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...

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Bibliographic Details
Main Author: Unsal, Filiz
Other Authors: Caceres, Carlos
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2011.
Series:IMF Working Papers; Working Paper ; No. 2011/134
Online Access:Full text available on IMF