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Spillover risks from emerging economies' loss of confidence : insights from the G-Cubed model simulations
Armas, Jean Christine A. - 2021
Persistent link: https://www.econbiz.de/10014318653
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International bank flows to emerging markets : influence of sovereign credit ratings and their regional spillover effects
Kim, Suk-Joong; Wu, Eliza - In: The journal of financial research 34 (2011) 2, pp. 331-364
Persistent link: https://www.econbiz.de/10009373646
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Monetary policy spillovers and emerging market credit : the impact of Federal Reserve communications on sovereign CDS spreads
Fender, Ingo; Hayo, Bernd; Neuenkirch, Matthias - 2011
In this paper, we study the effects of US target rate changes and related communications by members of the Federal Reserve Board of Governors on spreads for emerging market sovereign credit default swaps (CDS). Using GARCH models, we find that during the pre-financial crisis sub-sample (April...
Persistent link: https://www.econbiz.de/10009304122
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A theory of rollover risk, sudden stops, and foreign reserves
Hur, Sewon; Kondo, Illenin O. - 2013
Persistent link: https://www.econbiz.de/10009735132
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Spillovers and contagion in the sovereign CDS market
Adam, Michał - In: Bank i kredyt 44 (2013) 6, pp. 571-604
Persistent link: https://www.econbiz.de/10010339876
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Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?
Christopher, Rachel; Kim, Suk-Joong; Wu, Eliza - In: Journal of international financial markets, … 22 (2012) 4, pp. 1070-1089
Persistent link: https://www.econbiz.de/10009582485
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Sovereign to corporate risk spillovers
Augustin, Patrick; Boustanifar, Hamid; Breckenfelder, … - 2016
Persistent link: https://www.econbiz.de/10011448871
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Reverse spillover : evidence during emerging market financial turmoil in 2013-2014
Kang, Hyunju; Suh, Hyunduk - In: Journal of international financial markets, … 38 (2015), pp. 97-115
Persistent link: https://www.econbiz.de/10011475169
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The financial cost of rivalry : a tale of two South Asia neighbors
Ahmed, Sheraz; Hussain, Syed Mujahid - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 35-60
Persistent link: https://www.econbiz.de/10010465149
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Market deregulations, volatility and spillover effects : experiences from emerging stockmarkets
Nguyen, Duc Khuong - In: Governance and risk in emerging and global markets, (pp. 89-120). 2005
Persistent link: https://www.econbiz.de/10003182214