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Citations for "The Sovereign Ceiling and Emerging Market Corporate Bond Spreads"

by Durbin, Erik & Ng, David T.C.

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  1. Saleem A. Bahaj, 2014. "Systemic sovereign risk: macroeconomic implications in the euro area," LSE Research Online Documents on Economics 58110, London School of Economics and Political Science, LSE Library.
  2. Uluc Aysun, 2009. "An alternative method for measuring financial frictions," Working papers 2009-34, University of Connecticut, Department of Economics.
  3. Suk‐Joong Kim & Eliza Wu, 2011. "International Bank Flows To Emerging Markets: Influence Of Sovereign Credit Ratings And Their Regional Spillover Effects," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 34(2), pages 331-364, 06.
  4. Saleem, Kashif & Vaihekoski, Mika, 2007. "Time-varying global and local sources of risk in Russian stock market," MPRA Paper 5787, University Library of Munich, Germany.
  5. Grandes, Martin & Panigo, Demian T. & Pasquini, Ricardo A., 2010. "On the estimation of the cost of equity in Latin America," Emerging Markets Review, Elsevier, vol. 11(4), pages 373-389, December.
  6. Eduardo A. Cavallo & Patricio Valenzuela, 2010. "The determinants of corporate risk in emerging markets: an option-adjusted spread analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(1), pages 59-74.
  7. Martin Grandes & Marcel Peter & Nicolas Pinaud, 2010. "Pricing the Currency Premium Under Flexible Exchange Rates: Evidence from South Africa," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(60), pages 7-52, October -.
  8. Sanjeev Gupta & Carlos Mulas-Granados & Emanuele Baldacci, 2009. "How Effective is Fiscal Policy Response in Systemic Banking Crises?," IMF Working Papers 09/160, International Monetary Fund.
  9. Sonja Keller & Ashoka Mody, 2010. "International Pricing of Emerging Market Corporate Debt; Does the Corporate Matter?," IMF Working Papers 10/26, International Monetary Fund.
  10. Uluc Aysun & Ryan Brady & Adam Honig, 2009. "Financial Frictions and Monetary Transmission Strength: A Cross-Country Analysis," Working papers 2009-24, University of Connecticut, Department of Economics, revised Jun 2010.
  11. Paul Mizen & Serafeim Tsoukas, 2008. "Evidence on the External Finance Premium from the US and Emerging Asian Corporate Bond Markets," Working Papers 142008, Hong Kong Institute for Monetary Research.
  12. Mizenand, Paul & Tsoukasy, Serafeim, 2012. "The response of the external finance premium in Asian corporate bond markets to financial characteristics, financial constraints and two financial crises," SIRE Discussion Papers 2012-42, Scottish Institute for Research in Economics (SIRE).
  13. Mizen, Paul & Tsoukas, Serafeim, 2012. "The response of the external finance premium in Asian corporate bond markets to financial characteristics, financial constraints and two financial crises," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3048-3059.
  14. Gehring, Kai & Fuchs, Andreas, 2014. "The Home Bias in Sovereign Ratings," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100274, Verein für Socialpolitik / German Economic Association.
  15. Jasper Lukkezen & Dennis Bonam (VU en Tinbergen), 2014. "Government spending shocks, sovereign risk and the exchange rate regime," CPB Discussion Paper 263, CPB Netherlands Bureau for Economic Policy Analysis.
  16. Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian T. & Siegel, Stephan, 2016. "Political risk and international valuation," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 1-23.
  17. Salvatore Dell’Erba & Emanuele Baldacci & Tigran Poghosyan, 2013. "Spatial spillovers in emerging market spreads," Empirical Economics, Springer, vol. 45(2), pages 735-756, October.
  18. Gabriel Cuadra & Juan Sanchez & Horacio Sapriza, 2010. "Fiscal Policy and Default Risk in Emerging Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 452-469, April.
  19. El-Shagi, Makram & von Schweinitz, Gregor, 2016. "The joint dynamics of sovereign ratings and government bond yields," Discussion Papers 13/2016, Deutsche Bundesbank, Research Centre.
  20. Juan J. Cruces & Christoph Trebesch, 2013. "Sovereign Defaults: The Price of Haircuts," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 85-117, July.
  21. Brown, Martin & Kirschenmann, Karolin & Ongena, Steven, 2010. "Foreign Currency Loans - Demand or Supply Driven?," CEPR Discussion Papers 7952, C.E.P.R. Discussion Papers.
  22. Aysun, Uluc & Brady, Ryan & Honig, Adam, 2013. "Financial frictions and the strength of monetary transmission," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1097-1119.
  23. Grant, Everett, 2016. "Exposure to international crises: trade vs. financial contagion," Globalization and Monetary Policy Institute Working Paper 280, Federal Reserve Bank of Dallas.
  24. Bai, Jennie & Wei, Shang-Jin, 2012. "When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads," CEPR Discussion Papers 9252, C.E.P.R. Discussion Papers.
  25. Alessandro Prati & Martin Schindler & Patricio A Valenzuela, 2009. "Who Benefits from Capital Account Liberalization? Evidence from Firm-Level Credit Ratings Data," IMF Working Papers 09/210, International Monetary Fund.
  26. Eduardo Borensztein & Kevin Cowan & Patricio Valenzuela, 2013. "Sovereign Ceilings “Lite”? The Impact of Sovereign Ratings on Corporate Ratings," Documentos de Trabajo 299, Centro de Economía Aplicada, Universidad de Chile.
  27. Gadatsch, Niklas, 2015. "Real effects of sovereign bond market spillovers in the euro area," Working Papers 01/2015, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
  28. Williams, Gwion & Alsakka, Rasha & ap Gwilym, Owain, 2013. "The impact of sovereign rating actions on bank ratings in emerging markets," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 563-577.
  29. Bedendo, Mascia & Colla, Paolo, 2015. "Sovereign and corporate credit risk: Evidence from the Eurozone," Journal of Corporate Finance, Elsevier, vol. 33(C), pages 34-52.
  30. Nazim Belhocine & Salvatore Dell'Erba, 2013. "The Impact of Debt Sustainability and the Level of Debt on Emerging Markets Spreads," IMF Working Papers 13/93, International Monetary Fund.
  31. Zinna, Gabriele, 2014. "Identifying risks in emerging market sovereign and corporate bond spreads," Emerging Markets Review, Elsevier, vol. 20(C), pages 1-22.
  32. Junye Li & Gabriele Zinna, 2014. "How much of bank credit risk is sovereign risk? Evidence from the eurozone," Temi di discussione (Economic working papers) 990, Bank of Italy, Economic Research and International Relations Area.
  33. Uluc Aysun & Ryan Brady & Adam Honig, 2011. "Financial Frictions and the Credit Channel of Monetary Transmission," Working Papers 2011-03, University of Central Florida, Department of Economics.
  34. Makram El-Shagi & Gregor von Schweinitz, 2015. "The Joint Dynamics of Sovereign Ratings and Government Bond Yields," IWH Discussion Papers 4, Halle Institute for Economic Research.
  35. Warnes, Ignacio & Warnes, Pablo E., 2014. "Country risk and the cost of equity in emerging markets," Journal of Multinational Financial Management, Elsevier, vol. 28(C), pages 15-27.
  36. Yu-Li Huang & Chung-Hua Shen, 2015. "The Sovereign Effect on Bank Credit Ratings," Journal of Financial Services Research, Springer;Western Finance Association, vol. 47(3), pages 341-379, June.
  37. repec:zbw:iwhdps:4-15 is not listed on IDEAS
  38. Eduardo Borensztein & Patricio A Valenzuela & Kevin Cowan, 2007. "Sovereign Ceilings “Lite†? The Impact of Sovereign Ratings on Corporate Ratings in Emerging Market Economies," IMF Working Papers 07/75, International Monetary Fund.
  39. Düll, Robert & König, Felix & Ohls, Jana, 2015. "On the exposure of insurance companies to sovereign risk: Portfolio investments and market forces," Discussion Papers 34/2015, Deutsche Bundesbank, Research Centre.
  40. Surach Tanboon & Suchot Piamchol & Tanawat Ruenbanterng & Paiboon Pongpaichet, 2009. "Impacts of Financial Factors on Thailand's Business Cycle Fluctuations," Working Papers 2009-01, Economic Research Department, Bank of Thailand.
  41. Zixi Liu, 2015. "Do debt and growth dance together? A DSGE model of a small open economy with sovereign debt," Working Papers 2015.05, International Network for Economic Research - INFER.
  42. Mohapatra,Sanket & Nose,Manabu & Ratha,Dilip K., 2016. "Impacts of sovereign rating on sub-sovereign bond ratings in emerging and developing economies," Policy Research Working Paper Series 7618, The World Bank.
  43. Marcel Peter & Martín Grandes, 2005. "How Important Is Sovereign Risk in Determining Corporate Default Premia? The Case of South Africa," IMF Working Papers 05/217, International Monetary Fund.
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