Credit derivatives in emerging markets
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- Ismailescu, Iuliana & Kazemi, Hossein, 2010. "The reaction of emerging market credit default swap spreads to sovereign credit rating changes," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2861-2873, December.
- Afonso, António & Furceri, Davide & Gomes, Pedro, 2012.
"Sovereign credit ratings and financial markets linkages: Application to European data,"
Journal of International Money and Finance,
Elsevier, vol. 31(3), pages 606-638.
- Afonso, António & Gomes, Pedro & Furceri, Davide, 2011. "Sovereign credit ratings and financial markets linkages: application to European data," Working Paper Series 1347, European Central Bank.
- António Afonso & Davide Furceri & Pedro Gomes, 2011. "Sovereign credit ratings and financial markets linkages: application to European data," Working Papers Department of Economics 2011/14, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Bauer, Christian & Herz, Bernhard & Hoops, Stefan, 2008. "A Cheap Lunch for Emerging Markets: Removing International Financial Market Imperfections with Modern Financial Instruments," World Development, Elsevier, vol. 36(9), pages 1514-1530, September.
- Yi-Hsuan Chen & Kehluh Wang & Anthony Tu, 2011. "Default correlation at the sovereign level: evidence from some Latin American markets," Applied Economics, Taylor & Francis Journals, vol. 43(11), pages 1399-1411.
More about this item
KeywordsEmerging markets; derivatives; sovereign debt; debt restructuring;
- F3 - International Economics - - International Finance
- G1 - Financial Economics - - General Financial Markets
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