Are Credit Default Swaps Spreads High in Emerging Markets : An Alternative Methodology for Proxying Recovery Value /

Are Credit Default Swaps Spreads High in Emerging Markets : An Alternative Methodology for Proxying Recovery Value /

In times of distress when a country loses access to markets, there is evidence that credit default swap (CDS) spreads are a leading indicator for sovereign risk than the EMBI+ sub-index for the country. However, it is not easy to discern the variables that determine the level of CDS spreads in Emerg...

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Bibliografiske detaljer
Hovedforfatter:	Singh, Manmohan
Format:	Tidsskrift
Sprog:	English
Udgivet:	Washington, D.C. : International Monetary Fund, 2003.
Serier:	IMF Working Papers; Working Paper ; No. 2003/242
Fag:	CDS Contract CDS Market CDS Spread Recovery Value WP Brazil
Online adgang:	Full text available on IMF

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