Sovereign credit and exchange rate risks : evidence from Asia-Pacific local currency bonds
Year of publication: |
02 July 2020
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Authors: | Chernov, Mikhail ; Creal, Drew ; Hördahl, Peter |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | emerging bond markets | credit risk | currency risk | Twin Ds | affine model | Risikoprämie | Risk premium | Währungsrisiko | Exchange rate risk | Schwellenländer | Emerging economies | Kreditrisiko | Credit risk | Asiatisch-pazifischer Raum | Asia-Pacific region | Wechselkurs | Exchange rate | Zinsstruktur | Yield curve | Rentenmarkt | Bond market | Öffentliche Schulden | Public debt | Welt | World | Öffentliche Anleihe | Public bond |
Extent: | 1 Online-Ressource (circa 60 Seiten) Illustrationen |
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Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP14986 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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