The Term Structure of Sovereign Spreads in Emerging Markets

The Term Structure of Sovereign Spreads in Emerging Markets
Author: Katia Rocha
Publisher:
Total Pages: 38
Release: 2004
Genre: Default (Finance)
ISBN:

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The Term Structure of Sovereign Spreads in Emerging Markets
Language: en
Pages: 38
Authors: Katia Rocha
Categories: Default (Finance)
Type: BOOK - Published: 2004 - Publisher:

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Determinants of Sovereign Bond Spreads in Emerging Markets
Language: en
Pages: 42
Authors: Mr.Balazs Csonto
Categories: Business & Economics
Type: BOOK - Published: 2013-07-10 - Publisher: International Monetary Fund

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We analyze the relationship between global and country-specific factors and emerging market debt spreads from three different angles. First, we aim to disentang
The Term Structure of Sovereign Spreads in Emerging Markets
Language: en
Pages:
Authors: Katia Rocha
Categories:
Type: BOOK - Published: 2015 - Publisher:

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This paper proposes a simple structural model to estimate the term structure of sovereign spreads and the implied default probability of a selected group of eme
The Term Structure of Sovereign Spreads in Emerging Markets
Language: en
Pages: 21
Authors: Katia Rocha
Categories:
Type: BOOK - Published: 2009 - Publisher:

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This paper proposes a simple structural model to estimate the term structure of sovereign spreads and the implied default probability of a selected group of eme
Determinants of Emerging Market Sovereign Bond Spreads
Language: en
Pages: 28
Authors: Iva Petrova
Categories: Business & Economics
Type: BOOK - Published: 2010-12-01 - Publisher: International Monetary Fund

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This paper analyses the determimants of emerging market sovereign bond spreads by examining the short and long-run effects of fundamental (macroeconomic) and te