D’ARGENSIO, John-John; LAURIN, Frédéric - Center for Operations Research and Econometrics (CORE), … - 2008
(developed and emerging countries) between 2000 and 2006. Our assumption, based on a Capital Asset Pricing Model, is that the … the possible correlation between the country risk characteristics on the bond markets and those that determine the real …-term financial engagements. In addition, the country’s risk history has also very important effect on the investors’ current risk …