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...
| Tác giả chính: | |
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| Tác giả khác: | , , |
| Định dạng: | Tạp chí |
| Ngôn ngữ: | English |
| Được phát hành: |
Washington, D.C. :
International Monetary Fund,
2003.
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| Loạt: | IMF Working Papers; Working Paper ;
No. 2003/251 |
| Truy cập trực tuyến: | Full text available on IMF |