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What Explains Changing Spreads on Emerging Market Debt
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What Explains Changing Spreads on Emerging Market Debt (2000)What Explains Changing Spreads on Emergin…The Economic Content of Indicators of Developing Country Creditworthiness (1996)The Economic Content of Indic…Mexico's balance-of-payments crisis: a chronicle of a death foretold (1996)Mexico's balance-of-payments …The Credit Rating Industry (1995)The Credit Rating IndustryInternational debt reexamined (1995)International debt reexaminedCommon risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The pricing of bonds and bank loans in international markets (1986)The pricing of bonds and bank…Measuring sovereign contagion in Europe (2017)Measuring sovereign contagion…International capital flows to emerging markets: National and global determinants (2015)International capital flows t…Emerging market local currency bonds: Diversification and stability (2014)Emerging market local currenc…Pure or Wake‐up‐Call Contagion? Another Look at the EMU Sovereign Debt Crisis (2013)Pure or Wake‐up‐Call Contagio…Bond Yields in Emerging Economies (2012)Bond Yields in Emerging Econo…PIGS or Lambs? The European Sovereign Debt Crisis and the Role of Rating Agencies (2011)PIGS or Lambs? The European S…Shadow Sovereign Ratings for Unrated Developing Countries (2010)Shadow Sovereign Ratings for …How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads (2009)How the Subprime Crisis Went …An empirical analysis on the determinants of CEE government bond spreads (2009)An empirical analysis on the …Sovereign defaults: Information, investment and credit (2008)Sovereign defaults: Informati…Government Risk Premiums in the Bond Market: EMU and Canada (2008)Government Risk Premiums in t…FOOL THE MARKETS? CREATIVE ACCOUNTING, FISCAL TRANSPARENCY AND SOVEREIGN RISK PREMIA (2008)FOOL THE MARKETS? CREATIVE AC…Fiscal institutions, fiscal policy and sovereign risk premia in EMU (2008)Fiscal institutions, fiscal p…The estimation of transition matrices for sovereign credit ratings (2002)The estimation of transition …Moral Hazard and International Crisis Lending (2002)Moral Hazard and Internationa…Lending booms, reserves and the sustainability of short-term debt: inferences from the pricing of syndicated bank loans (2000)Lending booms, reserves and t…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The Determinants of Banking Crises in Developing and Developed Countries (1998)What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment? 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A Test (1999)Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt (2010)Default and the Maturity Structure in Sovereign Bonds (2012)Extreme Correlation of International Equity Markets (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)CoVaR (2016)Contagion, Spillover, and Interdependence (2019)Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty (2019)Systemic risk and the COVID challenge in the european banking sector (2021)Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)The Current Account and Macroeconomic Adjustment in the 1970s (1981)LDC Foreign Borrowing and Default Risk: An Empirical Investigation, 1976-80 (1984)The Evolution and Determinants of Emerging Market Credit Spreads in the 1990s (1999)The Evolution and Determinants of Emerging Markets Credit Spreads in the 1990s (2005)Mispricing of Sovereign Risk and Macroeconomic Stability in the Eurozone* (2012)Exchange Rates and the Current Account. 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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1996Mexico's balance-of-payments crisis: a chronicle of a death foretold528 cited
  • 1995The Credit Rating Industry455 cited
  • 1995International debt reexamined319 cited
  • 1986The pricing of bonds and bank loans in international markets274 cited
  • 1996The Economic Content of Indicators of Developing Country Creditworthiness193 cited

Cited by

  • 2002The estimation of transition matrices for sovereign credit ratings170 cited
  • 2008Fiscal institutions, fiscal policy and sovereign risk premia in EMU166 cited
  • 2008Sovereign defaults: Information, investment and credit155 cited
  • 2017Measuring sovereign contagion in Europe138 cited
  • 2008FOOL THE MARKETS? CREATIVE ACCOUNTING, FISCAL TRANSPARENCY AND SOVEREIGN RISK PREMIA136 cited
  • 2012Bond Yields in Emerging Economies132 cited
  • 2014Emerging market local currency bonds: Diversification and stability125 cited
  • 2000Lending booms, reserves and the sustainability of short-term debt: inferences from the pricing of syndicated bank loans118 cited
  • 2015International capital flows to emerging markets: National and global determinants

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115 cited
  • 2013Pure or Wake‐up‐Call Contagion? Another Look at the EMU Sovereign Debt Crisis115 cited
  • 2011PIGS or Lambs? The European Sovereign Debt Crisis and the Role of Rating Agencies97 cited
  • 2002Moral Hazard and International Crisis Lending97 cited
  • 2009How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads94 cited
  • 2010Shadow Sovereign Ratings for Unrated Developing Countries91 cited
  • 2008Government Risk Premiums in the Bond Market: EMU and Canada80 cited
  • 2009An empirical analysis on the determinants of CEE government bond spreads71 cited