Premio Soberano: Efecto de Movimientos en las Tasas de Interés Internacionales
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Patrick McGuire & Martijn A Schrijvers, 2003. "Common factors in emerging market spreads," BIS Quarterly Review, Bank for International Settlements, December.
- Alicia Garcia Herrero & Alvaro Ortiz, 2004.
"The Role Of Global Risk Aversion In Explaining Latin American Sovereign Spreads,"
International Finance
0408001, University Library of Munich, Germany.
- Alicia García-Herrero & Álvaro Ortiz, 2005. "The role of global risk aversion in explaining Latin American sovereign spreads," Working Papers 0505, Banco de España.
- Alicia Garcia Herrero & Alvaro Ortiz, 2005. "The Role Of Global Risk Aversion In Explaining Latin American Sovereign Spreads," International Finance 0503005, University Library of Munich, Germany.
- Francis In & Victor Fang & Rob Brown, 2004. "Australian and US interest rate swap markets: comparison and linkages," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 44(1), pages 45-56, March.
- Hong G. Min, 1998. "Determinants of emerging market bond spread : do economic fundamentals matter?," Policy Research Working Paper Series 1899, The World Bank.
- Uribe, Martin & Yue, Vivian Z., 2006.
"Country spreads and emerging countries: Who drives whom?,"
Journal of International Economics, Elsevier, vol. 69(1), pages 6-36, June.
- Martin Uribe & Vivian Z. Yue, 2003. "Country Spreads and Emerging Countries: Who Drives Whom?," Working Paper Series 2004-32, Federal Reserve Bank of San Francisco.
- Martin Uribe & Vivian Z. Yue, 2003. "Country Spreads and Emerging Countries: Who Drives Whom?," NBER Working Papers 10018, National Bureau of Economic Research, Inc.
- Sergio Godoy, 2005. "Emerging Market Spreads at the Turn of The Century: A Roller Coaster Sergio Godoy," Working Papers Central Bank of Chile 339, Central Bank of Chile.
- Barry Eichengreen & Ashoka Mody, 1998. "What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment?," NBER Working Papers 6408, National Bureau of Economic Research, Inc.
- Valentín Délano & Jorge Selaive, 2005. "Spreads Soberanos: Una Aproximación Factorial," Working Papers Central Bank of Chile 309, Central Bank of Chile.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Carlos J. García T. & Patricio Jaramillo G. & Jorge Selaive C., 2007.
"Stylized Facts of the International Business Cycle Relevant for the Chilean Economy,"
Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 10(1), pages 71-89, April.
- Carlos García & Patricio Jaramillo & Jorge Selaive, 2006. "Stylized Facts of International Business Cycle Relevant for the Chilean Economy," Working Papers Central Bank of Chile 392, Central Bank of Chile.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Jorge Selaive C. & Valentín Délano T., 2006. "Sovereign Spreads: a Factorial Approach," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 9(1), pages 49-67, April.
- Audzeyeva, Alena & Schenk-Hoppé, Klaus Reiner, 2010. "The role of country, regional and global market risks in the dynamics of Latin American yield spreads," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(4), pages 404-422, October.
- Agur, Itai & Chan, Melissa & Goswami, Mangal & Sharma, Sunil, 2019.
"On international integration of emerging sovereign bond markets,"
Emerging Markets Review, Elsevier, vol. 38(C), pages 347-363.
- Mr. Itai Agur & Melissa Chan & Mr. Mangal Goswami & Mr. Sunil Sharma, 2018. "On International Integration of Emerging Sovereign Bond Markets," IMF Working Papers 2018/018, International Monetary Fund.
- Edda Zoli, 2005. "How does fiscal policy affect monetary policy in emerging market countries?," BIS Working Papers 174, Bank for International Settlements.
- Demirel, Ufuk Devrim, 2010. "Macroeconomic stabilization in developing economies: Are optimal policies procyclical?," European Economic Review, Elsevier, vol. 54(3), pages 409-428, April.
- Audzeyeva, Alena & Fuertes, Ana-Maria, 2018. "On the predictability of emerging market sovereign credit spreads," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 140-157.
- Mr. Sanjeev Gupta & Mr. Amine Mati & Mr. Emanuele Baldacci, 2008. "Is it (Still) Mostly Fiscal? Determinants of Sovereign Spreads in Emerging Markets," IMF Working Papers 2008/259, International Monetary Fund.
- Alicia Garcia Herrero & Alvaro Ortiz, 2004.
"The Role Of Global Risk Aversion In Explaining Latin American Sovereign Spreads,"
International Finance
0408001, University Library of Munich, Germany.
- Alicia García-Herrero & Álvaro Ortiz, 2005. "The role of global risk aversion in explaining Latin American sovereign spreads," Working Papers 0505, Banco de España.
- Alicia Garcia Herrero & Alvaro Ortiz, 2005. "The Role Of Global Risk Aversion In Explaining Latin American Sovereign Spreads," International Finance 0503005, University Library of Munich, Germany.
- Rocha, Katia & Moreira, Ajax, 2010. "The role of domestic fundamentals on the economic vulnerability of emerging markets," Emerging Markets Review, Elsevier, vol. 11(2), pages 173-182, June.
- Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk & Tabak, Benjamin M., 2017. "Not all emerging markets are the same: A classification approach with correlation based networks," Journal of Financial Stability, Elsevier, vol. 33(C), pages 163-186.
- Ordoñez-Callamand, Daniel & Gomez-Gonzalez, Jose Eduardo & Melo-Velandia, Luis Fernando, 2017.
"Sovereign default risk in OECD countries: Do global factors matter?,"
The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 629-639.
- Daniel Ordoñez-Callamand & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo-Velandia, 2017. "Sovereign default risk in OECD countries: do global factors matter?," Borradores de Economia 996, Banco de la Republica de Colombia.
- Salvatore Dell’Erba & Emanuele Baldacci & Tigran Poghosyan, 2013.
"Spatial spillovers in emerging market spreads,"
Empirical Economics, Springer, vol. 45(2), pages 735-756, October.
- Mr. Salvatore Dell'Erba & Mr. Emanuele Baldacci & Mr. Tigran Poghosyan, 2011. "Spatial Spillovers in Emerging Market Spreads," IMF Working Papers 2011/221, International Monetary Fund.
- Banerji, Sanjay & Ventouri, Alexia & Wang, Zilong, 2014. "The sovereign spread in Asian emerging economies: The significance of external versus internal factors," Economic Modelling, Elsevier, vol. 36(C), pages 566-576.
- Menna Bizuneh & Menelik Geremew, 2021. "Assessing the Impact of Covid-19 Pandemic on Emerging Market Economies’ (EMEs) Sovereign Bond Risk Premium and Fiscal Solvency," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 47(4), pages 519-545, October.
- Comelli, Fabio, 2012. "Emerging market sovereign bond spreads: Estimation and back-testing," Emerging Markets Review, Elsevier, vol. 13(4), pages 598-625.
- Ciarlone, Alessio & Piselli, Paolo & Trebeschi, Giorgio, 2009.
"Emerging markets' spreads and global financial conditions,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(2), pages 222-239, April.
- Alessio Ciarlone & Paolo Piselli & Giorgio Trebeschi, 2007. "Emerging Markets Spreads and Global Financial Conditions," Temi di discussione (Economic working papers) 637, Bank of Italy, Economic Research and International Relations Area.
- Guler, Halil & Talasli, Anil, 2012. "Determinants Of Sovereign Bond Spreads A Comparative Analysis During The Global Financial Crisis," MPRA Paper 51009, University Library of Munich, Germany.
- Valpy FitzGerald & Derya Krolzig, 2004. "Modelling the demand for emerging market assets," Money Macro and Finance (MMF) Research Group Conference 2003 29, Money Macro and Finance Research Group.
- Samir Jahjah & Bin Wei & Vivian Zhanwei Yue, 2013.
"Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1275-1300, October.
- Samir Jahjah & Bin Wei & Vivian Zhanwei Yue, 2013. "Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1275-1300, October.
- Miss Zhanwei Z. Yue & Mr. Samir Jahjah, 2004. "Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries," IMF Working Papers 2004/210, International Monetary Fund.
- Samir Jahjah & Bin Wei & Vivian Z. Yue, 2012. "Exchange rate policy and sovereign bond spreads in developing countries," International Finance Discussion Papers 1049, Board of Governors of the Federal Reserve System (U.S.).
- Jahjah, Samir & Wei, Bin & Yue, Zhanwei, 2013. "Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries," MPRA Paper 74924, University Library of Munich, Germany.
- Combes, Jean-Louis & Minea, Alexandru & Sawadogo, Pegdéwendé Nestor, 2021.
"Does the composition of government spending matter for government bond spreads?,"
Economic Modelling, Elsevier, vol. 96(C), pages 409-420.
- Jean-Louis Combes & Alexandru Minea & Pegdéwendé Nestor Sawadogo, 2021. "Does the composition of government spending matter for government bond spreads?," Post-Print hal-02887274, HAL.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:chb:bcchni:v:9:y:2006:i:2:p:73-80. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Fredherick Sanllehi (email available below). General contact details of provider: https://edirc.repec.org/data/bccgvcl.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/chb/bcchni/v9y2006i2p73-80.html