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Reassessing the risks in emerging markets

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  • Wise, Richard

Abstract

This short paper reassesses the risks inherent in emerging markets. By examining causes of the sharp increase in volatility across emerging credit markets, the paper concludes that a combination of idiosyncratic and systemic risks continue to present significant vulnerabilities to developing economies. While idiosyncratic risks are reasonably diversified across the emerging markets complex, a pre–emptive tightening in US monetary policy could once again trigger a correlated weakening in local currencies, erode investor confidence and induce a surge in capital outflows.

Suggested Citation

  • Wise, Richard, 2017. "Reassessing the risks in emerging markets," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 10(1), pages 74-77, February.
    • Handle: RePEc:aza:rmfi00:y:2017:v:10:i:1:p:74-77
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    More about this item

    Keywords

    emerging markets; volatility; monetary policy; systemic contagion; feedback loop;
    All these keywords.

    JEL classification:

    • G2 - Financial Economics - - Financial Institutions and Services
    • E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit

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