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Volumn 118, Issue 533, 2008, Pages 1917-1936

Global factors and emerging market spreads

Author keywords

[No Author keywords available]

Indexed keywords

ACCURACY ASSESSMENT; CREDIT PROVISION; DEBT; FINANCIAL MARKET; FINANCIAL SYSTEM; MARKET DEVELOPMENT; PREDICTION;

EID: 54049123755     PISSN: 00130133     EISSN: 14680297     Source Type: Journal    
DOI: 10.1111/j.1468-0297.2008.02196.x     Document Type: Article
Times cited : (148)

References (20)
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  • 4
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  • 7
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    • (March)
    • Engle, R.F. and Granger, C.W.J. (1987). 'Co-integration and error correction: Representation, estimation, and testing', Econometrica, vol. 55(2) (March), pp. 251-76.
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    • Engle, R.F.1    Granger, C.W.J.2
  • 8
    • 0000855981 scopus 로고    scopus 로고
    • 'The pro-cyclical role of rating agencies: Evidence from the East Asian crisis'
    • Ferri, G., Liu, L.-G. and Stiglitz, J.E. (1999). 'The pro-cyclical role of rating agencies: Evidence from the East Asian crisis', Economic Notes, vol. 28(3), pp. 335-55.
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  • 9
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    • 'The role of global risk aversion in explaining Latin American sovereign spreads'
    • mimeo, Madrid: Bank of Spain
    • García Herrero, A. and Ortiz, A. (2004). 'The role of global risk aversion in explaining Latin American sovereign spreads', mimeo, Madrid: Bank of Spain.
    • (2004)
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  • 12
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    • mimeo, Washington: The World Bank
    • Herrera, S. and Perry, G. (2002). 'Determinants of Latin spreads in the new economy era: The role of US interest rates and other external variables', mimeo, Washington: The World Bank.
    • (2002)
    • Herrera, S.1    Perry, G.2
  • 13
    • 0008280612 scopus 로고    scopus 로고
    • 'How the rating agencies blew it on Korea'
    • (May/June)
    • Huhne, C. (1998). 'How the rating agencies blew it on Korea', International Economy, vol. 12 (May/June), pp. 46-63.
    • (1998) International Economy , vol.12 , pp. 46-63
    • Huhne, C.1
  • 14
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    • 'Emerging markets in the new international financial system: Implications of the Asian crisis'
    • International Monetary Fund in Chapter 3, Washington: IMF
    • International Monetary Fund (1999). 'Emerging markets in the new international financial system: Implications of the Asian crisis', in World Economic and Financial Surveys, International Capital Markets, Chapter 3, Washington: IMF.
    • (1999) World Economic and Financial Surveys, International Capital Markets
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    • 'Determinants of the rally in emerging market debt - Liquidity and fundamentals'
    • International Monetary Fund April, Chapter 2, Washington: IMF
    • International Monetary Fund (2004). 'Determinants of the rally in emerging market debt - liquidity and fundamentals', Global Financial Stability Report, April, Chapter 2, pp. 53-63, Washington: IMF.
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  • 16
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    • 'Emerging market instability: Do sovereign credit ratings affect country risk and stock returns?'
    • Kaminsky, G. and Schmukler, S. (2002). 'Emerging market instability: Do sovereign credit ratings affect country risk and stock returns?', The World Bank Economic Review, vol. 16 (2), pp. 171-95.
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    • Kaminsky, G.1    Schmukler, S.2
  • 17
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    • 'A comparative study of unit root tests with panel data and a new simple test'
    • (November)
    • Maddala, G.S. and Wu, S. (1999). 'A comparative study of unit root tests with panel data and a new simple test', Oxford Bulletin of Economics and Statistics, vol. 61 (November), pp. 631-52.
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  • 18
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    • 'Sovereign credit ratings: Guilty beyond reasonable doubt?'
    • mimeo, American University of Beirut
    • Mora, N. (2004). 'Sovereign credit ratings: Guilty beyond reasonable doubt?', mimeo, American University of Beirut.
    • (2004)
    • Mora, N.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.