Emerging Market Spreads : Then Versus Now /

This paper analyzes yield spreads on sovereign debt issued by emerging markets using modern data from the 1990s and newly-collected historical data on debt traded in London during 1870-1913, a previous 'golden era' for international capital market integration. Applying several empirical ap...

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Bibliographic Details
Main Author: Yafeh, Yishay
Other Authors: Mauro, Paolo, Sussman, Nathan
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2000.
Series:IMF Working Papers; Working Paper ; No. 2000/190
Online Access:Full text available on IMF