Global monetary conditions versus country-specific factors in the determination of emerging market debt spreads

Author:

Dailami Mansoor,Masson Paul R.,Padou Jean Jose

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference24 articles.

1. Arora, V., Cerisola, M., 2000. How does U.S. monetary policy influence economic conditions in emerging markets? IMF Working Paper no. 00/148, Washington, DC.

2. Boss, M., Scheicher, M., 2002. The determinants of credit spread changes in the Euro area. BIS Papers no. 12, Basel.

3. Progress in behavioral game theory;Camerer;Journal of Economic Perspectives,1997

4. Determinants of credit spread changes;Colin-Dufresne;Journal of Finance,2001

5. The relationship between treasury yields and corporate bond yield spreads;Duffee;Journal of Finance,1998

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