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Does country risk rating explain shadow banking development? : insights from advanced and emerging market economies

Athari, Seyed Alireza; Isayev, Mugabil; Irani, Farid - In: Economic systems 48 (2024) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10014584825

The differential impact of political risk factors on emerging market bond spreads and credit rating outlooks

Sonenshine, Ralph; Kumari, Sapna - In: Journal of economics & business 120 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013439864

Transmission process and determinants of sovereign credit contagions : global evidence

Chen, Chih-Chun; Chen, Chun-Da; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 89 (2024) 2, pp. 552-567

Persistent link: https://www.econbiz.de/10014446789

The nonlinear relationship between public debt and sovereign credit ratings

Hadzi-Vaskov, Metodij; Ricci, Luca Antonio - 2020

Persistent link: https://www.econbiz.de/10012302119

Investors' heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets

Tran, Vu; Alsakka, Rasha; Ap Gwilym, Owain - In: The European journal of finance 25 (2019) 13, pp. 1211-1233

Persistent link: https://www.econbiz.de/10012207079

To what extent do sovereign rating actions affect global equity market sectors?

Sahibzada, Irfan Ullah - In: International review of economics & finance : IREF 84 (2023), pp. 240-261

Persistent link: https://www.econbiz.de/10014343121

Are Asian exchanges outliers? : a market quality criterion

Chakravarty, Ranjan R.; Pani, Sudhanshu - In: Investment management and financial innovations 18 (2021) 2, pp. 64-78

Persistent link: https://www.econbiz.de/10012698120

Bond markets, stock markets, banks and growth : a system GMM analysis

Fanta, Ashenafi Beyene - In: Global business & economics review 19 (2017) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10011665593

Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis

Beirne, John; Caporale, Guglielmo Maria; … - 2009

This paper examines global (mature market) and regional (emerging market) spillovers in local emerging stock markets. Tri-variate VAR GARCH(1,1)-in-mean models are estimated for 41 emerging market economies (EMEs) in Asia, Europe, Latin America, and the Middle East. The models capture a range of...

Persistent link: https://www.econbiz.de/10003887350

Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis

Beirne, John; Caporale, Guglielmo Maria; … - 2009

Persistent link: https://www.econbiz.de/10003891055