Non-Default Component of Sovereign Emerging Market Yield Spreads and Its Determinants : Evidence from Credit Default Swap Market
Year of publication: |
2019
|
---|---|
Authors: | Küçük, Uğur N. |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Kreditderivat | Credit derivative | Schwellenländer | Emerging economies | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Fixed Income, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 2009 erstellt Volltext nicht verfügbar |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Tsuruta, Masaru, (2020)
-
Inside the Emerging Markets Risky Spreads and Credit Default Swap - Sovereign Bonds Basis
Yordanov, Vilimir, (2018)
-
Sovereign bond spreads and CDS premia in the Eurozone : a causality analysis
Téllez, Cecilia, (2020)
- More ...
-
Küçük, Uğur N., (2019)
-
Emerging Market Local Currency Bond Market, Too Risky to Invest?
Küçük, Uğur N., (2019)
-
Dynamic Sources of Sovereign Bond Market Liquidity
Küçük, Uğur N., (2019)
- More ...