Trends of the Contagion Risk in Sovereign Spreads for Emerging European Countries
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References listed on IDEAS
- Graciela Kaminsky & Sergio L. Schmukler, 2002.
"Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns?,"
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World Bank Group, vol. 16(2), pages 171-195, August.
- Kaminsky,Graciela & Schmukler,Sergio L., 2001. "Emerging markets instability: do sovereign ratings affect country risk and stock returns?," Policy Research Working Paper Series 2678, The World Bank.
- Alberto Chong & Mark Gradstein, 2008. "Who Needs Strong Leaders?," Research Department Publications 4563, Inter-American Development Bank, Research Department.
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- Patrick McGuire & Martijn A Schrijvers, 2003. "Common factors in emerging market spreads," BIS Quarterly Review, Bank for International Settlements, December.
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- Eugen Scarlat, 2016. "Connectivity - Based Clustering of GDP Time Series," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 23-38, March.
More about this item
Keywordscontagion spreads; emerging markets; clustering;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
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