Data: Global uncertainty and sovereign credit risk in emerging markets

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Dataset used in empirical analysis

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2026-03-02

Data: Asymmetric impact of global uncertainty on emerging market sovereign credit risk

Dataset used in the empirical analysis.

NIAID Data Ecosystem00

Fundamentals and Sovereign Risk of Emerging Markets

We empirically assess the relative importance of various economic fundamentals in accounting for the sovereign credit default swap (CDS) spreads of emerging markets during 2004-2012, which encompasses

NBER2013-04-01 更新30

Replication data for: How Sovereign Is Sovereign Credit Risk?

We study the nature of sovereign credit risk using an extensive set of sovereign CDS data. We find that the majority of sovereign credit risk can be linked to global factors. A single principal compon

ICPSR2011-01-01 更新00

Emerging Market Risk and Sovereign Credit Ratings

In principle, the sovereign credit rating industry could help mitigate the congestion externalities common to world capital markets that arise from the failure of market participants to internalise th

Organisation for Economic Co-operation and Development00

How Sovereign is Sovereign Credit Risk?

We study the nature of sovereign credit risk using an extensive sample of CDS spreads for 26 developed and emerging-market countries. Sovereign credit spreads are surprisingly highly correlated, with

NBER2007-12-01 更新50