Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises /
The effects of unanticipated movements in global risk on nine emerging bond markets are investigated. The components of global risk are volatility, credit, and liquidity risks. Country and contagion risks are also studied individually. A historical decomposition of bond spreads is used to identify t...
| المؤلف الرئيسي: | |
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| مؤلفون آخرون: | , , |
| التنسيق: | دورية |
| اللغة: | English |
| منشور في: |
Washington, D.C. :
International Monetary Fund,
2003.
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| سلاسل: | IMF Working Papers; Working Paper ;
No. 2003/251 |
| الوصول للمادة أونلاين: | Full text available on IMF |