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Country financial risk and stock market performance: the case of Latin America

  • Clark, Ephraim
  • Kassimatis, Konstantinos

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File URL: http://www.sciencedirect.com/science/article/B6V7T-49HXFNK-2/2/161c6b8d8f93bc2e9f2f1dfe3310aa6c
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Article provided by Elsevier in its journal Journal of Economics and Business.

Volume (Year): 56 (2004)
Issue (Month): 1 ()
Pages: 21-41

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Handle: RePEc:eee:jebusi:v:56:y:2004:i:1:p:21-41
Contact details of provider: Web page: http://www.elsevier.com/locate/jeconbus

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  1. Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2003. "Testing for unit roots in heterogeneous panels," Journal of Econometrics, Elsevier, vol. 115(1), pages 53-74, July.
  2. Richard Cantor & Frank Packer, 1996. "Determinants and impacts of sovereign credit ratings," Research Paper 9608, Federal Reserve Bank of New York.
  3. Michael Dooley & Mark R. Stone, 1993. "Endogenous Creditor Seniority and External Debt Values," IMF Staff Papers, Palgrave Macmillan, vol. 40(2), pages 395-413, June.
  4. Eichengreen, Barry & Rose, Andrew & Wyplosz, Charles, 1996. " Contagious Currency Crises: First Tests," Scandinavian Journal of Economics, Wiley Blackwell, vol. 98(4), pages 463-84, December.
  5. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June.
  6. repec:chb:bcchwp:07 is not listed on IDEAS
  7. Hajivassiliou, V. A., 1989. "Do the secondary markets believe in life after debt?," Policy Research Working Paper Series 252, The World Bank.
  8. Jorge L. Urrutia, 1995. "Tests Of Random Walk And Market Efficiency For Latin American Emerging Equity Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(3), pages 299-309, 09.
  9. Chan, Yue-cheong & John Wei, K. C., 1996. "Political risk and stock price volatility: The case of Hong Kong," Pacific-Basin Finance Journal, Elsevier, vol. 4(2-3), pages 259-275, July.
  10. Eichengreen, Barry & Rose, Andrew K & Wyplosz, Charles, 1996. "Contagious Currency Crises," CEPR Discussion Papers 1453, C.E.P.R. Discussion Papers.
  11. Anonymous, 1994. "Book Reviews," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 38(02), August.
  12. International Monetary Fund, 1996. "The Economic Content of Indicators of Developing Country Creditworthiness," IMF Working Papers 96/9, International Monetary Fund.
  13. Kaminsky, Graciela L. & Reinhart, Carmen M., 2000. "On crises, contagion, and confusion," Journal of International Economics, Elsevier, vol. 51(1), pages 145-168, June.
  14. Bekaert, Geert, 1995. "Market Integration and Investment Barriers in Emerging Equity Markets," World Bank Economic Review, World Bank Group, vol. 9(1), pages 75-107, January.
  15. Anonymous, 1994. "Book Reviews," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 38(01), April.
  16. Sidney S. Alexander, 1952. "Effects of a Devaluation on a Trade Balance," IMF Staff Papers, Palgrave Macmillan, vol. 2(2), pages 263-278, April.
  17. Jean-Claude Cosset & Jean Roy, 1991. "The Determinants of Country Risk Ratings," Journal of International Business Studies, Palgrave Macmillan, vol. 22(1), pages 135-142, March.
  18. Andrew Berg & Jeffrey Sachs, 1988. "The Debt Crisis: Structural Explanations of Country Performance," NBER Working Papers 2607, National Bureau of Economic Research, Inc.
  19. Kim, Harold Y. & Mei, Jianping P., 2001. "What makes the stock market jump? An analysis of political risk on Hong Kong stock returns," Journal of International Money and Finance, Elsevier, vol. 20(7), pages 1003-1016, December.
  20. David H. Cutler & James M. Poterba & Lawrence H. Summers, 1988. "What Moves Stock Prices?," Working papers 487, Massachusetts Institute of Technology (MIT), Department of Economics.
  21. Geert Bekaert & Campbell R. Harvey, 1995. "Emerging Equity Market Volatility," NBER Working Papers 5307, National Bureau of Economic Research, Inc.
  22. Feder, Gershon & Just, Richard E., 1977. "A study of debt servicing capacity applying logit analysis," Journal of Development Economics, Elsevier, vol. 4(1), pages 25-38, February.
  23. Hicks, J. R., 1987. "Capital and Time: A Neo-Austrian Theory," OUP Catalogue, Oxford University Press, number 9780198772866, March.
  24. Guillermo A. Calvo & Enrique G. Mendoza, 1999. "Regional Contagion and the Globalization of Securities Markets," NBER Working Papers 7153, National Bureau of Economic Research, Inc.
  25. George Bittlingmayer, 1998. "Output, Stock Volatility, and Political Uncertainty in a Natural Experiment: Germany, 1880-1940," Journal of Finance, American Finance Association, vol. 53(6), pages 2243-2257, December.
  26. Anonymous, 1994. "Book Reviews," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 62(03), December.
  27. Boehmer, Ekkehart & Megginson, William L, 1990. " Determinants of Secondary Market Prices for Developing Country Syndicated Loans," Journal of Finance, American Finance Association, vol. 45(5), pages 1517-40, December.
  28. Jean-Claude Cosset & Bruno Doutriaux de la Rianderie, 1985. "Political Risk and Foreign Exchange Rates: an Efficient-Market Approach," Journal of International Business Studies, Palgrave Macmillan, vol. 16(3), pages 21-55, September.
  29. Stone, Mark R., 1991. "Are sovereign debt secondary market returns sensitive to macroeconomic fundamentals? Evidence from the contemporary and interwar markets," Journal of International Money and Finance, Elsevier, vol. 10(1, Supple), pages S100-S122, March.
  30. Anonymous, 1994. "Book Reviews," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 38(03), December.
  31. Huizinga, Harry, 1989. "How has the debt crisis affected commercial banks?," Policy Research Working Paper Series 195, The World Bank.
  32. Jean-Claude Cosset & Jean-Marc Suret, 1995. "Political Risk and the Benefits of International Portfolio Diversification," Journal of International Business Studies, Palgrave Macmillan, vol. 26(2), pages 301-318, June.
  33. Schmidt, Reinhart, 1984. "Early warning of debt rescheduling," Journal of Banking & Finance, Elsevier, vol. 8(2), pages 357-370, June.
  34. Ozler, Sule & Huizinga, Harry, 1991. "How factors in creditor countries affect secondary market prices for developing country debt," Policy Research Working Paper Series 622, The World Bank.
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