and sovereign credit risk (2019)Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Sub-Saharan African Eurobond yields: What really matters beyond global factors? (2018)Foreign reserve accumulation, foreign direct investment, and economic growth (2021)Sovereign Risk and Government Change: Elections, Ideology and Experience (2022)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Sovereign Credit Default Swap Premia (2012)Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries (2018)The term structure of CDS spreads and sovereign credit risk (2018)The pricing of commodity contracts (1976)A Theory of the Term Structure of Interest Rates (1985)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Carry Trades and Currency Crashes (2008)Carry Trades and Currency Crashes (2008)Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms (2009)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Modeling Term Structures of Defaultable Bonds (1999)Market Liquidity and Funding Liquidity (2008)Evaporating Liquidity (2012)International Channels of Transmission of Monetary Policy and the Mundellian Trilemma (2016)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–2004 (2007)A New Measure of Financial Openness (2008)Stories of the Twentieth Century for the Twenty-First (2012)Cross-Border Banking and Global Liquidity (2014)U.S. Monetary Policy and the Global Financial Cycle (2020)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)The Global Crisis and Equity Market Contagion (2014)US Monetary Policy and the Global Financial Cycle (2015)Measuring Geopolitical Risk (2018)The Framing of Decisions and the Psychology of Choice (1981)Advances in prospect theory: Cumulative representation of uncertainty (1992)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)
this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 2012Capital flow waves: Surges, stops, flight, and retrenchment1,579 cited
  • 2011How Sovereign Is Sovereign Credit Risk?1,129 cited
  • 2008Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads805 cited
  • 2012Capital flows, push versus pull factors and the global financial crisis751 cited
  • 2011The integration of the credit default swap markets during the US subprime crisis: Dynamic correlation analysis106 cited
  • 2015Mutual funds flows and the geography of contagion84 cited
  • 2014Emerging market bond spreads: The role of global and domestic factors from 2002 to 201153 cited
  • 2007Interpreting sovereign spreads47 cited
  • 2014Asset Managers in Emerging Market Economies44 cited

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  • 2016Emerging market sovereign bond spreads, credit ratings and global financial crisis27 cited

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