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Estimating the determinants of capital flows to emerging market economies : a maximum likelihood disequilibrium approach
Felices, Guillermo (contributor);  … - 2008
This paper studies the determinants of capital flows defined as gross external bond and syndicated loan issuance to a group of emerging market economies (EMEs) since 1992. We follow the previous literature by estimating an explicit disequilibrium demand and supply model of capital flows using...
Persistent link: https://www.econbiz.de/10003883922
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The dynamics of sovereign credit risk
Jeanneret, Alexandre - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 5, pp. 963-985
Persistent link: https://www.econbiz.de/10011431123
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A structural approach to estimate short-term and long-term country default risk from market data : the case of Argentina 2000/2001
Maltritz, Dominik - In: Review of economics 64 (2013) 1, pp. 29-50
Persistent link: https://www.econbiz.de/10009769795
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Sovereign risk ratings : biased toward developed counties?
Gültekin-Karaka̦s, Derya; Hisarciklilar, Mehtap; … - In: Emerging markets finance & trade : a journal of the … 47 (2011), pp. 69-87
Persistent link: https://www.econbiz.de/10009313737
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The impacts of financial crisis on sovereign credit risk analysis in Asia and Europe
Zhang, Min; Kolkiewicz, Adam W.; Wirjanto, Tony S.; Li, … - In: International journal of financial engineering 2 (2015) 3, pp. 1-57
Persistent link: https://www.econbiz.de/10011403191
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The nonlinear nature of country risk and its implications for DSGE models
Brzoza-Brzezina, Michał; Kotłowski, Jacek - In: Macroeconomic dynamics 24 (2020) 3, pp. 601-628
Persistent link: https://www.econbiz.de/10012240994
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The determinants of sovereign risk premiums in the UK and the European government bond market : the impact of Brexit
Kadiric, Samir - 2020
Persistent link: https://www.econbiz.de/10012244831
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Evolution of sovereign rating models in the current crisis
Martín García, Margarita; Téllez, Cecilia; Martín … - In: Revista globalización, competitividad y gobernabilidad … 8 (2014) 1, pp. 16-33
Persistent link: https://www.econbiz.de/10011572749
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The determinants of sovereign risk premium in African countries
Mpapalika, Jane; Malikane, Christopher - In: Journal of risk and financial management : JRFM 12 (2019) 1/29, pp. 1-20
This paper investigates the determinants of the sovereign risk premium in African countries. We employ the dynamic fixed effects model to determine the key drivers of sovereign bond spreads. Country-specific effects are fixed and the inclusion of dummy variables using the Bai-Perron multiple...
Persistent link: https://www.econbiz.de/10012022337
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Risky bank guarantees
Mäkinen, Taneli; Sarno, Lucio; Zinna, Gabriele - 2019
Persistent link: https://www.econbiz.de/10012140139