Identification of Driving Factors for Emerging Markets Sovereign Spreads
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References listed on IDEAS
- Paolo Mauro & Nathan Sussman & Yishay Yafeh, 2002.
"Emerging Market Spreads: Then versus Now,"
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- Bouri, Elie & de Boyrie, Maria E. & Pavlova, Ivelina, 2017. "Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 155-165.
More about this item
KeywordsBond spread; Cointegration; Emerging market CDS; Sovereign bond;
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- F3 - International Economics - - International Finance
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