Sovereign Spreads and Contagion Risks in Asia /

This paper explores how much of the movements in the sovereign spreads of Asian economies over the course of the global financial crisis has reflected shifts in (i) global risk aversion; (ii) country-specific risks, directly from worsening fundamentals, and indirectly from spillovers originating in...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Unsal, Filiz
Weitere Verfasser: Caceres, Carlos
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2011.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2011/134
Online Zugang:Full text available on IMF