Credit Risk Spreads in Local and Foreign Currencies
Year of publication: |
2009-05-01
|
---|---|
Authors: | Wiener, Zvi ; Galai, Dan |
Institutions: | International Monetary Fund (IMF) |
Subject: | Dollarization | Bonds | Corporate sector | Credit risk | Debt restructuring | Economic models | Exchange rates | Sovereign debt | correlation | bond | present value | probability | correlations | currency mismatch | equation | hedge | standard deviation | hedging | corporate bond | hedges | financial markets | currency risk | denominated bond | bond offerings | international financial markets | risk-free interest rate | rate of change | nominal exchange rate | horizontal axis | denominated bonds | probability distribution | bond valuation | financial institutions | default-free bond | probability function | financial derivatives | statistical distribution | stock returns | financial structure | statistical correlation | bond spread | bondholders |
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