[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies. (2016). Medel, Carlos A. ; Alfaro, Rodrigo ; Moreno, Carola.
In: Working Papers Central Bank of Chile.
RePEc:chb:bcchwp:795.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 21

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Aizenman, J., M. Binici, and M.M. Hutchinson (2014). "The Transmission of Federal Reserve Tapering News to Emerging Financial Markets," Working Paper 19980, National Bureau of Economic Research.

  2. Bank for International Settlements (2015). Quarterly Financial Review, March 2015.
    Paper not yet in RePEc: Add citation now

  3. Bellas, D., M.G. Papaioannou, and I. Petrova (2010). "Determinants of Emerging Market Sovereign Bond Spreads: Fundamentals vs Financial Stress," Working Paper 281/10, International Monetary Fund.

  4. Brainard, L. (2015). "Recent Changes in the Resilience of Market Liquidity," remarks at Policy Makers' Panel on Financial Intermediation: Complexities and Risks for "The Future of Financial Intermediation: Banking, Securities Markets, or Something New?" Salzburg Global Forum on Finance in a Changing World, Salzburg Global Seminar, Austria.
    Paper not yet in RePEc: Add citation now
  5. Central Bank of Chile (2015). Financial Stability Report, Box I.1, First Half 2015.
    Paper not yet in RePEc: Add citation now
  6. Constâncio, V. (2015). "Divergent Monetary Policies and the World Economy," keynote address by Vice-President of the ECB at the conference organized by FED/ECB/FED Dallas/HKMA in Hong Kong, 15 October 2015.
    Paper not yet in RePEc: Add citation now
  7. Doshi, H., K. Jacobs, and C. Zurita (2015). "Economic and Financial Determinants of Credit Risk Premiums in the Sovereign CDS Market," Working Paper 15-01, Institut de la Finance Structurée des Instruments Dérivés de Montréal, Montreal Institute of Structured Finance and Derivatives.
    Paper not yet in RePEc: Add citation now

  8. Eichengreen, B. and P. Gupta (2015). "Tapering Talk: The Impact of Expectations of Reduced Federal Reserve Security Purchases on Emerging Markets," Emerging Markets Review 25(C): 1-15.

  9. Eyssell, T., H. Fungb, and G. Zhanga (2013). "Determinants and Price Discovery of China Sovereign Credit Default Swaps," China Economic Review 24: 1-15.

  10. González-Rozada, M. and E. Levy Yeyati (2008). "Global Factors and Emerging Market Spreads," The Economic Journal 118: 1917-1936.

  11. Hartelius, K., K. Kashiwase, and L.E. Kodres (2008). "Emerging Market Spread Compression: Is it Real or is it Liquidity?" Working Paper 08/10, International Monetary Fund.

  12. Kennedy, M. and A. Palerm (2014). "Emerging Market Bond Spreads: The Role of Global and Domestic Factors from 2002 to 2011," Journal of International Money and Finance 43: 70-87.

  13. Longstaff, F.A., J. Pan, L.H. Pedersen, and K.J. Singleton (2011). "How Sovereign is Sovereign Credit Risk?" American Economic Journal: Macroeconomics 3(2): 75-103.

  14. Matheson, T. (2015). "Normalization of Global Financial Conditions: The Implications for Brazil," Working Paper 194/15, International Monetary Fund.

  15. Mishra, P., K. Moriyama, P. N'Diaye, and L. Nguyen (2014). "Impact of Fed Tapering Announcements on Emerging Markets," Working Paper 109/14, International Monetary Fund.

  16. Office of Financial Research (2015a). Financial Stability Report.
    Paper not yet in RePEc: Add citation now
  17. Office of Financial Research (2015b). "Divergent Monetary Policies Continue to Drive Market Trends," Financial Markets Monitor, March 2015.
    Paper not yet in RePEc: Add citation now

  18. Pan, J. and K.J. Singleton (2008). "Default and Recovery Implicit in the Term Structure of Sovereign CDS Spread," Journal of Finance LXII(5): 2345-2384.

  19. Pesaran, M.H. and J. Shin (1998). "Generalized Impulse Response Analysis in Linear Multivariate Models," Economic Letters 58(1): 17-29.

  20. Powel, J.H. (2015). "Structure and Liquidity in Treasury Markets," remarks at The Brookings Institution, Washington DC, August 3, 2015.
    Paper not yet in RePEc: Add citation now
  21. PriceWaterhouseCoopers LLP (2015). "Global Financial Markets Liquidity Study," report prepared for the Global Financial Markets Association and the Institute of International Finance.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. How Important is the Global Financial Cycle? Evidence from Capital Flows. (2017). Rose, Andrew ; Claessens, Stijn ; Cerutti, Eugenio.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23699.

    Full description at Econpapers || Download paper

  2. Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows. (2017). Lundblad, Christian ; Chari, Anusha ; Stedman, Karlye Dilts .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23474.

    Full description at Econpapers || Download paper

  3. Global Uncertainty and Monetary Policy Effectiveness in Pakistan. (2017). Bukhari, Syed ; Hyder, Kalim ; Mangla, Inayat U.
    In: Lahore Journal of Economics.
    RePEc:lje:journl:v:22:y:2017:i:sp:p:111-134.

    Full description at Econpapers || Download paper

  4. International capital market frictions and spillovers from quantitative easing. (2017). MacDonald, Margaux.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:70:y:2017:i:c:p:135-156.

    Full description at Econpapers || Download paper

  5. Impact of International capital flows on emerging markets’ sovereign risk premium – demand vs. vulnerability effect. (2017). Konopczak, Micha.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:23:y:2017:i:c:p:239-245.

    Full description at Econpapers || Download paper

  6. How Important is the Global Financial Cycle? Evidence from Capital Flows. (2017). Rose, Andrew ; Claessens, Stijn ; Cerutti, Eugenio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12075.

    Full description at Econpapers || Download paper

  7. External debt and monetary policy autonomy. (2017). Davis, Jonathan.
    In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
    RePEc:col:000107:015479.

    Full description at Econpapers || Download paper

  8. Deuda externa y autonomía de la política monetaria. (2017). Davis, Jonathan Scott .
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v:35:y:2017:i:82:p:96-105.

    Full description at Econpapers || Download paper

  9. The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets. (2016). Medeiros, Marcelo ; Pinto, Marcio Gomes ; Santos, Francisco Luna .
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:36:y:2016:i:2:a:46421.

    Full description at Econpapers || Download paper

  10. International Capital Market Frictions and Spillovers from Quantitative Easing. (2016). MacDonald, Margaux.
    In: Working Papers.
    RePEc:qed:wpaper:1346.

    Full description at Econpapers || Download paper

  11. US Dollar Carry Trades in the Era of “Cheap Money”. (2016). Moore, Michael ; Li, Youwei ; Shehadeh, Ali ; Erds, Peter .
    In: MPRA Paper.
    RePEc:pra:mprapa:70770.

    Full description at Econpapers || Download paper

  12. Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland. (2016). Huber, Florian ; Eller, Markus ; Schuberth, Helene.
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2016:i:1:b:3.

    Full description at Econpapers || Download paper

  13. Monetary Policy on Twitter and its Effect on Asset Prices: Evidence from Computational Text Analysis. (2016). Lüdering, Jochen ; Ludering, Jochen ; Tillmann, Peter ; PeterTillmann, .
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201612.

    Full description at Econpapers || Download paper

  14. Cross-Country Report on Spillovers; Selected Issues. (2016). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2016/212.

    Full description at Econpapers || Download paper

  15. Financial performance and macroeconomic fundamentals in emerging market economies over the global financial cycle. (2016). Zlate, Andrei ; Davis, Jonathan.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:288.

    Full description at Econpapers || Download paper

  16. Economic fundamentals and monetary policy autonomy. (2016). Davis, Jonathan.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:267.

    Full description at Econpapers || Download paper

  17. US Dollar Carry Trades in the Era of Cheap Money. (2016). Moore, Michael ; Li, Youwei ; Erdos, Peter ; Shehadeh, Ali .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:66:y:2016:i:5:p:374-404.

    Full description at Econpapers || Download paper

  18. Post-GFC external shocks and Indonesian economic performance. (2016). Tyers, Rodney ; Azwar, Prayudhi .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2016-58.

    Full description at Econpapers || Download paper

  19. Exchange market pressure in OECD and emerging economies: Domestic vs. external factors and capital flows in the old and new normal. (2016). Binici, Mahir ; Aizenman, Joshua.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:66:y:2016:i:c:p:65-87.

    Full description at Econpapers || Download paper

  20. Global financial conditions and asset markets: Evidence from fragile emerging economies. (2016). Yildirim, Zekeriya.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:57:y:2016:i:c:p:208-220.

    Full description at Econpapers || Download paper

  21. Dealing with large and volatile capital flows and the role of the IMF. (2016). Viani, Francesca ; Reinhardt, Dennis ; Metzemakers, Paul ; L'Hotellerie-Fallois, Pilar ; Frost, Jon ; estrada, Angel ; Bussiere, Matthieu ; Beirne, John ; Balteanu, Irina ; Schiavone, Alessandro ; Vonessen, Benjamin ; Bruggemann, Axel ; Force, Irc Task ; Moreno, Pablo ; Menezes, Paula ; Lhotellerie-Fallois, Pilar ; Lerner, Christina ; Kennedy, Bernard ; Ghalanos, Michalis ; Landbeck, Alexander ; Broos, Menno ; Tilley, Thomas ; Herzberg, Valerie.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2016180.

    Full description at Econpapers || Download

  22. QUANTITATIVE EASING, TAPERING AND STOCK MARKET INDICES. (2016). Lupu, Radu ; Calin, Adrian Cantemir ; Albu, Lucian ; Clin, Adrian Cantemir.
    In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH.
    RePEc:cys:ecocyb:v:50:y:2016:i:3:p:5-23.

    Full description at Econpapers || Download paper

  23. The Effects of US Unconventional Monetary Policies in Latin America. (2016). Borrallo, Fructuoso ; Valles, Javier ; Hernando, Ignacio.
    In: Monetaria.
    RePEc:cml:moneta:v:iv:y:2016:i:2:p:275-320.

    Full description at Econpapers || Download paper

  24. An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies. (2016). Medel, Carlos A. ; Alfaro, Rodrigo ; Moreno, Carola.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:795.

    Full description at Econpapers || Download paper

  25. Effects of Quantitative Easing Monetary Policy Exit Strategy on East Asian Currencies. (2016). Ogawa, Eiji ; Wang, Zhiqian.
    In: The Developing Economies.
    RePEc:bla:deveco:v:54:y:2016:i:1:p:103-129.

    Full description at Econpapers || Download paper

  26. The effects of us unconventional monetary policies in Latin America. (2016). Borrallo, Fructuoso ; Valles, Javier ; Hernando, Ignacio.
    In: Working Papers.
    RePEc:bde:wpaper:1606.

    Full description at Econpapers || Download paper

  27. Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows. (2015). Offermanns, Christian ; Anaya, Pablo ; Hachula, Michael .
    In: Discussion Papers.
    RePEc:zbw:fubsbe:201535.

    Full description at Econpapers || Download paper

  28. Get ready for the Fed lift-off: The role of macroprudential policy. (2015). Unsal, Filiz ; Ozkan, Gulcin.
    In: Discussion Papers.
    RePEc:yor:yorken:15/25.

    Full description at Econpapers || Download paper

  29. US Long-Term Interest Rates and Capital Flows to Emerging Economies. (2015). Olaberria, Eduardo.
    In: Journal of International Commerce, Economics and Policy (JICEP).
    RePEc:wsi:jicepx:v:06:y:2015:i:02:n:s1793993315500088.

    Full description at Econpapers || Download paper

  30. THE EFFECTS OF THE FEDERAL RESERVE’S TAPERING ANNOUNCEMENTS ON THE US REAL ESTATE MARKET. (2015). Calin, Adrian Cantemir ; Clin, Adrian Cantemir.
    In: Studii Financiare (Financial Studies).
    RePEc:vls:finstu:v:19:y:2015:i:3:p:79-90.

    Full description at Econpapers || Download paper

  31. Effects of US Quantitative Easing on Emerging Market Economies. (2015). Park, Woong Yong ; Chatterjee, Arpita ; Bhattarai, Saroj.
    In: Discussion Papers.
    RePEc:swe:wpaper:2015-26.

    Full description at Econpapers || Download paper

  32. Working Paper – WP/15/04- Vulnerability to Normalization of Global Financing Conditions- An Operational Approach. (2015). Hassan, Shakill ; Redford, Siobhan ; Paul, Merrisa .
    In: Working Papers.
    RePEc:rbz:wpaper:6941.

    Full description at Econpapers || Download paper

  33. Government debt holdings of non-residents – an analysis of the impact on selected emerging economies’ sovereign risk. (2015). Konopczak, Michal.
    In: MPRA Paper.
    RePEc:pra:mprapa:68597.

    Full description at Econpapers || Download paper

  34. Exchange Market Pressure in OECD and Emerging Economies: Domestic vs. External Factors and Capital Flows in the Old and New Normal. (2015). Binici, Mahir ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21662.

    Full description at Econpapers || Download paper

  35. Monetary Policy Independence under Flexible Exchange Rates: An Illusion?. (2015). Edwards, Sebastian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20893.

    Full description at Econpapers || Download paper

  36. Global Constraints on Central Banking: The Case of Turkey. (2015). Cömert, Hasan ; Benlialper, Ahmet ; Comert, Hasan .
    In: ERC Working Papers.
    RePEc:met:wpaper:1513.

    Full description at Econpapers || Download paper

  37. A monetáris politika globális tendenciái és a stabilitási kockázatok. (2015). Abel, Istvan.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1539.

    Full description at Econpapers || Download paper

  38. Asynchronous Monetary Policies and International Dollar Credit. (2015). Ho, Kelvin ; He, Dong ; Tsang, Andrew ; Wong, Eric.
    In: Working Papers.
    RePEc:hkm:wpaper:192015.

    Full description at Econpapers || Download paper

  39. International Financial Spillovers to Emerging Market Economies: How Important Are Economic Fundamentals?. (2015). Zlate, Andrei ; Ahmed, Shaghil ; Coulibaly, Brahima.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1135.

    Full description at Econpapers || Download paper

  40. Effects of US quantitative easing on emerging market economies. (2015). Park, Woong Yong ; Chatterjee, Arpita ; Bhattarai, Saroj.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:255.

    Full description at Econpapers || Download paper

  41. Effects of US quantitative easing on emerging market economies. (2015). Park, Woong Yong ; Chatterjee, Arpita ; Bhattarai, Saroj.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2015-47.

    Full description at Econpapers || Download paper

  42. Reverse spillover: Evidence during emerging market financial turmoil in 2013–2014. (2015). Suh, Hyunduk ; Kang, Hyunju.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:38:y:2015:i:c:p:97-115.

    Full description at Econpapers || Download paper

  43. Spillovers from the ECBs non-standard monetary policies on non-euro area EU countries: evidence from an event-study analysis. (2015). McQuade, Peter ; Falagiarda, Matteo ; Tirpak, Marcel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151869.

    Full description at Econpapers || Download paper

  44. Beggar-thy-neighbor? The international effects of ECB unconventional monetary policy measures. (2015). Canova, Fabio ; Bluwstein, Kristina.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10856.

    Full description at Econpapers || Download paper

  45. Effects of U.S. Quantitative Easing on Latin American Economies. (2015). Ramírez-Rondán, N.R. ; Pérez Forero, Fernando ; Carrera, Cesar ; Ramirez-Rondan, Nelson .
    In: Working Papers.
    RePEc:apc:wpaper:2015-035.

    Full description at Econpapers || Download paper

  46. Effects of the U.S. quantitative easing on the Peruvian economy. (2014). Pérez Forero, Fernando ; Carrera, Cesar ; Ramirez-Rondan, Nelson ; Perez-Forero, Fernando.
    In: Working Papers.
    RePEc:rbp:wpaper:2014-017.

    Full description at Econpapers || Download paper

  47. Global imbalances and gross capital flows. (2014). Deroose, M. ; Ide, S. ; Butzen, P..
    In: Economic Review.
    RePEc:nbb:ecrart:y:2014:m:september:i:ii:p:39-60.

    Full description at Econpapers || Download paper

  48. Unconventional Monetary Policy Shocks and the Spillovers to Emerging Markets. (2014). PeterTillmann, .
    In: Working Papers.
    RePEc:hkm:wpaper:182014.

    Full description at Econpapers || Download paper

  49. The Effect of the Federal Reserve’s Tapering Announcements on Emerging Markets. (2014). Suchanek, Lena.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-50.

    Full description at Econpapers || Download paper

  50. Gambling for resurrection in Iceland: the rise and fall of the banks. (2013). Portes, Richard ; Baldursson, Fridrik.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9664.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-15 02:08:52 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.