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The long-run impact of sovereign yields on corporate yields in emerging markets

Li, Delong; Magud, Nicolas; Werner, Alejandro M.; … - 2021

We analyze the long-run impact of emerging-market sovereign bond yields on corporate bond yields, finding that the … bonds are more liquid. It is also greater for corporate bonds with lower ratings, shorter maturities, and for those issued … sovereign yields are linked together through credit risks and liquidity premiums. Consequently, high sovereign risks may …

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Rippling effect of liquidity risk in the sovereign term structure

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Does governing law affect bond spreads?

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