Sovereign Spreads and Contagion Risks in Asia
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- Filiz D Unsal & Carlos Caceres, 2011. "Sovereign Spreads and Contagion Risks in Asia," IMF Working Papers 2011/134, International Monetary Fund.
References listed on IDEAS
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- Ma, Rui & Anderson, Hamish D. & Marshall, Ben R., 2019. "Risk perceptions and international stock market liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 94-116.
- Heiko Hesse & Ferhan Salman & Christian Schmieder, 2014. "How to Capture Macro-Financial Spillover Effects in Stress Tests?," IMF Working Papers 2014/103, International Monetary Fund.
- Zlatuse Komarkova & Jitka Lesanovska & Lubos Komarek, 2013. "Analysis of Sovereign Risk Market Indicators: The Case of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(1), pages 5-24, March.
- Biao Guo & Qian Han & Jufang Liang & Doojin Ryu & Jinyoung Yu, 2020. "Sovereign Credit Spread Spillovers in Asia," Sustainability, MDPI, Open Access Journal, vol. 12(4), pages 1-14, February.
- Cantero-Saiz, Maria & Sanfilippo-Azofra, Sergio & Torre-Olmo, Begoña & López-Gutiérrez, Carlos, 2014. "Sovereign risk and the bank lending channel in Europe," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 1-20.
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