SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Understanding Emerging Market Bonds
12 references·16 citing·39 second hop
Understanding Emerging Market Bonds (2000)Understanding Emerging Market BondsConditional Skewness in Asset Pricing Tests (2000)Conditional Skewness in Asset…The Slope of the Credit Yield Curve for Speculative‐Grade Issuers (1999)The Slope of the Credit Yield…The Asian Bet (1999)The Asian BetWhat Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment? (1998)What Explains Changing Spread…Distributional Characteristics of Emerging Market Returns and Asset Allocation (1998)Distributional Characteristic…Re-Emerging Markets (1997)Re-Emerging MarketsEmerging equity market volatility (1997)Emerging equity market volati…Expected Returns and Volatility in 135 Countries (1996)Expected Returns and Volatili…Diversification, Integration and Emerging Market Closed-End Funds (1996)Diversification, Integration …Determinants and Impact of Sovereign Credit Ratings (1996)Determinants and Impact of So…Time-Varying World Market Integration (1995)Time-Varying World Market Int…Predictable Risk and Returns in Emerging Markets (1994)Predictable Risk and Returns …Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence (2022)Financial market integration …The performance of US-based emerging market mutual funds (2017)The performance of US-based e…Pernicious effects: How the credit rating agencies disadvantage emerging markets (2016)Pernicious effects: How the c…Not all emerging markets are the same: A classification approach with correlation based networks (2016)Not all emerging markets are …A performance evaluation of Chinese mutual funds (2015)A performance evaluation of C…Credit cycle dependent spread determinants in emerging sovereign debt markets (2013)Credit cycle dependent spread…Transparency, idiosyncratic risk, and convertible bonds (2012)Transparency, idiosyncratic r…Determinants of sovereign risk premia for European emerging markets (2011)Determinants of sovereign ris…Spillover effects on government bond yields in euro zone. Does full financial integration exist in European government bond markets? (2008)Spillover effects on governme…Market Segmentation Effects in Corporate Credit Rating Changes: The Case of Emerging Markets (2008)Market Segmentation Effects i…Heterogeneity of sovereign rating migrations in emerging countries (2008)Heterogeneity of sovereign ra…Emerging Market Bond Funds: A Comprehensive Analysis (2008)Emerging Market Bond Funds: A…Predictability in Emerging Sovereign Debt Markets* (2006)Predictability in Emerging So…Official bailouts, moral hazard and the ‘speciality’ of the international interbank market (2003)Official bailouts, moral haza…Emerging markets finance (2003)Emerging markets financeEmerging Market Bond Spreads and Sovereign Credit Ratings (2001)Emerging Market Bond Spreads …Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)The Sharpe Ratio (1994)International Portfolio Investment Flows (1997)Trying to Explain Home Bias in Equities and Consumption (1999)Foreign Speculators and Emerging Equity Markets (2000)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)The Determinants of Credit Spread Changes (2001)The Cross‐Section of Volatility and Expected Returns (2006)Introductory Econometrics for Finance (2008)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)The Globalization of Liberalization: Policy Diffusion in the International Political Economy (2004)Capital flow waves: Surges, stops, flight, and retrenchment (2012)A Survey of Corporate Governance (1997)Law and Finance (1998)Corporate Ownership Around the World (1999)Corporate Governance and Expected Stock Returns: Evidence from Germany (2004)Characterizing World Market Integration through Time (2007)Finance and inequality: Channels and evidence (2007)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Financial Dependence and Growth (1996)Does financial liberalization spur growth? (2005)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)… and the Cross-Section of Expected Returns (2015)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)Asymmetric correlations of equity portfolios (2002)Value versus Growth: The International Evidence (1998)
this work references cited by second hop

References

  • 2000Conditional Skewness in Asset Pricing Tests2,837 cited
  • 1995Time-Varying World Market Integration2,307 cited
  • 1997Emerging equity market volatility1,743 cited
  • 1994Predictable Risk and Returns in Emerging Markets1,042 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings659 cited
  • 1998What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment?505 cited
  • 1998Distributional Characteristics of Emerging Market Returns and Asset Allocation397 cited
  • 1996Diversification, Integration and Emerging Market Closed-End Funds379 cited
  • 1996Expected Returns and Volatility in 135 Countries346 cited
  • 1999The Slope of the Credit Yield Curve for Speculative‐Grade Issuers300 cited
  • 1997Re-Emerging Markets144 cited
  • 1999The Asian Bet80 cited

Cited by

  • 2003Emerging markets finance768 cited
  • 2008Heterogeneity of sovereign rating migrations in emerging countries55 cited
  • 2008Spillover effects on government bond yields in euro zone. Does full financial integration exist in European government bond markets?45 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2015
A performance evaluation of Chinese mutual funds
40 cited
  • 2008Market Segmentation Effects in Corporate Credit Rating Changes: The Case of Emerging Markets30 cited
  • 2016Pernicious effects: How the credit rating agencies disadvantage emerging markets28 cited
  • 2008Emerging Market Bond Funds: A Comprehensive Analysis26 cited
  • 2003Official bailouts, moral hazard and the ‘speciality’ of the international interbank market26 cited
  • 2013Credit cycle dependent spread determinants in emerging sovereign debt markets24 cited
  • 2011Determinants of sovereign risk premia for European emerging markets24 cited
  • 2017The performance of US-based emerging market mutual funds20 cited
  • 2012Transparency, idiosyncratic risk, and convertible bonds19 cited
  • 2001Emerging Market Bond Spreads and Sovereign Credit Ratings19 cited
  • 2016Not all emerging markets are the same: A classification approach with correlation based networks16 cited
  • 2006Predictability in Emerging Sovereign Debt Markets*16 cited
  • 2022Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence15 cited