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Are changes in spreads of external-market debt also induced by contagion?

Wong, José Carlos - In: Intereconomics : review of European economic policy 35 (2000) 2, pp. 72-80

Persistent link: https://www.econbiz.de/10001461159

Sovereign ratings and their impact on recent financial crises

Kräussl, Roman - 2000

Persistent link: https://www.econbiz.de/10001467266

The influence of ratings on international finance markets

Maltzan Pacheco, Julia von - 2000 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001520244

Political risk in emerging and developed markets

Diamonte, Robin L.; Liew, John M.; Stevens, Ross L. - In: Emerging market capital flows : proceedings of a …, (pp. 277-289). 1998

Persistent link: https://www.econbiz.de/10001395743

Adjusted GS-ESS : a user's manual for dedicated investors

Ades, Alberto Fabián; Reidel, Demian - 2002

Persistent link: https://www.econbiz.de/10001682296

Determinants of emerging market bond spreads : an empirical investigation

Beck, Roland - 2003 - 1. Aufl

Persistent link: https://www.econbiz.de/10001772870

Emerging Markets Instability : Do Sovereign Ratings Affect Country Risk and Stock Returns?

Kaminsky, Graciela; Schmukler, Sergio - 2002

Financial market instability has been the focus of attention of both academic and policy circles. Rating agencies have been under particular scrutiny lately as promoters of financial excesses, upgrading countries in good times and downgrading them in bad times. Using a panel of emerging...

Persistent link: https://www.econbiz.de/10012563966

Sovereign Risk and Macroeconomic Fluctuations in an Emerging Market Economy

Kirchner, Markus - 2010

This paper assesses the role of sovereign risk in explaining macroeconomic fluctuations in Turkey. We estimate two versions of a simple New Keynesian small open economy model on quarterly data for the period 1994Q3-2008Q2: A basic version and a version augmented by a default premium on...

Persistent link: https://www.econbiz.de/10013137196

Country Risk Premium Assessment for Emerging Markets Using Linear Model : Empirical Evidence from the Russian Stock Market

Vashakmadze, Teimuraz - 2012

ERP (equity risk premium) is one of the inputs in investment valuation models and it is very important to correctly determine a country risk premium for ERP in emerging markets. In this paper I am testing empirically if relative equity market standard deviations approach by A. Damodaran can be...

Persistent link: https://www.econbiz.de/10013106044

Fundamentals and Sovereign Risk of Emerging Markets

Aizenman, Joshua - 2013

-2009. Inflation, state fragility, external debt, and commodity terms of trade volatility were positively associated, while trade … importance of economic fundamentals in the pricing of sovereign risk varies over time. The key factors are trade openness and …, and this gap widened during and after the crisis. Trade openness was the biggest factor behind Asia's lower sovereign …

Persistent link: https://www.econbiz.de/10013083389