Emerging Market Spread Compression.

Despite recent turmoil, spreads on emerging market countries' sovereign bonds have fallen dramatically since mid-2002. Some have attributed the fall to improved economic fundamentals while others to ample global liquidity. The paper models spreads and attempts to empirically distinguish between...

Full description

Bibliographic Details
Call Number:Libro Electrónico
Main Author: Kodres, Laura E.
Other Authors: Hartelius, Kristian, Kashiwase, Kenichiro
Format: Electronic eBook
Language:Inglés
Published: Washington : International Monetary Fund, 2008.
Series:IMF Working Papers.
Subjects:
Bonds > Developing countries > Econometric models.
Liquidity (Economics) > Econometric models.
Credit ratings > Developing countries > Econometric models.
Liquidité (Économie politique) > Modèles économétriques.
Bonds > Econometric models
Liquidity (Economics) > Econometric models
Developing countries
Online Access:Texto completo

Internet

Texto completo

Items no disponibles

Holdings details from

Similar Items