메뉴 건너뛰기




Volumn 11, Issue 3, 2003, Pages 77-90

Estimating the Impact of Risks on Emerging Equity Market Performance: Further Evidence on Data from Rating Agencies

Author keywords

Emerging equity markets; Global financial markets; Stock returns

Indexed keywords


EID: 84993054537     PISSN: 1525383X     EISSN: 20541686     Source Type: Journal    
DOI: 10.1108/1525383X200300017     Document Type: Review
Times cited : (7)

References (27)
  • 1
    • 84992959634 scopus 로고    scopus 로고
    • A new frame work for predicting financial crises in emerging markets
    • (Goldman Sachs) Dec.
    • Ades, A., R. Masih and D. Tenengauzer, (1998). A new frame work for predicting financial crises in emerging markets, Emerging Markets: Economic Research, (Goldman Sachs) Dec.
    • (1998) Emerging Markets: Economic Research
    • Ades, A.1    Masih, R.2    Tenengauzer, D.3
  • 3
    • 0002486651 scopus 로고    scopus 로고
    • An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings
    • Altman, E. I., and A. Saunders, (2001). An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings, Journal of Banking and Finance, 25, 25-46.
    • (2001) Journal of Banking and Finance , vol.25 , pp. 25-46
    • Altman, E.I.1    Saunders, A.2
  • 4
    • 84993018992 scopus 로고    scopus 로고
    • Credit Ratings and the Purposed new BIS Guidelines on Capital Adequacy for Bank Credit Assets
    • Altman, E. I., (2001). Credit Ratings and the Purposed new BIS Guidelines on Capital Adequacy for Bank Credit Assets, Journal of Banking and Finance, 25, 1-2.
    • (2001) Journal of Banking and Finance , vol.25 , pp. 1-2
    • Altman, E.I.1
  • 6
    • 0040212676 scopus 로고    scopus 로고
    • Foreign Speculators and Emerging Equity Markets
    • Bkaert, G and C. R. Harvey, (2000). Foreign Speculators and Emerging Equity Markets, Journal of Finance, 55, 565-613.
    • (2000) Journal of Finance , vol.55 , pp. 565-613
    • Bkaert, G.1    Harvey, C.R.2
  • 8
    • 53849130403 scopus 로고
    • Political Risk Assessment for Foreign Direct Investment Decisions: Better Methods for Better Results
    • Spring
    • Brewer, T.L., (1981), “Political Risk Assessment for Foreign Direct Investment Decisions: Better Methods for Better Results”, Columbia Journal of World Business, Spring, 5-11.
    • (1981) Columbia Journal of World Business , pp. 5-11
    • Brewer, T.L.1
  • 10
    • 84992949475 scopus 로고    scopus 로고
    • (Euromoney Publication, London, UK) Various Issues.
    • Country Risk (Euromoney Publication, London, UK) Various Issues.
    • Country Risk
  • 12
    • 0031498298 scopus 로고    scopus 로고
    • Credit Risk Analysis for Developing Country Bond Portfolios
    • Winter
    • Dym, S., (1997). Credit Risk Analysis for Developing Country Bond Portfolios, The Journal of Portfolio Management, Winter, 99-103.
    • (1997) The Journal of Portfolio Management , pp. 99-103
    • Dym, S.1
  • 13
    • 0003426437 scopus 로고    scopus 로고
    • (International Finance Corporation, Washington D. C.) Various Issues.
    • Emerging Stock Markets Factbook, (International Finance Corporation, Washington D. C.) Various Issues.
    • Emerging Stock Markets Factbook
  • 16
    • 0031521248 scopus 로고    scopus 로고
    • Fundamental determinants of national equity market returns: A perspective on conditional asset pricing
    • Ferson, W.E., and C. R. Harvey, (1998). Fundamental determinants of national equity market returns: A perspective on conditional asset pricing, Journal of Banking and Finance, 21, 1625-1665.
    • (1998) Journal of Banking and Finance , vol.21 , pp. 1625-1665
    • Ferson, W.E.1
  • 17
    • 84952185500 scopus 로고
    • Use of Dummy Variables in Testing for Equality between Sets of Coefficients in Two Linear Regressions: A Note
    • (a)
    • Gujarati, D., (1970a). Use of Dummy Variables in Testing for Equality between Sets of Coefficients in Two Linear Regressions: A Note, The American Statistician, 24, #1, 50-52.
    • (1970) The American Statistician , vol.24 , Issue.1 , pp. 50-52
    • Gujarati, D.1
  • 18
    • 0002385066 scopus 로고
    • Use of Dummy Variables in Testing for Equality between Sets of Coefficients in Linear Regressions: A Generalization
    • (b)
    • Gujarati, D., (1970b). Use of Dummy Variables in Testing for Equality between Sets of Coefficients in Linear Regressions: A Generalization, The American Statistician, 24, #5, 18-21.
    • (1970) The American Statistician , vol.24 , Issue.5 , pp. 18-21
    • Gujarati, D.1
  • 21
    • 0008919779 scopus 로고    scopus 로고
    • Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices
    • Henry, P.B., (2000). Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices, Journal of Finance, 55, 529-564.
    • (2000) Journal of Finance , vol.55 , pp. 529-564
    • Henry, P.B.1
  • 22
    • 0344297579 scopus 로고    scopus 로고
    • Caught with Their Pants Down?
    • January
    • Irvine, S., (1998). Caught with Their Pants Down?, Euromoney, January, 51-53.
    • (1998) Euromoney , pp. 51-53
    • Irvine, S.1
  • 24
    • 0033192248 scopus 로고    scopus 로고
    • The Determinants of Secondary Market Prices for Developing Country Loans: The Impact of Country Risk
    • (a)
    • Ramcharran, H., (1999a). The Determinants of Secondary Market Prices for Developing Country Loans: The Impact of Country Risk, Global Finance Journal, 10, 173-186.
    • (1999) Global Finance Journal , vol.10 , pp. 173-186
    • Ramcharran, H.1
  • 25
    • 0345880799 scopus 로고    scopus 로고
    • Foreign Direct Investment and Country Risk: Further Empirical Evidence
    • (b).
    • Ramcharran, H., (1999b). “Foreign Direct Investment and Country Risk: Further Empirical Evidence”, Global Economic Review, 28, 49-29.
    • (1999) Global Economic Review , vol.28 , pp. 29-49
    • Ramcharran, H.1
  • 26
    • 84937189704 scopus 로고    scopus 로고
    • International Bank Lending to Developing Countries: An Empirical Analysis of the Impact of Country Risk
    • (c)
    • Ramcharran, H., (1999c). “International Bank Lending to Developing Countries: An Empirical Analysis of the Impact of Country Risk” Multinational Business Review, Vol 7, #1, 83-92.
    • (1999) Multinational Business Review , vol.7 , Issue.1 , pp. 83-92
    • Ramcharran, H.1
  • 27
    • 0010783941 scopus 로고
    • Banker judgment versus formal forecasting models: The case of country risk assessment
    • Somerville, R.A. and R.J. Tafflen, (1995). Banker judgment versus formal forecasting models: The case of country risk assessment, Journal of Banking and Finance, 19, 281-297.
    • (1995) Journal of Banking and Finance , vol.19 , pp. 281-297
    • Somerville, R.A.1    Tafflen, R.J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.