Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets /

This paper examines equilibrium price relationships and price discovery between credit defaul swap (CDS), bond, and equity markets for emerging market sovereign issuers. Findings suggest that CDS and bond spreads converge despite various pressures that arise in the market. In most countries, however...

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书目详细资料
主要作者: Chan-Lau, Jorge
其他作者: Kim, Yoon Sook
格式: 杂志
语言:English
出版: Washington, D.C. : International Monetary Fund, 2004.
丛编:IMF Working Papers; Working Paper ; No. 2004/027
在线阅读:Full text available on IMF
实物特征
总结:This paper examines equilibrium price relationships and price discovery between credit defaul swap (CDS), bond, and equity markets for emerging market sovereign issuers. Findings suggest that CDS and bond spreads converge despite various pressures that arise in the market. In most countries, however, we do not find any equilibrium price relationship between the bond and CDS markets and the equity markets. As for price discovery, our results are mixed. This stands in contrast to the empirical findings on corporate issuers in the United States and Europe.
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实物描述:1 online resource (31 pages)
格式:Mode of access: Internet
ISSN:1018-5941
访问:Electronic access restricted to authorized BRAC University faculty, staff and students