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Do country fundamentals explain emerging market bond spreads?
Beck, Roland - 2001
Persistent link: https://www.econbiz.de/10001596256
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Central bank currency swap lines
García-Escudero, Enrique Esteban; Sánchez Pérez, Elisa J. - 2020
Persistent link: https://www.econbiz.de/10012310735
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Addressing the dollar crisis by investigating underlying causes, effects, and strategic solutions in emerging economies
Amit, Sajid - In: Research in globalization 8 (2024), pp. 1-11
Foreign exchange reserves (FER), especially dollar assets, are vital for a developing country to maintain economic stability, foster growth, and protect against unexpected amendments. In recent years, particularly since the onset of COVID-19, several emerging countries have experienced...
Persistent link: https://www.econbiz.de/10015047801
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Exchange Rate Policy and Debt Crises in Emerging Economies
Montiel, Peter - 2003
We explore a model intended to capture the interaction between exchange rate policy, fiscal policy, and outright default on foreign-currency denominated debt. We examine how the exchange rate affects the supply of short-term debt facing the government. We show that under a credible hard peg...
Persistent link: https://www.econbiz.de/10014403958
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Exchange rates and sovereign risk : a nonlinear approach based on local Gaussian correlations
Heinlein, Reinhold; Legrenzi, Gabriella; Mahadeo, Scott … - 2024
We empirically assess the interlinkages between sovereign risk, measured in terms of CDS spreads, and exchange rates for a sample of emerging markets. Our period of analysis includes periods of severe stress, such as the Global Financial Crisis, the COVID-19 pandemic and the Ukrainian War. Using...
Persistent link: https://www.econbiz.de/10014505308
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Country default probabilities : assessing and backtesting
Huschens, Stefan; Karmann, Alexander; Maltritz, Dominik; … - 2006
Persistent link: https://www.econbiz.de/10003391283
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Market efficiency in the emerging securitized real estate markets
Schindler, Felix - 2010
This paper tests the random walk hypothesis and market efficiency for twelve emerging as well as for four developed securitized real estate markets from 1992 to 2009. Random walk properties of equity prices influence return dynamics, and market efficiency is often considered an essential...
Persistent link: https://www.econbiz.de/10003969878
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Financial contagion during Lehman default and sovereign debt crisis : an empirical analysis on Euro area bond and equity markets
Gentile, Monica; Giordano, Luca - In: Journal of financial management, markets and institutions 1 (2013) 2, pp. 197-224
Persistent link: https://www.econbiz.de/10011949603
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Inertia of the U.S. dollar as a key currency through the two crises
Ogawa, Eiji; Muto, Makoto - 2016
Persistent link: https://www.econbiz.de/10012128620
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Banking and debt crisis in Europe : the dangerous liaisons?
Candelon, Bertrand; Palm, Franz C. - 2010
The potential mutation of the Sub-Prime banking crisis into a sovereign debt one in Euro area countries is investigated … the end 2009 the probability of observing a Euro area country defaulting is less likely than six month before … self-fulfilling, sovereign debt or currency crises in Euro area in the future. -- king crisis ; sovereign debt crisis …
Persistent link: https://www.econbiz.de/10003951604