Credit cycle dependent spread determinants in emerging sovereign debt markets
Christoph Riedel; Kannan S. Thuraisamy; Niklas Wagner
| Year of publication: |
2013
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|---|---|
| Authors: | Riedel, Christoph ; Thuraisamy, Kannan S. ; Wagner, Niklas F. |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 17.2013, p. 209-223
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| Subject: | Sovereign bonds | Sovereign spreads | Sovereign credit cycle | Structural models of credit risk | Regime switching | Sovereign debt crises | Öffentliche Anleihe | Public bond | Öffentliche Schulden | Public debt | Kreditrisiko | Credit risk | Länderrisiko | Country risk | Schwellenländer | Emerging economies | Zinsstruktur | Yield curve | Internationale Staatsschulden | International sovereign debt | Welt | World | Eurozone | Euro area |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010243082