Determinants of market-assessed sovereign risk: Economic fundamentals or market risk appetite?

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)533-548
Number of pages16
JournalJournal of International Money and Finance
Volume24
Issue number4
DOIs
StatePublished - Jun 2005

ASJC Scopus Subject Areas

  • Finance
  • Economics and Econometrics

Keywords

  • Brady bond yield spread
  • Contagion
  • Market risk appetite
  • Sovereign risk

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