Uribe, M. and V.Z. Yue (2006) Country Spreads and Emerging Countries: Who
Drives Whom? Journal of International Economics, vol. 69, pp. 6-36.
Westerlund, J. (2007) Estimating cointegrated panels with common factors and the
forward rate unbiasedness hypothesis. Journal of Financial Econometrics, vol. 5, pp.
491-522.
Williamson, J. (2003) Comment on Reinhart, C.M., Rogoff, K.S. and M.A. Savastano
(2003) Debt Intolerance. Brookings Papers on Economic Activity, vol. 67, pp. 1-74.
40