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The sovereign ceiling and emerging market corporate bond spreads

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Author Info
Durbin, Erik
Ng, David

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File URL: http://www.sciencedirect.com/science/article/B6V9S-4G7JXHC-1/2/ec36e4d39427bce3531e7c929c494d4d
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Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 24 (2005)
Issue (Month): 4 (June)
Pages: 631-649
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Handle: RePEc:eee:jimfin:v:24:y:2005:i:4:p:631-649

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Web page: http://www.elsevier.com/locate/inca/30443

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  1. Marcel Peter & Martín Grandes, 2005. "How Important Is Sovereign Risk in Determining Corporate Default Premia? The Case of South Africa," IMF Working Papers 05/217, International Monetary Fund. [Downloadable!]
  2. Uluc Aysun & Ryan Brady & Adam Honig, 2009. "Financial Frictions and Monetary Transmission," Working papers 2009-24, University of Connecticut, Department of Economics. [Downloadable!]
  3. Gabriel Cuadra & Juan M. Sanchez & Horacio Sapriza, 2009. "Fiscal policy and default risk in emerging markets," Working Paper 09-01, Federal Reserve Bank of Richmond. [Downloadable!]
    Other versions:
  4. Martin Schindler & Patricio Valenzuela & Alessandro Prati, 2009. "Who Benefits from Capital Account Liberalization? Evidence from Firm-Level Credit Ratings Data," IMF Working Papers 09/210, International Monetary Fund. [Downloadable!]
  5. Eduardo A. Cavallo & Patricio Valenzuela, 2007. "The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis," RES Working Papers 4513, Inter-American Development Bank, Research Department. [Downloadable!]
    Other versions:
  6. Uluc Aysun, 2009. "An alternative method for measuring financial frictions," Working papers 2009-34, University of Connecticut, Department of Economics. [Downloadable!]
  7. Paul Mizen & Serafeim Tsoukas, 2008. "Evidence on the External Finance Premium from the US and Emerging Asian Corporate Bond Markets," Working Papers 142008, Hong Kong Institute for Monetary Research. [Downloadable!]
  8. Kevin Cowan & Patricio Valenzuela & Eduardo Borensztein, 2007. "Sovereign Ceilings "Lite"? the Impact of Sovereign Ratings on Corporate Ratings in Emerging Market Economies," IMF Working Papers 07/75, International Monetary Fund. [Downloadable!]
  9. Carlos Mulas-Granados & Emanuele Baldacci & Sanjeev Gupta, 2009. "How Effective is Fiscal Policy Response in Systemic Banking Crises?," IMF Working Papers 09/160, International Monetary Fund. [Downloadable!]
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This page was last updated on 2009-12-13.


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