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Inflation Targeting and Country Risk
16 references·2 citing·43 second hop
Inflation Targeting and Country Risk (2013)Inflation Targeting and Country RiskFrom Financial Crash to Debt Crisis (2011)From Financial Crash to Debt …Fiscal Deficits, Public Debt, and Sovereign Bond Yields (2010)Fiscal Deficits, Public Debt,…Does inflation targeting make a difference in developing countries? (2008)Does inflation targeting make…Does Inflation Targeting Make a Difference? (2007)Does Inflation Targeting Make…Inflation targeting in emerging economies: What do the data say? (2006)Inflation targeting in emergi…Fiscal Policy and Financial Markets (2006)Fiscal Policy and Financial M…The Macroeconomic Effects of Inflation Targeting (2004)The Macroeconomic Effects of …Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…The effect of inflation targeting on the behavior of expected inflation: evidence from an 11 country panel (2002)The effect of inflation targe…How Does U.S. Monetary Policy Influence Sovereign Spreads in Emerging Markets? (2001)How Does U.S. Monetary Policy…What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment? (1998)What Explains Changing Spread…Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…How big is the premium for currency risk?1We thank Geert Bekaert, Tim Bollerslev, Peter Bossaerts, Mark Carhart, John Cochrane, Magnus Dahlquist, Wayne Ferson, Linda Goldberg, Campbell Harvey, Pierre Hillion, Robert Hodrick (the referee), Olivier Ledoit, John Matsusaka, Hans Mikkelsen, Angel Serrat and Ivo Welch, as well as workshop participants at INSEAD, University of California at Los Angeles, University of Southern California, University of Rochester, Southern Methodist University, University of California – Irvine, Koc University and participants at the 1996 UBC Global Investment Conference (Whistler, BC), 1996 Western Finance Association meetings (Sunriver, OR), 1996 European Finance Association meetings (Oslo, Norway), 1996 NBER Asset Pricing meeting (Evanston, IL), and the 1997 Econometric Society winter meetings (New Orleans, LA) for their comments. The paper was written while the second author was visiting the Anderson School at UCLA. Both authors acknowledge the financial support of a CIBEAR grant.1 (1998)How big is the premium for cu…Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment…The pricing of bonds and bank loans in international markets (1986)The pricing of bonds and bank…The Pricing of Bonds and Bank Loans in International Markets: An Empirical Analysis of Developing Countries' Foreign Borrowing (1985)The Pricing of Bonds and Bank…Does inflation targeting reduce sovereign risk? Further evidence (2016)Does inflation targeting redu…A DSGE Model for a SOE with Systematic Interest and Foreign Exchange Policies in Which Policymakers Exploit the Risk Premium for Stabilization Purposes (2013)A DSGE Model for a SOE with S…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Stock returns and volatility in emerging financial markets (1997)On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach (2003)Stock prices and exchange rate dynamics (2005)Inflation forecast targeting: Implementing and monitoring inflation targets (1997)Inflation Targeting: A New Framework for Monetary Policy? 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(2005)The Macroeconomic Effects of Oil Price Shocks: Why are the 2000s so Different from the 1970s? (2007)The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s? (2007)Oil prices and inflation dynamics: Evidence from advanced and developing economies (2018)Biases in Dynamic Models with Fixed Effects (1981)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)Judgment under Uncertainty: Heuristics and Biases (1975)Bank Runs, Deposit Insurance, and Liquidity (1983)Golden Eggs and Hyperbolic Discounting (1997)The Aftermath of Financial Crises (2009)Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios (2011)Systemic Banking Crises Database (2013)One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know? (2001)Does Inflation Targeting Matter? (2003)Inflation Targeting in Emerging Market Economies (2003)Country Spreads and Emerging Countries: Who Drives Whom? (2003)Sovereign Borrowing by Developing Countries: What Determines Market Access? (2004)Sovereign default and debt renegotiation (2009)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)
this work references cited by second hop

References

  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
  • 2011From Financial Crash to Debt Crisis1,556 cited
  • 2007Does Inflation Targeting Make a Difference?556 cited
  • 1998How big is the premium for currency risk?1We thank Geert Bekaert, Tim Bollerslev, Peter Bossaerts, Mark Carhart, John Cochrane, Magnus Dahlquist, Wayne Ferson, Linda Goldberg, Campbell Harvey, Pierre Hillion, Robert Hodrick (the referee), Olivier Ledoit, John Matsusaka, Hans Mikkelsen, Angel Serrat and Ivo Welch, as well as workshop participants at INSEAD, University of California at Los Angeles, University of Southern California, University of Rochester, Southern Methodist University, University of California – Irvine, Koc University and participants at the 1996 UBC Global Investment Conference (Whistler, BC), 1996 Western Finance Association meetings (Sunriver, OR), 1996 European Finance Association meetings (Oslo, Norway), 1996 NBER Asset Pricing meeting (Evanston, IL), and the 1997 Econometric Society winter meetings (New Orleans, LA) for their comments. The paper was written while the second author was visiting the Anderson School at UCLA. Both authors acknowledge the financial support of a CIBEAR grant.1506 cited
  • 1998What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment?505 cited
  • 2006Inflation targeting in emerging economies: What do the data say?459 cited
  • 2004The Macroeconomic Effects of Inflation Targeting416 cited
  • 2008Does inflation targeting make a difference in developing countries?360 cited
  • 1986

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The pricing of bonds and bank loans in international markets
274 cited
  • 2002The effect of inflation targeting on the behavior of expected inflation: evidence from an 11 country panel264 cited
  • 1985The Pricing of Bonds and Bank Loans in International Markets: An Empirical Analysis of Developing Countries' Foreign Borrowing248 cited
  • 2001How Does U.S. Monetary Policy Influence Sovereign Spreads in Emerging Markets?224 cited
  • 2010Fiscal Deficits, Public Debt, and Sovereign Bond Yields224 cited
  • 2006Fiscal Policy and Financial Markets188 cited
  • Cited by

    • 2016Does inflation targeting reduce sovereign risk? Further evidence17 cited
    • 2013A DSGE Model for a SOE with Systematic Interest and Foreign Exchange Policies in Which Policymakers Exploit the Risk Premium for Stabilization Purposes14 cited