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International stock market liquidity

Stahel, Christof W. - 2004

Persistent link: https://www.econbiz.de/10003550231

Sovereign rating transitions and the price of default risk in emerging markets

Audzeyeva, Alena (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003550817

The true measure of country risk : a primer on the interrelations between solvency and the polity structure of emerging markets, Argentina 1886 - 1892

Della Paolera, Gerardo; Grandes, Martín - In: The decline of Latin American economies : growth, …, (pp. 195-211). 2007

Persistent link: https://www.econbiz.de/10003515173

Balance sheet effects, external volatility, and emerging market spreads

Malone, Samuel W. - In: Journal of applied economics 12 (2009) 2, pp. 273-299

Persistent link: https://www.econbiz.de/10008654022

The forward market in emerging currencies : less biased than in major currencies

Frankel, Jeffrey A.; Poonawala, Jumana - 2009

Persistent link: https://www.econbiz.de/10003877391

CDS pricing and elections in emerging markets

Balding, Christopher - In: Journal of emerging market finance 10 (2011) 2, pp. 121-173

Persistent link: https://www.econbiz.de/10009301372

A test of the revised interest parity in China and Asian emerging markets

Kim, Heeho; Cho, JooEun - In: Emerging markets finance & trade : a journal of the … 47 (2011), pp. 23-41

Persistent link: https://www.econbiz.de/10009503134

Foreign currency debt, risk premia and macroeconomic volatility

Korinek, Anton - In: European economic review : EER 55 (2011) 3, pp. 371-385

Persistent link: https://www.econbiz.de/10009243071

IMF surveillance and financial markets : a political economy analysis

Fratzscher, Marcel; Reynaud, Julien - In: European journal of political economy 27 (2011) 3, pp. 405-422

Persistent link: https://www.econbiz.de/10009260076

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