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Does inflation targeting reduce sovereign risk? Further evidence

Research output: Contribution to journal › Article › peer-review

Standard Standard

Does inflation targeting reduce sovereign risk? Further evidence. / Thornton, John; Vasilakis, Chrysovalantis.
In: Finance Research Letters, Vol. 18, No. August, 08.2016, p. 237-241.

Research output: Contribution to journal › Article › peer-review

HarvardHarvard

Thornton, J & Vasilakis, C 2016, 'Does inflation targeting reduce sovereign risk? Further evidence', Finance Research Letters, vol. 18, no. August, pp. 237-241. https://doi.org/10.1016/j.frl.2016.04.022

APA

Thornton, J., & Vasilakis, C. (2016). Does inflation targeting reduce sovereign risk? Further evidence. Finance Research Letters, 18(August), 237-241. https://doi.org/10.1016/j.frl.2016.04.022

CBE

Thornton J, Vasilakis C. 2016. Does inflation targeting reduce sovereign risk? Further evidence. Finance Research Letters. 18(August):237-241. https://doi.org/10.1016/j.frl.2016.04.022

MLA

Thornton, John and Chrysovalantis Vasilakis. "Does inflation targeting reduce sovereign risk? Further evidence". Finance Research Letters. 2016, 18(August). 237-241. https://doi.org/10.1016/j.frl.2016.04.022

VancouverVancouver

Thornton J, Vasilakis C. Does inflation targeting reduce sovereign risk? Further evidence. Finance Research Letters. 2016 Aug;18(August):237-241. Epub 2016 Apr 23. doi: 10.1016/j.frl.2016.04.022

Author

Thornton, John ; Vasilakis, Chrysovalantis. / Does inflation targeting reduce sovereign risk? Further evidence. In: Finance Research Letters. 2016 ; Vol. 18, No. August. pp. 237-241.

RIS

TY - JOUR

T1 - Does inflation targeting reduce sovereign risk?

T2 - Further evidence

AU - Thornton, John

AU - Vasilakis, Chrysovalantis

PY - 2016/8

Y1 - 2016/8

N2 - We examine whether adopting an inflation-targeting regime helps reduce sovereign risk premia in a sample of 64 advanced and developing countries for the period 1985–2012. We address the self-selection problem of policy adoption by applying a variety of propensity score matching methods. The results provide evidence that inflation targeting lowers sovereign risk.

AB - We examine whether adopting an inflation-targeting regime helps reduce sovereign risk premia in a sample of 64 advanced and developing countries for the period 1985–2012. We address the self-selection problem of policy adoption by applying a variety of propensity score matching methods. The results provide evidence that inflation targeting lowers sovereign risk.

U2 - 10.1016/j.frl.2016.04.022

DO - 10.1016/j.frl.2016.04.022

M3 - Article

VL - 18

SP - 237

EP - 241

JO - Finance Research Letters

JF - Finance Research Letters

SN - 1544-6123

IS - August

ER -