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Spatial spillovers in emerging market spreads

Salvatore Dell’Erba; Baldacci, Emanuele; Poghosyan, Tigran - In: Empirical Economics 45 (2013) 2, pp. 735-756

We use novel spatial econometrics techniques to explore spillovers in the sovereign bond market for 24 emerging economies during 1995–2010. The article extends the previous literature focusing on spillover effects from advanced to emerging economies by analyzing transmission of shocks across...

Persistent link: https://www.econbiz.de/10010845937

Does fiscal policy affect interest rates? : evidence from a factor-augmented panel

Dell'Erba, Salvatore; Sola, Sergio - In: The B.E. journal of macroeconomics 16 (2016) 2, pp. 395-437

Persistent link: https://www.econbiz.de/10011509037

Pressure or prudence? : tales of market pressure and fiscal adjustment

Dell'Erba, Salvatore; Mattina, Todd; Roitman, Agustin - In: Journal of international money and finance 51 (2015), pp. 196-213

Persistent link: https://www.econbiz.de/10011475255

FDI, debt and capital controls

Dell'Erba, Salvatore; Reinhardt, Dennis - In: Journal of international money and finance 58 (2015), pp. 29-50

Persistent link: https://www.econbiz.de/10011478230

Medium-term fiscal multipliers during protracted economic contractions

Dell'Erba, Salvatore; Koloskova, Ksenia; … - In: Journal of macroeconomics 56 (2018), pp. 35-52

Persistent link: https://www.econbiz.de/10012127627

Determinants of the foreign exchange risk premium in the Gulf Cooperation Council Countries

Poghosyan, Tigran - In: Review of Middle East economics and finance 7 (2011) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10009629831

How effective is macroprudential policy? : evidence from lending restriction measures in EU countries

Poghosyan, Tigran - In: Journal of housing economics 49 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012590851

How do financial cycles affect public debt cycles?

Poghosyan, Tigran - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 425-460

Persistent link: https://www.econbiz.de/10011949256

Determinants of the foreign exchange risk premium in the Gulf Cooperation Council Countries

Poghosyan, Tigran - In: Review of Middle East economics and finance 7 (2011) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10010039677

Remittances in Russia and Caucasus and Central Asia : the gravity model

Poghosyan, Tigran - In: Review of development economics : an essential resource … 27 (2023) 2, pp. 1224-1241

Persistent link: https://www.econbiz.de/10014252611