We quantify the causal link between exchange rate movements and sovereign risk of 16
major emerging market economies (EMEs) by means of structural vector autoregressive …

This study introduces various bivariate, multiple, and partial wavelet methods to explore the
role of inclusive market sentiments in comovements between sovereign credit default swap …

Capturing changes in foreign reserves and exchange rates through the exchange market
pressure, this article investigates whether economic policy uncertainty plays any role in …

Do professional exchange-rate forecasters change their projections upon global economic
policy uncertainty (EPU) shocks? Significant effects have been identified for major …

This chapter aims to analyze whether member countries of the Pacific Alliance agreement
showed economic and financial convergence during the 2010–2016 period. The sample …

In recent decades, economic crises have hit Asia in the „90s, Latin America in the 2000s,
and global finance in 2007, which signals the importance of analyzing the crisis. In this …

This thesis uses the concept of exchange market pressure (EMP)-which is a measure of ex
ante external imbalance in the foreign exchange market–to examine external disequilibrium …

Este documento estudió el impacto de la devaluación y la volatilidad de la tasa de cambio
sobre la estructura a plazos de las tasas de interés en Colombia durante el periodo 2008 …

Most classical economic theories are building on the hypothesis of effective market
hypothesis that has many conflicts with realistic economy. With the economic development …

Liste des figures Page 1 Bibliographie 74 La dette publique : définition, historique et relation
avec la croissance économique Université de Tunis Institut Supérieur de Gestion …