Search Results - subject:"EMBI+"

Emerging markets bond index performance and sovereign default: The case of Ecuador

Zanoni, Wladimir; Díaz, Emily; Paredes, Jorge; … - 2024

country's bonds, specifically as measured by the Emerging Markets Bond Index (EMBI). Through a blend of qualitative and … default's impact on Ecuador's EMBI performance, revealing a dynamically heterogeneous influence that fluctuates with evolving …

Persistent link: https://www.econbiz.de/10014563973

Emerging markets bond index performance and sovereign default : the case of Ecuador

Zanoni, Wladimir; Díaz, Emily; Paredes, Jorge; … - 2024

Persistent link: https://www.econbiz.de/10014529939

Geopolitical risk and emerging markets sovereign risk premia

Gamboa-Estrada, Fredy; Romero, José Vicente - 2024

Persistent link: https://www.econbiz.de/10015070178

What are the main variables that influence the dynamics of Ecuador's sovereign risk?

Carrillo-Maldonado, Paul; Díaz Cassou, Javier; Flores, … - In: Journal of Applied Economics 26 (2023) 1, pp. 1-23

This paper analyzes the determinants of Ecuador's sovereign spreads as measured by the EMBI index. We use Bayesian … variables drive most of the dynamics of the Ecuadorian EMBI, also influenced by the evolution of sovereign risks in other Latin … affecting the Ecuadorian EMBI. …

Persistent link: https://www.econbiz.de/10015334148

What are the main variables that influence the dynamics of Ecuador's sovereign risk?

Carrillo-Maldonado, Paul; Díaz Cassou, Javier; Flores, … - 2023

Persistent link: https://www.econbiz.de/10014515660

Does fiscal sentiment matter for sovereign risk?

Montes, Gabriel Caldas; Nicolay, Rodolfo Tomás da Fonseca - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 18-30

Persistent link: https://www.econbiz.de/10014248725

The EMBI in Latin America: Fractional integration, non-linearities and breaks

Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alana, … - 2015

This paper analyses the main statistical properties of the Emerging Market Bond Index (EMBI), namely long …

Persistent link: https://www.econbiz.de/10011404231

The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks

Caporale, Guglielmo-Maria; Carcel, Hector; Gil-Alana, … - 2015

This paper analyses the main statistical properties of the Emerging Market Bond Index (EMBI), namely long …

Persistent link: https://www.econbiz.de/10011431171

Long-run determinants of sovereign bond index in emerging market: New evidence from asymmetric and nonlinear pass-through

HO, Sy-Hoa - Centre d'Études des Politiques Économiques (EPEE), … - 2015

In this paper, we study the asymmetric long-run and short-run determinants of the sovereign bond index, a proxy of sovereign default, for two typical emerging countries: Turkey and Brazil over the 2000Q1-2011Q4 period. The determinants of the sovereign bond index are estimated by three...

Persistent link: https://www.econbiz.de/10011265427

The EMBI in Latin America : fractional integration, non-linearities and breaks

Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - 2015

Persistent link: https://www.econbiz.de/10011448197