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What drives credit risk in emerging markets? The roles of country fundamentals and market co-movements

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  • Diaz Weigel, Diana
  • Gemmill, Gordon

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  • Diaz Weigel, Diana & Gemmill, Gordon, 2006. "What drives credit risk in emerging markets? The roles of country fundamentals and market co-movements," Journal of International Money and Finance, Elsevier, vol. 25(3), pages 476-502, April.
  • Handle: RePEc:eee:jimfin:v:25:y:2006:i:3:p:476-502
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