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Spatial spillovers in emerging market spreads

https://doi.org/10.1007/s00181-012-0644-7
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Spatial Panel Data Models
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Spatial Panel Data Models
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Econometric issues in the analysis of contagion
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The sovereign ceiling and emerging market corporate bond spreads
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Country spreads and emerging countries: Who drives whom?
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From the financial crisis to the real economy: Using firm-level data to identify transmission channels
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Testing for spatial autocorrelation in a fixed effects panel data model
inferredcites →https://doi.org/10.1016/s0022-1996(00)00095-7openalex-snapshot
Sources of contagion: is it finance or trade?
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On crises, contagion, and confusion
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Contagion and trade
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Testing for unit roots in heterogeneous panels
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The Worldwide Governance Indicators: Methodology and Analytical Issues
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The Composition Matters: Capital Inflows and Liquidity Crunch During a Global Economic Crisis
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Contagion: Understanding How It Spreads
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A Pyrrhic victory
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No Contagion, Only Interdependence: Measuring Stock Market Comovements
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The Role of the Banking System in the International Transmission of Shocks
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Global Factors and Emerging Market Spreads*
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Fiscal Policy and Financial Markets
inferredcites →https://doi.org/10.1111/j.1468-2354.2012.00690.xopenalex-snapshot
GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?*
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New Evidence on the Interest Rate Effects of Budget Deficits and Debt
inferredcites →https://doi.org/10.1201/9781420064254openalex-snapshot
Introduction to Spatial Econometrics
inferredcites →https://doi.org/10.1257/mac.5.3.85openalex-snapshot
Sovereign Defaults: The Price of Haircuts
inferredcites →https://doi.org/10.1596/9780821384831_ch04openalex-snapshot
Determinants of Emerging Market Sovereign Bond Spreads
inferredcites →https://doi.org/10.2139/ssrn.1300871openalex-snapshot
Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation
inferredcites →https://doi.org/10.2139/ssrn.1820032openalex-snapshot
Global Factors and Emerging Market Spreads
inferredcites →https://doi.org/10.2139/ssrn.686881openalex-snapshot
Emerging Market Spread Compression: Is it Real or is it Liquidity?
inferredcites →https://doi.org/10.2139/ssrn.879386openalex-snapshot
What Drives Contagion: Trade, Neighborhood, or Financial Links?
inferredcites →https://doi.org/10.2307/3440879openalex-snapshot
Contagious Currency Crises: First Tests
inferredcites →https://doi.org/10.3386/w1172openalex-snapshot
LDC's Foreign Borrowing and Default Risk: An Empirical Investigation
inferredcites →https://doi.org/10.3386/w17136openalex-snapshot
A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk
inferredcites →https://doi.org/10.3386/w6408openalex-snapshot
What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment?
inferredcites →https://doi.org/10.3386/w6806openalex-snapshot
Contagion and Trade: Why Are Currency Crises Regional?
inferredcites →https://doi.org/10.4000/rei.3887openalex-snapshot
An Introduction to Spatial Econometrics
inferredcites →https://doi.org/10.5089/9781451844801.001openalex-snapshot
What Drives Contagion
inferredcites →https://doi.org/10.5089/9781451847611.001openalex-snapshot
Trade and Financial Contagion in Currency Crises
inferredcites →https://doi.org/10.5089/9781451868722.001openalex-snapshot
Emerging Market Spread Compression
inferredcites →https://doi.org/10.5089/9781451871173.001openalex-snapshot
Is it (Still) Mostly Fiscal? Determinants of Sovereign Spreads in Emerging Markets
inferredcites →https://doi.org/10.5089/9781451872804.001openalex-snapshot
The Transmission of Financial Stress from Advanced to Emerging Economies
inferredcites →https://doi.org/10.5089/9781451873696.001openalex-snapshot
Euro Area Sovereign Risk During the Crisis
inferredcites →https://doi.org/10.5089/9781455202188.001openalex-snapshot
Fiscal Deficits, Public Debt, and Sovereign Bond Yields
inferredcites →https://doi.org/10.5089/9781455210886.001.a001openalex-snapshot
Determinants of Emerging Market Sovereign Bond Spreads
inferredcites →https://doi.org/10.5089/9781463902209.001openalex-snapshot
Public Debt in Advanced Economies and its Spillover Effectson Long-Term Yields
inferredcites →https://doi.org/10.5089/9781616352073.087openalex-snapshot
Changing Patterns of Global Trade
inferredcites →https://doi.org/10.71609/iheid-pywx-1x07openalex-snapshot
Expected fiscal policy and interest rates in open economy

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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