The Term Structure of Country Risk and Valuation in Emerging Markets

The Term Structure of Country Risk and Valuation in Emerging Markets
Author: Juan José Cruces
Publisher:
Total Pages: 12
Release: 2002
Genre: Capital assets pricing model
ISBN:

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The Term Structure of Country Risk and Valuation in Emerging Markets
Language: en
Pages: 12
Authors: Juan José Cruces
Categories: Capital assets pricing model
Type: BOOK - Published: 2002 - Publisher:

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The Term Structure of Country Risk and Valuation in Emerging Markets
Language: en
Pages: 0
Authors: Juan José Cruces
Categories: Capital assets pricing model
Type: BOOK - Published: 2002 - Publisher:

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Term Structure of Country Risk and Valuation in Emerging Markets
Language: en
Pages: 40
Authors: Juan José Cruces
Categories: Capital assets pricing model
Type: BOOK - Published: 2003 - Publisher:

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This paper presents a model which uses sovereign bond data from emerging markets to correct for improper valuation of long-term investment projects. The misesti
Country Risk Assessment
Language: en
Pages: 286
Authors: Michel Henry Bouchet
Categories: Business & Economics
Type: BOOK - Published: 2003-10-31 - Publisher: John Wiley & Sons

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One of the few books on the subject, Country Risk Assessment combines the theoretical and practical tools for managing international country risk exposure. - Of
Identification and Testing of a Term Structure Relationship for Country and Currency Risk Premia in an Emerging Market
Language: en
Pages:
Authors: Ian Domowitz
Categories:
Type: BOOK - Published: 2008 - Publisher:

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This paper uses a term structure of Mexican sovereign debt to create measures of country and currency risk premia. We use these measures to test hypothesis abou