Sovereign Spreads and Contagion Risks in Asia
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References listed on IDEAS
- Miguel A. Segoviano & Carlos Caceres & Vincenzo Guzzo, 2010. "Sovereign Spreads; Global Risk Aversion, Contagion or Fundamentals?," IMF Working Papers 10/120, International Monetary Fund.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- Horta, Paulo & Lagoa, Sérgio & Martins, Luís, 2014. "The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 140-153.
- 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 1-1, February.
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