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Emerging Market Bond Spreads and Sovereign Credit Ratings
9 references·1 citing·38 second hop
Emerging Market Bond Spreads and Sovereign Credit Ratings (2001)Emerging Market Bond Spreads and Sovereig…Foreign Currency Credit Ratings for Emerging Market Economies (2001)Foreign Currency Credit Ratin…Using Credit Ratings for Capital Requirements on Lending to Emerging Market Economies: Possible Impact of a New Basel Accord (2000)Using Credit Ratings for Capi…Understanding Emerging Market Bonds (2000)Understanding Emerging Market…The Evolution and Determinants of Emerging Market Credit Spreads in the 1990s (1999)The Evolution and Determinant…On the Comovement of Bond Yield Spreads and Country Risk Ratings (1999)On the Comovement of Bond Yie…What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment? (1998)What Explains Changing Spread…The Economic Content of Indicators of Developing Country Creditworthiness (1996)The Economic Content of Indic…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…Investing in Emerging Markets (2003)Investing in Emerging MarketsStock returns and volatility in emerging financial markets (1997)The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The theory and practice of corporate finance: evidence from the field (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)LDC Foreign Borrowing and Default Risk: An Empirical Investigation, 1976-80 (1984)The pricing of bonds and bank loans in international markets (1986)Bond Markets, Analysis and Strategies. (1989)Determinants of emerging markets’ financial health: A panel data study of sovereign bond spreads (2017)Long-Term Investors, Demand Shifts, and Yields (2024)Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors (1993)Determinants and Impact of Sovereign Credit Ratings (2007)How Sovereign Is Sovereign Credit Risk? (2011)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)Emerging markets finance (2003)Introductory Econometrics for Finance (2008)Capital flow waves: Surges, stops, flight, and retrenchment (2012)Exchange Rates and the Current Account. (1980)Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Controls on Capital Inflows: Do they Work? (2000)Understanding the determinants of sovereign debt ratings: Evidence for the two leading agencies (2003)Sovereign Defaults: The Price of Haircuts (2011)Time-Varying World Market Integration (1995)Emerging equity market volatility (1997)Conditional Skewness in Asset Pricing Tests (2000)Heterogeneity of sovereign rating migrations in emerging countries (2008)Spillover effects on government bond yields in euro zone. Does full financial integration exist in European government bond markets? (2008)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)Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)Short- and long-run determinants of sovereign debt credit ratings (2010)Sovereign credit rating determinants: A comparison before and after the European debt crisis (2017)Official Intervention in the Foreign Exchange Market (2003)Fiscal Transparency and Economic Outcomes (2005)Split sovereign ratings and rating migrations in emerging economies (2009)The Globalization of Liberalization: Policy Diffusion in the International Political Economy (2004)
this work references cited by second hop

References

  • 1996Determinants and Impact of Sovereign Credit Ratings659 cited
  • 1998What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment?505 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings471 cited
  • 1999The Evolution and Determinants of Emerging Market Credit Spreads in the 1990s228 cited
  • 1996The Economic Content of Indicators of Developing Country Creditworthiness193 cited
  • 2000Using Credit Ratings for Capital Requirements on Lending to Emerging Market Economies: Possible Impact of a New Basel Accord108 cited
  • 2000Understanding Emerging Market Bonds58 cited
  • 2001Foreign Currency Credit Ratings for Emerging Market Economies49 cited
  • 1999On the Comovement of Bond Yield Spreads and Country Risk Ratings30 cited

Cited by

  • 2003Investing in Emerging Markets23 cited

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