Sovereign Credit and Exchange Rate Risks
Language: en
Pages: 0
Authors: Mikhail Chernov
Categories:
Type: BOOK - Published: 2020 - Publisher:

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We study the dynamic properties of sovereign bonds in emerging markets and their associated risk premiums. We focus on the properties of credit spreads, exchang
Sovereign Defaults, External Debt, and Real Exchange Rate Dynamics
Language: en
Pages: 48
Authors: Mr.Tamon Asonuma
Categories: Business & Economics
Type: BOOK - Published: 2016-02-25 - Publisher: International Monetary Fund

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Emerging countries experience real exchange rate depreciations around defaults. In this paper, we examine this observed pattern empirically and through the lens
Sovereign Credit Risk and Exchange Rates
Language: en
Pages: 69
Authors: Patrick Augustin
Categories: Default (Finance)
Type: BOOK - Published: 2018 - Publisher:

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Sovereign CDS quanto spreads -- the difference between CDS premiums denominated in U.S. dollars and a foreign currency -- tell us how financial markets view the
Sovereign Risk Analysis
Language: en
Pages: 202
Authors: Shelagh Heffernan
Categories: Business & Economics
Type: BOOK - Published: 2012 - Publisher: Routledge

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Directed both at students of international finance and practitioners in the field, the book stresses the importance of treating the analysis of sovereign risk i
Risk Management of Sovereign Assets and Liabilities
Language: en
Pages: 54
Authors: Mr.D. F. I. Folkerts-Landau
Categories: Business & Economics
Type: BOOK - Published: 1997-12-01 - Publisher: International Monetary Fund

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In an environment of sizable and volatile capital flows and integrated international capital markets, large and unhedged net external sovereign liabilities expo