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Emerging Market Sovereign Spreads, Global Financial Conditions and U.S. Macroeconomic News. (2007). Ozmen, Erdal ; Ozatay, Fatih ; Şahinbeyoğlu, Gülbin ; Sahinbeyoglu, Gulbin.
In: ERC Working Papers.
RePEc:met:wpaper:0707.

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Cited: 10

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Cites: 14

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Cocites: 50

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Coauthors: 0

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  1. Stock?induced Google trends and the predictability of sectoral stock returns. (2021). Salisu, Afees ; Ogbonna, Ahamuefula ; Adediran, Idris.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:40:y:2021:i:2:p:327-345.

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  2. Fiscal Policy and Inflation: Understanding the Role of Expectations in Mexico. (2018). Samano, Daniel ; Lopez-Martin, Bernabe ; Daniel, Samano ; de Aguilar, Ramirez ; Bernabe, Lopez-Martin.
    In: Working Papers.
    RePEc:bdm:wpaper:2018-18.

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  3. Net flows to emerging markets’ funds and the U.S. monetary policy after the subprime crisis. (2014). Audige, Henri.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141341.

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  4. Emerging market bond spreads: The role of global and domestic factors from 2002 to 2011. (2014). Kennedy, Mike ; Palerm, Angel .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:43:y:2014:i:c:p:70-87.

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  5. Net flows to emerging markets’ funds and the U.S. monetary policy after the subprime crisis. (2014). Audigé, Henri.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2014-23.

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  6. Country Insurance Using Financial Instruments. (2011). Chamon, Marcos ; Zhang, Yuanyan S ; Ricci, Luca A.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/169.

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  7. Les déterminants des entrées de capitaux en Asie : quel rôle pour les stratégies de carry trade?. (2009). Lahet, Delphine ; Brana, Sophie.
    In: L'Actualité Economique.
    RePEc:ris:actuec:0019.

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  8. Emerging market sovereign spreads, global financial conditions and U.S. macroeconomic news. (2009). Ozatay, Fatih ; Şahinbeyoğlu, Gülbin ; zmen, Erdal ; Sahinbeyoglu, Gulbin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:2:p:526-531.

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  9. Expansionary Fiscal Consolidations: New Evidence from Turkey. (2008). Ozatay, Fatih.
    In: Working Papers.
    RePEc:tob:wpaper:0805.

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  10. Is it (Still) Mostly Fiscal? Determinants of Sovereign Spreads in Emerging Markets. (2008). Baldacci, Emanuele ; Mati, Amine ; Gupta, Sanjeev.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2008/259.

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References

References cited by this document

  1. Andersen, T.G., Bollerslev, T., Diebold, F.X. and C. Vega (2007) Real-time price discovery in global stock, bond and foreign exchange markets, Journal of International Economics, 73, 25 1-277. Andritzky, J.R., Bannister, G.J. and N.T. Tamirisa (2007) The impact of macroeconomic announcements on emerging market bonds, Emerging Markets Review, 8, 20-37.

  2. Arora, V. and M. Cerisola (2001) How does US monetary policy influence sovereign spreads in emerging markets? IMF Staff Papers, 48, 474-498.

  3. Dailami, M., Masson, P. and J.J. Padou (2005) Global monetary conditions versus countryspecific factors in the determination of emerging market debt spreads, Policy Research Working Paper 3626, Washington: World Bank.

  4. Faust, J., Rogers, J.A., Wang, S-Y. and J.H. Wright (2007) The high-frequency response of exchange rates and interest rates to macroeconomic announcements, Journal of Monetary Economics, 54, 105 1-1068.

  5. Im, K. S., Pesaran, M. H., and Y. Shin (2003) Testing for Unit Roots in Heterogeneous Panels, Journal of Econometrics, 115, 53-74.

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  7. Kao, C. (1999) Spurious regression and residual-based tests for cointegration in panel data, Journal of Econometrics, 90, 1-44.

  8. Mackowiak, B. (2007) External shocks, U.S. monetary policy and macroeconomic fluctuations in emerging markets, Journal of Monetary Economics, 54, 25 12-2520.

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  13. Robitaille, P. and J. Roush (2006) How do FOMC actions and U.S. macroeconomic data announcements move Brazilian sovereign yield spreads and stock prices? Board of Governors of the Federal Reserve System, International Finance Discussion Papers No 868.

  14. Uribe, M. and V.Z. Yue (2006) Country spreads and emerging countries: Who drives whom? Journal of International Economics, 69, 6-36.

Cocites

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  13. Emerging Market Sovereign Spreads, Global Financial Conditions and U.S. Macroeconomic News. (2007). Ozmen, Erdal ; Ozatay, Fatih ; Şahinbeyoğlu, Gülbin ; Sahinbeyoglu, Gulbin.
    In: ERC Working Papers.
    RePEc:met:wpaper:0707.

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