What drives Credit Risk in Emerging Markets? The Roles of Country Fundamentals and Market Co-movements

By Diana Diaz Weigel, G. Gemmill. 2006

122 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/5eaa52cdebd80914a0feb2cc3b8cfb77e576b757

Citations in the corpus

• Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt (2010, unknown): “A 4 number of papers have emphasized the importance of global factors for emerging markets: Calvo et al. (1993), and more recently Calvo (2002), Herrera and Perry (2002), Grandes (2003), Diaz Weigel and Gemmill (2006), García-Herrero and Ortiz (2006), Longstaff et al. (2007), and González-Rozada and”