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Citations for "Emerging Market Spreads; Then Versus Now"

by Yishay Yafeh & Paolo Mauro & Nathan Sussman

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  1. repec:dgr:uvatin:2011018 is not listed on IDEAS
  2. Ricardo J. Caballero & Kevin Cowan & Jonathan Kearns, 2005. "Fear of Sudden Stops: Lessons from Australia and Chile," Research Department Publications 4363, Inter-American Development Bank, Research Department.
  3. Herrala, Risto & Cheung, Yin-Wong, 2013. "China’s capital controls – Through the prism of covered interest differentials," BOFIT Discussion Papers 22/2013, Bank of Finland, Institute for Economies in Transition.
  4. Ilan Noy, 2004. "Do IMF Bailouts Result in Moral Hazard? An Events-Study Approach," Working Papers 200402, University of Hawaii at Manoa, Department of Economics.
  5. Eswar S. Prasad & Kenneth Rogoff & Shang-Jin Wei & M. Ayhan Kose, 2007. "Financial Globalization, Growth and Volatility in Developing Countries," NBER Chapters, in: Globalization and Poverty, pages 457-516 National Bureau of Economic Research, Inc.
  6. Cifarelli, Giulio & Paladino, Giovanna, 2004. "The impact of the Argentine default on volatility co-movements in emerging bond markets," Emerging Markets Review, Elsevier, vol. 5(4), pages 427-446, December.
  7. Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 2004. "Asymmetric Shocks and Risk Sharing in a Monetary Union: Updated Evidence and Policy Implications for Europe," Working Papers 2004-05, Department of Economics, University of Houston.
  8. Waldenström, Daniel, 2006. "Why Does Sovereign Risk Differ for Domestic and Foreign Investors? Evidence from Scandinavia, 1938­­–1948," Working Paper Series 677, Research Institute of Industrial Economics.
  9. 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.
  10. Yener Altunbas & Blaise Gadanecz, 2003. "Developing country economic structure and the pricing of syndicated credits," BIS Working Papers 132, Bank for International Settlements.
  11. Donadelli, Michael & Paradiso, Antonio, 2014. "Is there heterogeneity in financial integration dynamics? Evidence from country and industry emerging market equity indexes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 184-218.
  12. Audzeyeva, Alena & Schenk-Hoppé, Klaus Reiner, 2010. "The role of country, regional and global market risks in the dynamics of Latin American yield spreads," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(4), pages 404-422, October.
  13. Min Zhang & Adam W. Kolkiewicz & Tony S. Wirjanto & Xindan Li, 2013. "The Impacts of Financial Crisis on Sovereign Credit Risk Analysis in Asia and Europe," Working Paper Series 62_13, The Rimini Centre for Economic Analysis.
  14. 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 -.
  15. Comelli, Fabio, 2012. "Emerging market sovereign bond spreads: Estimation and back-testing," Emerging Markets Review, Elsevier, vol. 13(4), pages 598-625.
  16. Gavin Cameron & Prasanna Gai & Kang Yong Tan, 2006. "Sovereign Risk In The Classical Gold Standard Era," CAMA Working Papers 2006-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  17. Guilllaume Daudin, Matthias Morys and Kevin H. O'Rourke, 2008. "Globalization, 1870-1914," The Institute for International Integration Studies Discussion Paper Series iiisdp250, IIIS.
  18. Liu, Zhuoshi & Spencer, Peter, 2013. "Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 241-256.
  19. Eichler, Stefan & Hofmann, Michael, 2013. "Sovereign default risk and decentralization: Evidence for emerging markets," European Journal of Political Economy, Elsevier, vol. 32(C), pages 113-134.
  20. Dennis Quinn & Hans-Joachim Voth, 2010. "Free Flows, Limited Diversification: Openness and the Fall and Rise of Stock Market Correlations, 1890-2001," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 7-39 National Bureau of Economic Research, Inc.
  21. Monica Billio & Michael Donadelli & Antonio Paradiso & Max Riedel, 2015. "Measuring Financial Integration: Lessons from the Correlation," Working Papers 2015:23, Department of Economics, University of Venice "Ca' Foscari".
  22. Dennis Quinn & Joachim Voth, 2006. "A century of global equity market correlations," Economics Working Papers 1119, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2008.
  23. Mixon, Scott, 2009. "Option markets and implied volatility: Past versus present," Journal of Financial Economics, Elsevier, vol. 94(2), pages 171-191, November.
  24. Caporin, Massimiliano & Pelizzon, Loriana & Ravazzolo, Francesco & Rigobon, Roberto, 2015. "Measuring sovereign contagion in Europe," SAFE Working Paper Series 103, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  25. Michael D. Bordo & Antu Panini Murshid, 2002. "Globalization and Changing Patterns in the International Transmission of Shocks in Financial Markets," NBER Working Papers 9019, National Bureau of Economic Research, Inc.
  26. Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton, 2007. "How Sovereign is Sovereign Credit Risk?," NBER Working Papers 13658, National Bureau of Economic Research, Inc.
  27. Guillaume Daudin & Matthias Morys & Kevin H. O’Rourke, 2008. "Europe and Globalization, 1870-1914," Documents de Travail de l'OFCE 2008-17, Observatoire Francais des Conjonctures Economiques (OFCE).
  28. Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2010. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 53-92 National Bureau of Economic Research, Inc.
  29. Olga Christodoulaki & Haeran Cho & Piotr Fryzlewicz, 2011. "A Reflection of History: Fluctuations in Greek Sovereign Risk between 1914 and 1929," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 50, Hellenic Observatory, LSE.
  30. Bernardin Akitoby & Thomas Stratmann, 2008. "Fiscal Policy and Financial Markets," Economic Journal, Royal Economic Society, vol. 118(533), pages 1971-1985, November.
  31. Sergio L. Schmukler & Luis Serven, 2002. "Pricing Currency Risk: Facts and Puzzles from Currency Boards," NBER Working Papers 9047, National Bureau of Economic Research, Inc.
  32. Barry Eichengreen & Michael D. Bordo, 2003. "Crises now and then: what lessons from the last era of financial globalization?," Chapters, in: Monetary History, Exchange Rates and Financial Markets, chapter 3 Edward Elgar.
  33. Volosovych, Vadym, 2011. "Measuring financial market integration over the long run: Is there a U-shape?," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1535-1561.
  34. Flandreau, Marc, 2003. "Crises and Punishment: Moral Hazard and the Pre-1914 International Financial Architecture," CEPR Discussion Papers 3742, C.E.P.R. Discussion Papers.
  35. Andrew Ang & Francis A. Longstaff, 2011. "Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe," NBER Working Papers 16982, National Bureau of Economic Research, Inc.
  36. repec:spo:wpecon:info:hdl:2441/6145 is not listed on IDEAS
  37. Paolo Mauro & Yishay Yafeh, 2003. "The Corporation of Foreign Bondholders," IMF Working Papers 03/107, International Monetary Fund.
  38. Matthias Morys & Guillaume Daudin, 2008. "Globalization, 1870-1914," Economics Series Working Papers 395, University of Oxford, Department of Economics.
  39. M. Ayhan Kose & Kenneth Rogoff & Eswar Prasad & Shang-Jin Wei, 2003. "Effects of Financial Globalization on Developing Countries; Some Empirical Evidence," IMF Occasional Papers 220, International Monetary Fund.
  40. Waldenström, Daniel & Frey, Bruno S., 2002. "How Government Bond Prices Reflect Wartime Events. The Case of the Stockholm Market," SSE/EFI Working Paper Series in Economics and Finance 489, Stockholm School of Economics.
  41. Peter Nunnenkamp, 2001. "Too Much, Too Little, or Too Volatile? International Capital Flows to Developing Countries in the 1990s," Kiel Working Papers 1036, Kiel Institute for the World Economy.
  42. Gabriela Dobrescu & Iva Petrova & Nazim Belhocine & Emanuele Baldacci, 2011. "Assessing Fiscal Stress," IMF Working Papers 11/100, International Monetary Fund.
  43. Geert Bekaert & Campbell R Harvey & Christian T Lundblad & Stephan Siegel, 2014. "Political risk spreads," Journal of International Business Studies, Palgrave Macmillan, vol. 45(4), pages 471-493, May.
  44. 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.
  45. Alfonso Mendoza, 2004. "Modelling long memory and risk premia in Latin American sovereign bond markets," Money Macro and Finance (MMF) Research Group Conference 2003 65, Money Macro and Finance Research Group, revised 13 Oct 2004.
  46. Valerie De Bruyckere & Maria Gerhardt & Glenn Schepens & Rudi Vander Vennet, 2012. "Bank/sovereign risk spillovers in the European debt crisis," Working Paper Research 232, National Bank of Belgium.
  47. Moritz Schularick, 2005. "A Tale Of Two “Globalizations”: Capital Flows From Rich To Poor In Two Eras Of Global Finance," Economic History 0509001, EconWPA.
  48. Luis A. V. Catão, 2007. "Sudden Stops and Currency Drops: A Historical Look," NBER Chapters, in: The Decline of Latin American Economies: Growth, Institutions, and Crises, pages 243-290 National Bureau of Economic Research, Inc.
  49. Andrea Pescatori & Amadou N R Sy, 2007. "Are Debt Crises Adequately Defined?," IMF Staff Papers, Palgrave Macmillan, vol. 54(2), pages 306-337, June.
  50. repec:spo:wpecon:info:hdl:2441/322 is not listed on IDEAS
  51. Schmukler, Sergio L. & Serven, Luis, 2002. "Pricing currency risk under currency boards," Journal of Development Economics, Elsevier, vol. 69(2), pages 367-391, December.
  52. Sebastián Nieto Parra & Javier Santiso, 2007. "The Usual Suspects: A Primer on Investment Banks' Recommendations and Emerging Markets," OECD Development Centre Working Papers 258, OECD Publishing.
  53. Christiansen, Charlotte, 2014. "Integration of European bond markets," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 191-198.
  54. Noy, Ilan, 2008. "Sovereign default risk, the IMF and creditor moral hazard," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(1), pages 64-78, February.
  55. Edward W. Sun & Daniel Tenengauzer & Ali Bastani & Omid Rezania, 2011. "Identification of Driving Factors for Emerging Markets Sovereign Spreads," Economics Bulletin, AccessEcon, vol. 31(3), pages 2584-2592.
  56. Accominotti, Olivier & Flandreau, Marc & Rezzik, Riad & Zumer, Frédéric, 2008. "Black Man’s Burden: Measured Philanthropy in the British Empire, 1880-1913," CEPR Discussion Papers 6811, C.E.P.R. Discussion Papers.
  57. Manuel Ramos-Francia & José G Rangel, 2012. "Revisiting the effects of country specific fundamentals on sovereign default risk," Economics Bulletin, AccessEcon, vol. 32(4), pages 3008-3016.
  58. Ana Fostel & Sandeep Kapur & Luis Catão, 2007. "Persistent Gaps, Volatility Types, and Default Traps," IMF Working Papers 07/148, International Monetary Fund.
  59. Quinn, Dennis & Voth, Hans-Joachim, 2008. "Free Flows, Limited Diversification: Explaining the Fall and Rise of Stock Market Correlations, 1890-2001," CEPR Discussion Papers 7013, C.E.P.R. Discussion Papers.
  60. Gregory Clark & Robert Feenstra, 2001. "Technology in the Great Divergence," NBER Working Papers 8596, National Bureau of Economic Research, Inc.
  61. 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.
  62. Baafi Antwi, Joseph, 2010. "Capital Based Macroeconomic model and 100 percent reserve system, free banking system and BFH system: A Comparism among Latvia, Lithuania, Kazakhstan, and Kyrgyzstan," MPRA Paper 22935, University Library of Munich, Germany.
  63. Monica Billio & Massimiliano Caporin & Loriana Pelizzon & Domenico Sartore, 2012. "CDS Industrial Sector Indices, credit and liquidity risk," Working Papers 2012_09, Department of Economics, University of Venice "Ca' Foscari".
  64. Ugo Panizza & Eduardo Borensztein & Barry Eichengreen, 2006. "Debt Instruments and Policies in the New Millennium: New Markets and New Opportunities," IDB Publications (Working Papers) 6708, Inter-American Development Bank.
  65. Eduardo Borensztein & Olivier Jeanne & Paolo Mauro & Jeromin Zettelmeyer & Marcos Chamon, 2005. "Sovereign Debt Structure for Crisis Prevention," IMF Occasional Papers 237, International Monetary Fund.
  66. Kim, Jung-Kwan & Ratti, Ronald A., 2006. "Economic activity, foreign exchange rate, and the interest rate during the Asian crisis," Journal of Policy Modeling, Elsevier, vol. 28(4), pages 387-402, May.
  67. Huang, Tao & Wu, Fei & Yu, Jing & Zhang, Bohui, 2015. "International political risk and government bond pricing," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 393-405.
  68. Hans J. Blommestein & Javier Santiso, 2007. "New Strategies for Emerging Domestic Sovereign Bond Markets," OECD Development Centre Working Papers 260, OECD Publishing.
  69. Fiess, Norbert, 2003. "Capital flows, country risk, and contagion," Policy Research Working Paper Series 2943, The World Bank.
  70. Kris James Mitchener & Marc D. Weidenmier, 2007. "The Baring Crisis and the Great Latin American Meltdown of the 1890s," NBER Working Papers 13403, National Bureau of Economic Research, Inc.
  71. Gavin Cameron & Kang Yong Tan, 2006. "Sovereign Risk in the Classical Gold Standard Era," Economics Series Working Papers 258, University of Oxford, Department of Economics.
  72. William N. Goetzmann & Andrey Ukhov, 2001. "China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization," Center for Financial Institutions Working Papers 01-30, Wharton School Center for Financial Institutions, University of Pennsylvania.
  73. Vadym Volosovych, 2005. "Financial Market Integration Over the Long Run: Is there a U-shape?," Working Papers 05001, Department of Economics, College of Business, Florida Atlantic University, revised Feb 2007.
  74. Vadym Volosovych, 2011. "Measuring Financial Market Integration over the Long Run: Is there a U-Shape?," Tinbergen Institute Discussion Papers 11-018/2, Tinbergen Institute.
  75. 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.
  76. 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.
  77. Waldenström, Daniel, 2010. "Why does sovereign risk differ for domestic and external debt? Evidence from Scandinavia, 1938-1948," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 387-402, April.
  78. Hee-Ryang Ra, 2008. "Dilution of Opportunity Cost Effect on the Demand for International Reserves in the High Reserve Era," Korean Economic Review, Korean Economic Association, vol. 24, pages 151-171.
  79. NAKABAYASHI, Masaki, 2008. "Imposed Efficiency of Treaty Port: Japanese Industrialization and Western Imperialist Institutions," ISS Discussion Paper Series (series F) f142, Institute of Social Science, The University of Tokyo, revised 07 Dec 2013.
  80. Ricardo J. Caballero & Kevin Cowan & Jonathan Kearns, 2005. "El temor a las paradas repentinas: enseñanzas de Australia y Chile," Research Department Publications 4364, Inter-American Development Bank, Research Department.
  81. Martinez, Lisana B. & Terceño, Antonio & Teruel, Mercedes, 2013. "Sovereign bond spreads determinants in Latin American countries: Before and during the XXI financial crisis," Emerging Markets Review, Elsevier, vol. 17(C), pages 60-75.
  82. Mauro, Paolo & Sussman, Nathan & Yafeh, Yishay, 2006. "Bloodshed or Reforms? The Determinants of Sovereign Bond Spreads in 1870-1913 and Today," CEPR Discussion Papers 5528, C.E.P.R. Discussion Papers.
  83. Juan-Huitzi Flores, 2007. "Lending Booms, Underwriting and Competition: The Baring Crisis Revisited," Working Papers in Economic History wp07-01, Universidad Carlos III, Instituto Figuerola de Historia y Ciencias Sociales.
  84. Aleksandar Zaklan & Paolo Mauro & Martín Minnoni & André Faria, 2006. "The External Financing of Emerging Market Countries; Evidence From Two Waves of Financial Globalization," IMF Working Papers 06/205, International Monetary Fund.
  85. Cifarelli, Giulio & Paladino, Giovanna, 2006. "Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas?," Global Finance Journal, Elsevier, vol. 16(3), pages 245-263, March.
  86. Amar Gande & David Parsley, 2003. "News Spillovers in the Sovereign Debt Market," Working Papers 062003, Hong Kong Institute for Monetary Research.
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