Sovereign Securitization in Emerging Markets

被引：1

作者：

Jobst, Andreas A. ^{[1
]}

机构：

[1] Int Monetary Fund, Monetary & Capital Markets Dept MCM, Washington, DC 20431 USA

来源：

JOURNAL OF STRUCTURED FINANCE | 2006年 / 12卷 / 03期

关键词：

D O I：

10.3905/jsf.2006.661448

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：68 / 79

页数：12

共 50 条

[41] Sovereign rescheduling probabilities in emerging markets: a comparison with credit rating agencies' ratings
Georgievska, A.
Georgievska, L.
Stojanovic, A.
Todorovic, N.
JOURNAL OF APPLIED STATISTICS, 2008, 35 (09) : 1031 - 1051
[42] Investment strategy of sovereign wealth funds from emerging markets: the case of China
Cieslik, Ewa
BULLETIN OF GEOGRAPHY-SOCIO-ECONOMIC SERIES, 2014, 24 (24) : 27 - 40
[43] The long-run impact of sovereign yields on corporate yields in emerging markets
Li, Delong
Magud, Nicolas E.
Werner, Alejandro
JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2023, 130
[44] VaR performance during the subprime and sovereign debt crises: An application to emerging markets
Del Brio, Esther B.
Mora-Valencia, Andres
Perote, Javier
EMERGING MARKETS REVIEW, 2014, 20 : 23 - 41
[45] Balance-of-payments crises in emerging markets - Large capital inflows and sovereign governments
Calvo, GA
CURRENCY CRISES, 2000, : 71 - 104
[46] Do sovereign ratings cause instability in cross-border emerging CDS markets?
Ballester, Laura
Gonzalez-Urteaga, Ana
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 72 : 643 - 663
[47] Emerging markets and financial globalization: Sovereign bond spreads in 1870-1913 and today
Musacchio, Aldo
JOURNAL OF ECONOMIC HISTORY, 2008, 68 (01): : 331 - 333
[48] Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries
Bouri, Elie
de Boyrie, Maria E.
Pavlova, Ivelina
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2017, 49 : 155 - 165
[49] Emerging markets and financial globalization: sovereign bond spreads in 1870-1913 and today
Flandreau, Marc
ECONOMIC HISTORY REVIEW, 2007, 60 (04): : 872 - 874
[50] Sovereign bond spreads and extra-financial performance: An empirical analysis of emerging markets
Margaretic, Paula
Pouget, Sebastien
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2018, 58 : 340 - 355

← 1 2 3 4 5 →