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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Bibliografische gegevens
Hoofdauteur: Unsal, Filiz
Andere auteurs: Caceres, Carlos
Formaat: Tijdschrift
Taal:English
Gepubliceerd in: Washington, D.C. : International Monetary Fund, 2011.
Reeks:IMF Working Papers; Working Paper ; No. 2011/134
Online toegang:Full text available on IMF