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Macroeconomic fundamentals, price discovery, and volatility dynamics in emerging bond markets

Nowak, Sylwia; Andritzky, Jochen; Jobst, Andreas A.; … - In: Journal of banking & finance 35 (2011) 10, pp. 2584-2597

Persistent link: https://www.econbiz.de/10009273282

Macroeconomic fundamentals, price discovery and volatility dynamics in emerging markets

Nowak, Sylwia; Andritzky, Jochen; Jobst, Andreas A.; … - 2009

Persistent link: https://www.econbiz.de/10003883773

Structured finance for development : outlook for new applications

Jobst, Andreas A. - In: Mobilising capital for emerging markets : what can …, (pp. 63-92). 2011

Persistent link: https://www.econbiz.de/10009235912

The evolution of public sector securitization in emerging markets

Jobst, Andreas A. - In: Expansion and diversification of securitization : yearbook (2007), pp. 405-426

Persistent link: https://www.econbiz.de/10003837274

An emerging markets perspective on sovereigns securisation as a method of infrastructure finance

Jobst, Andreas A. - In: Infrastructure finance : trends and techniques, (pp. 352-373). 2008

Persistent link: https://www.econbiz.de/10003711708

The development of equity derivative markets : an examination of current standards and challenges in emerging Asia

Jobst, Andreas A. - In: International journal of emerging markets 3 (2008) 2, pp. 163-180

Persistent link: https://www.econbiz.de/10003743808

The impact of macroeconomic announcements on emerging market bonds

Andritzky, Jochen R.; Bannister, Geoffrey J.; Tamirisa, … - 2005

Persistent link: https://www.econbiz.de/10003076475

International Transmission of Bank and Corporate Distress

Chen, Qianying - 2010

The paper evaluates how increases in banks' and nonfinancial corporates' default risk are transmitted in the global economy, using in a vector autoregression model for 30 advanced and emerging economies for the period from January 1996 to December 2008. The results point to two-way causality...

Persistent link: https://www.econbiz.de/10013142945

Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets

Nowak, Sylwia Barbara - 2009

This study characterizes volatility dynamics in external emerging bond markets and examines how prices and volatility respond to news about macroeconomic fundamentals. As in mature bond markets, macroeconomic surprises in external emerging bond markets are found to affect both conditional...

Persistent link: https://www.econbiz.de/10013157562

International transmission of bank and corporate distress

Chen, Qianying; Gray, Dale; N'Diaye, Papa M'B. P.; … - 2010

Persistent link: https://www.econbiz.de/10003989381