How Important Is Sovereign Risk in Determining Corporate Default Premia? : The Case of South Africa /
The paper analyzes and quantifies the importance of sovereign risk in determining corporate default premia (yield spreads). It also investigates the extent to which the practice by rating agencies and banks of not rating companies higher than their sovereign ("country or sovereign ceiling"...
| المؤلف الرئيسي: | |
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| مؤلفون آخرون: | |
| التنسيق: | دورية |
| اللغة: | English |
| منشور في: |
Washington, D.C. :
International Monetary Fund,
2005.
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| سلاسل: | IMF Working Papers; Working Paper ;
No. 2005/217 |
| الوصول للمادة أونلاين: | Full text available on IMF |