Emerging Market Spread Compression : Is it Real or is it Liquidity? /
Despite recent turmoil, spreads on emerging market countries' sovereign bonds have fallen dramatically since mid-2002. Some have attributed the fall to improved economic fundamentals while others to ample global liquidity. The paper models spreads and attempts to empirically distinguish between...
| Autor principal: | Kodres, Laura |
|---|---|
| Altres autors: | Hartelius, Kristian, Kashiwase, Kenichiro |
| Format: | Revista |
| Idioma: | English |
| Publicat: |
Washington, D.C. :
International Monetary Fund,
2008.
|
| Col·lecció: | IMF Working Papers; Working Paper ;
No. 2008/010 |
| Accés en línia: | Full text available on IMF |
Ítems similars
-
Emerging Market Spreads : Then Versus Now /
per: Yafeh, Yishay
Publicat: (2000) -
Sovereign Credit Ratings and Spreads in Emerging Markets : Does Investment Grade Matter? /
per: Jaramillo, Laura
Publicat: (2011) -
Spatial Spillovers in Emerging Market Spreads /
per: Dell'Erba, Salvatore
Publicat: (2011) -
Emerging Market Sovereign Bond Spreads : Estimation and Back-testing /
per: Comelli, Fabio
Publicat: (2012) -
Real World Video Compression
per: Beach