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Determinants of Emerging Market Sovereign Bond Spreads

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References

1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
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1999The Evolution and Determinants of Emerging Market Credit Spreads in the 1990s228 cited
2004Empirical Determinants of Emerging Market Economies' Sovereign Bond Spreads180 cited
2010Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals?160 cited

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2015Developing countries’ financial vulnerability to the eurozone crisis: an event study of equity and bond markets56 cited
2012Monetary policy channels in Brazil through the lens of a semi-structural model55 cited
2012Boom-Bust Cycles, Imbalances and Discipline in Europe55 cited
2014Emerging market bond spreads: The role of global and domestic factors from 2002 to 201153 cited

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2018

Emerging market local currency sovereign bond yields: The role of exchange rate risk

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2014Sovereign bond yield spreads and market sentiment and expectations: Empirical evidence from Euro area countries43 cited

2018Sub-Saharan African Eurobond yields: What really matters beyond global factors?37 cited

2018Financial Data Transparency, International Institutions, and Sovereign Borrowing Costs32 cited

2014Risks of Latin America sovereign debts before and after the financial crisis31 cited

2015The impact of macroeconomic and financial stress on the U.S. financial sector31 cited

2012Developing countries' financial vulnerability to the euro crisis: An event study of equity and bond markets30 cited