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External solvency, dollarisation and investment grade : towards a virtuous circle?

Grandes, Martín - 2001

Persistent link: https://www.econbiz.de/10001601049

Local currency sovereign risk

Du, Wenxin; Schreger, Jesse - 2013

Persistent link: https://www.econbiz.de/10010227403

The influence of US dollar funding conditions on Asian financial markets

Lee, Junkyu; Rosenkranz, Peter; Ramayandi, Arief; Pham, … - 2021

More than 20 years after the Asian financial crisis, the region's continued high reliance on United States (US) dollar-denominated funding has significant implications for the transmission of global financial conditions to domestic financial and macroeconomic circumstances. Given limited...

Persistent link: https://www.econbiz.de/10012485240

Optimal reserve composition in the presence of sudden stops : the euro and the dollar as safe haven currencies

Beck, Roland (contributor); Rahbari, Ebrahim (contributor) - 2008

traditional portfolio objectives as debt to reserve ratios decrease. We empirically estimate optimal dollar and euro shares for 24 … reserve ratios, introducing transactions demand has a relatively modest effect. We also find that euro and dollar bonds act as … in Asia and Latin America, while the euro is a better hedge for sudden stops in Emerging Europe. We reproduce …

Persistent link: https://www.econbiz.de/10003782664

Essays on capital flows and exchange rates

Valdés, Rodrigo O. - 1996

Persistent link: https://www.econbiz.de/10000982867

Boom and bust and sovereign ratings

Reisen, Helmut; Maltzan, Julia von - 1999

Persistent link: https://www.econbiz.de/10001388472

Costs of sovereign default

De Paoli, Bianca; Hoggarth, Glenn; Saporta, Victoria - 2006

Persistent link: https://www.econbiz.de/10010492869

Currency crisis contagion, capital flows and sovereign ratings : empirical studies of emerging markets

Kim, Jung Yeon - 2001

Persistent link: https://www.econbiz.de/10001747912

Sovereign risk contagion in the Eurozone : a time-varying coefficient approach

Ludwig, Alexander - 2013

This paper analyzes sovereign risk contagion in the Eurozone using an extension to the canonical model for contagion proposed by Pesaran and Pick (2007) and Metiu (2012) to allow for time-varying coefficients. This becomes necessary due to changes in the risk pricing of sovereign bonds since the...

Persistent link: https://www.econbiz.de/10010222446

How to assess country risk : the vulnerability exercise approach using machine learning

Panth, Sanjaya (ed.) - 2021

The IMF's Vulnerability Exercise (VE) is a cross-country exercise that identifies country-specific near-term macroeconomic risks. As a key element of the Fund's broader risk architecture, the VE is a bottom-up, multi-sectoral approach to risk assessments for all IMF member countries. The VE...

Persistent link: https://www.econbiz.de/10013334937