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Determinants of Secondary Market Prices for Developing Country Syndicated Loans

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Cited by:

  1. Durbin, Erik & Ng, David, 2005. "The sovereign ceiling and emerging market corporate bond spreads," Journal of International Money and Finance, Elsevier, vol. 24(4), pages 631-649, June.
  2. Erik Durbin & David Tat-Chee Ng, 1999. "Uncovering country risk in emerging market bond prices," International Finance Discussion Papers 639, Board of Governors of the Federal Reserve System (U.S.).
  3. Stephen S. Everhart & Mariusz A. Sumlinski, 2001. "Trends in Private Investment in Developing Countries : Statistics for 1970-2000 and the Impact on Private Investment of Corruption and the Quality of Public Investment," World Bank Publications - Books, The World Bank Group, number 13989, December.
  4. De Grauwe, Paul & Ji, Yuemei, 2013. "Self-fulfilling crises in the Eurozone: An empirical test," Journal of International Money and Finance, Elsevier, vol. 34(C), pages 15-36.
  5. Mohamed Lamine MBENGUE, 2013. "Does Corruption Increase the risk Premium on the West African Economic Monetary Union (WAEMU) Bond Market?," Information Management and Business Review, AMH International, vol. 5(3), pages 129-135.
  6. Dong Kim, 2012. "What is an oil shock? Panel data evidence," Empirical Economics, Springer, vol. 43(1), pages 121-143, August.
  7. Blommestein, Hans & Eijffinger, Sylvester & Qian, Zongxin, 2016. "Regime-dependent determinants of Euro area sovereign CDS spreads," Journal of Financial Stability, Elsevier, vol. 22(C), pages 10-21.
  8. Graciela Laura Kaminsky & Leandro Medina & Shiyi Wang, 2020. "The Financial Center Leverage Cycle: Does It Spread around the World?," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 504-510, May.
  9. Mr. Jochen R. Andritzky & Julian Schumacher, 2019. "Long-Term Returns in Distressed Sovereign Bond Markets: How Did Investors Fare?," IMF Working Papers 2019/138, International Monetary Fund.
  10. Ostry, Jonathan D. & Debrun, Xavier & Willems, Tim & Wyplosz, Charles, 2019. "Public Debt Sustainability," CEPR Discussion Papers 14010, C.E.P.R. Discussion Papers.
  11. Anusha Chari & Felipe Garcés & Juan Francisco Martínez & Patricio Valenzuela, 2022. "Sovereign Credit Spreads, Banking Fragility, and Global Factors," Working Papers Central Bank of Chile 957, Central Bank of Chile.
  12. Marco Sorge & Blaise Gadanecz, 2004. "The term structure of credit spreads in project finance," BIS Working Papers 159, Bank for International Settlements.
  13. Ang, Andrew & Longstaff, Francis A., 2013. "Systemic sovereign credit risk: Lessons from the U.S. and Europe," Journal of Monetary Economics, Elsevier, vol. 60(5), pages 493-510.
  14. Ambrocio, Gene & Gu, Xian & Hasan, Iftekhar & Politsidis, Panagiotis N., 2022. "The diplomacy discount in global syndicated loans," Journal of International Money and Finance, Elsevier, vol. 120(C).
  15. Yener Altunbas & Blaise Gadanecz, 2004. "Developing Country Economic Structure and the Pricing of Syndicated Credits," Journal of Development Studies, Taylor & Francis Journals, vol. 40(5), pages 143-173.
  16. Kleimeier, S. & Megginson, W.L., 2002. "An empirical analysis of limited recourse project finance," Research Memorandum 066, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  17. Mr. Marcel Peter & Martín Grandes, 2005. "How Important Is Sovereign Risk in Determining Corporate Default Premia? The Case of South Africa," IMF Working Papers 2005/217, International Monetary Fund.
  18. Cumby, Robert E. & Pastine, Tuvana, 2001. "Emerging market debt: measuring credit quality and examining relative pricing," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 591-609, October.
  19. Stephan Dieckmann & Michael Gallmeyer, 2006. "Pricing Rare Event Risk in Emerging Markets," 2006 Meeting Papers 305, Society for Economic Dynamics.
  20. Michael WESTPHALEN, 2002. "Valuation of Sovereign Debt with Strategic Defaulting and Rescheduling," FAME Research Paper Series rp43, International Center for Financial Asset Management and Engineering.
  21. 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.
  22. Jian Cai, 2009. "Competition or collaboration? The reciprocity effect in loan syndication," Working Papers (Old Series) 0909, Federal Reserve Bank of Cleveland.
  23. Polat, Tandogan, 2016. "Essays on banking sector’s dynamics, expectations, preferences and impact," Other publications TiSEM d064f029-f91e-47bc-b6d3-0, Tilburg University, School of Economics and Management.
  24. Claessens,Constantijn A.*Pennacchi, George, 1992. "Deriving developing country repayment capacity from the market prices of sovereign debt," Policy Research Working Paper Series 1043, The World Bank.
  25. Chiara Broccolini & Giulia Lotti & Alessandro Maffioli & Andrea F Presbitero & Rodolfo Stucchi, 2021. "Mobilization Effects of Multilateral Development Banks," The World Bank Economic Review, World Bank, vol. 35(2), pages 521-543.
  26. Mahmoud Haddad & Sam Hakim, 2008. "The Impact of War and Terrorism on Sovereign Risk in MENA Countries," Working Papers 394, Economic Research Forum, revised 03 Jan 2008.
  27. Baek, In-Mee & Bandopadhyaya, Arindam, 1996. "The determinants of the duration of commercial bank debt renegotiation for sovereigns," Journal of Banking & Finance, Elsevier, vol. 20(4), pages 673-685, May.
  28. Ramcharran, Harri, 1999. "The determinants of secondary market prices for developing country loans: the impact of country risk," Global Finance Journal, Elsevier, vol. 10(2), pages 173-186.
  29. Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton, 2011. "How Sovereign Is Sovereign Credit Risk?," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(2), pages 75-103, April.
  30. Pişkin, Fatih, 2016. "Türk Bankacılık Sektörü Tarafından Alınan Sendikasyon Kredilerinde Spreadi Belirleyen Faktörler [Determinants of Spread on Syndicated Loans To The Turkish Banking Sector]," MPRA Paper 87476, University Library of Munich, Germany.
  31. Issam Hallak, 2001. "The Determinants of Up-Front Fees on Bank Loans to LDC Sovereigns," Economics Series Working Papers 75, University of Oxford, Department of Economics.
  32. Edgardo Cayón, 2014. "The Effects of Contagion During the Global Financial Crisis in Government-Regulated and Sponsored Assets in Emerging Markets," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3-2014.
  33. repec:zbw:bofrdp:2019_013 is not listed on IDEAS
  34. Kalteier, Eva-Maria & Posch, Peter N., 2013. "Sovereign asset values and implications for the credit market," Review of Financial Economics, Elsevier, vol. 22(2), pages 53-60.
  35. Galariotis, Emilios C. & Makrichoriti, Panagiota & Spyrou, Spyros, 2016. "Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach," Journal of Financial Stability, Elsevier, vol. 26(C), pages 62-77.
  36. Alquist, Ron, 2010. "How important is liquidity risk for sovereign bond risk premia? Evidence from the London stock exchange," Journal of International Economics, Elsevier, vol. 82(2), pages 219-229, November.
  37. Hallak, Issam, 2003. "Bank loans non-linear structure of pricing: Empirical evidence from sovereign debts," CFS Working Paper Series 2003/33, Center for Financial Studies (CFS).
  38. Posch, Peter N & Bowden, Roger J & Kalteier, Eva-Maria, 2014. "The financial economics of sovereign asset value: functional perspectives and market outcomes," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100439, Verein für Socialpolitik / German Economic Association.
  39. Bowe, M. & Dean, J.W., 1997. "Has the Market Solved the Sovereign-Debt Crisis?," Princeton Studies in International Economics 83, International Economics Section, Departement of Economics Princeton University,.
  40. Moser, Christoph, 2007. "The Impact of Political Risk on Sovereign Bond Spreads - Evidence from Latin America," Proceedings of the German Development Economics Conference, Göttingen 2007 24, Verein für Socialpolitik, Research Committee Development Economics.
  41. Ambrocio, Gene & Hasan, Iftekhar, 2019. "Friends for the benefits: The effects of political ties on sovereign borrowing conditions," Bank of Finland Research Discussion Papers 13/2019, Bank of Finland.
  42. Serkan Arslanalp & Peter Blair Henry, 2005. "Is Debt Relief Efficient?," Journal of Finance, American Finance Association, vol. 60(2), pages 1017-1051, April.
  43. Baek, In-Mee & Bandopadhyaya, Arindam & Du, Chan, 2005. "Determinants of market-assessed sovereign risk: Economic fundamentals or market risk appetite?," Journal of International Money and Finance, Elsevier, vol. 24(4), pages 533-548, June.
  44. Peat, Maurice & Svec, Jiri & Wang, Jue, 2015. "The effects of fiscal opacity on sovereign credit spreads," Emerging Markets Review, Elsevier, vol. 24(C), pages 34-45.
  45. Dieckmann, Stephan & Gallmeyer, Michael, 2013. "Rare event risk and emerging market debt with heterogeneous beliefs," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 163-187.
  46. Ciocchini, Francisco & Durbin, Erik & Ng, David T. C., 2003. "Does corruption increase emerging market bond spreads?," Journal of Economics and Business, Elsevier, vol. 55(5-6), pages 503-528.
  47. Miles, William, 1999. "Securitization, liquidity, and the Brady plan," The North American Journal of Economics and Finance, Elsevier, vol. 10(2), pages 423-442.
  48. Bhatta, Bibek & Marshall, Andrew & Thapa, Chandra, 2017. "Cost of sovereign debt and foreign bias in bond allocations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 75-91.
  49. Webster, Thomas J., 1997. "Is the secondary market for developing-country debt efficient?: An application of the Dickey-Fuller unit root test," The North American Journal of Economics and Finance, Elsevier, vol. 8(1), pages 57-69.
  50. Sawada, Yasuyuki, 2001. "Secondary market efficiency for LDC bank loans and international private lending, 1985-1993," Journal of International Money and Finance, Elsevier, vol. 20(4), pages 549-562, August.
  51. Ambrocio, Gene & Hasan, Iftekhar, 2021. "Quid pro quo? Political ties and sovereign borrowing," Journal of International Economics, Elsevier, vol. 133(C).
  52. Cayon, Edgardo & Thorp, Susan & Wu, Eliza, 2018. "Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis," Emerging Markets Review, Elsevier, vol. 34(C), pages 162-174.
  53. Rivoli, Pietra & Brewer, Thomas L., 1997. "Political instability and country risk," Global Finance Journal, Elsevier, vol. 8(2), pages 309-321.
  54. Hallak, Issam, 2009. "Renegotiation and the pricing structure of sovereign bank loans: Empirical evidence," Journal of Financial Stability, Elsevier, vol. 5(1), pages 89-103, January.
  55. Han, Ki C. & Lee, Suk Hun & Suk, David Y., 2003. "Mexican peso crisis and its spillover effects to emerging market debt," Emerging Markets Review, Elsevier, vol. 4(3), pages 310-326, September.
  56. Sergio Godoy, 2005. "Emerging Market Spreads at the Turn of The Century: A Roller Coaster Sergio Godoy," Working Papers Central Bank of Chile 339, Central Bank of Chile.
  57. Clark, Ephraim & Kassimatis, Konstantinos, 2004. "Country financial risk and stock market performance: the case of Latin America," Journal of Economics and Business, Elsevier, vol. 56(1), pages 21-41.
  58. Lee, Suk Hun & Sung, Hyun Mo & Urrutia, Jorge L., 1996. "The behavior of secondary market prices of LDC syndicated loans," Journal of Banking & Finance, Elsevier, vol. 20(3), pages 537-554, April.
  59. Ambrocio, Gene & Hasan, Iftekhar, 2019. "Friends for the benefits: The effects of political ties on sovereign borrowing conditions," Research Discussion Papers 13/2019, Bank of Finland.
  60. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
  61. Mahmoud HADDAD & Sam HAKIM, 2001. "The Cost of Sovereign Lending in the Middle East after September 11," Middle East and North Africa 330400033, EcoMod.
  62. Edgardo Cayón, 2014. "The Effects of Contagion During the Global Financial Crisis in Government-Regulated and Sponsored Assets in Emerging Markets," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 30, July-Dece.
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