Sovereign Spreads and Contagion Risks in Asia

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 other sovereigns and the uncertainty... READ MORE...

Publication date: June 2011
ISBN 9781455259397
$18.00

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