The relative role of sovereign CDS and bond markets in efficiently pricing emerging market sovereign credit risk
Zubair Ali Raja, William J. Procasky and Renee Oyotode-Adebile
| Year of publication: |
2020
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|---|---|
| Authors: | Raja, Zubair Ali ; Procasky, William J. ; Oyotode-Adebile, Renee |
| Published in: |
Journal of emerging market finance. - Thousand Oaks, Calif. : Sage Publications, ISSN 0973-0710, ZDB-ID 2180453-9. - Vol. 19.2020, 3, p. 296-325
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| Subject: | Credit default swaps | sovereign debt | emerging markets | market efficiency | price discovery | Schwellenländer | Emerging economies | Kreditderivat | Credit derivative | Öffentliche Anleihe | Public bond | Effizienzmarkthypothese | Efficient market hypothesis | Kreditrisiko | Credit risk | Rentenmarkt | Bond market | Länderrisiko | Country risk | Welt | World | Öffentliche Schulden | Public debt |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972652720932772 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012308113