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Vulnerability of emerging markets to global shocks : the role of debt and governance on sovereign spreads

Rocha, Katia; Siqueira, Roberto; Pinheiro, Felipe - In: The journal of fixed income 17 (2007) 2, pp. 77-91

Persistent link: https://www.econbiz.de/10003628240

Choque fiscal e a dinâmica da estrutura a termo da taxa de juros no Brasil

Moreira, Ajax; Rocha, Katia - 2011

The study presents a macro-finance model to analyze the impacts of a fiscal policy shock in the Brazilian term structure of interest rate in the period 1999-2010. Fiscal policy explains a higher proportion of the long-term interest rate variance (25% of the five years rate) comparing to the...

Persistent link: https://www.econbiz.de/10010330496

Determinantes do risco Brasil: fundamentos e expectativas - uma abordagem de modelos de risco de crédito

Moreira, Ajax; Rocha, Katia - 2003

Persistent link: https://www.econbiz.de/10001757363

Determinantes do spread brasileiro : uma abordagem estrutural

Rocha, Katia; Moreira, Ajax; Magelhães, Ricardo - 2002

Persistent link: https://www.econbiz.de/10001679402

The term structure of sovereign spreads in emerging markets : a calibration approach for structural models

Rocha, Katia (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002518279

The term structure of sovereign spreads in emerging markets

Rocha, Katia; García, Francisco Augusto Alcaraz - In: The journal of fixed income 14 (2005) 4, pp. 45-56

Persistent link: https://www.econbiz.de/10002836127

Term structure of sovereign spreads : a contingent claim model

Rocha, Katia; García, Francisco Augusto Alcaraz; … - In: Revista brasileira de economia : RBE ; revista da … 61 (2007) 4, pp. 519-533

Persistent link: https://www.econbiz.de/10003995247

The role of domestic fundamentals on the economic vulnerability of emerging markets

Rocha, Katia; Moreira, Ajax - In: Emerging markets review 11 (2010) 2, pp. 173-182

Persistent link: https://www.econbiz.de/10008695901

Choque fiscal e a dinâmica da estrutura a termo da taxa de juros no Brasil

Moreira, Ajax; Rocha, Katia - 2011

Persistent link: https://www.econbiz.de/10009228943

Determinantes do spread brasileiro : uma abordagem estrutural

Rocha, Katia; Moreira, Ajax; Magalhães, Ricardo - 2002

The high interest rates offered in Brazil can be seen as a limit for the Brazilian economic growth. This is one of the current major Brazilian debates where political and monetary authorities aim to search the causes of these high yields to suggest public policies for its reduction. This paper...

Persistent link: https://www.econbiz.de/10011749174