The relative role of sovereign CDS and bond markets in efficiently pricing emerging market sovereign credit risk
Year of publication: |
2020
|
---|---|
Authors: | Raja, Zubair Ali ; Procasky, William J. ; Oyotode-Adebile, Renee |
Published in: |
Journal of emerging market finance. - Thousand Oaks, Calif. : Sage Publications, ISSN 0973-0710, ZDB-ID 2180453-9. - Vol. 19.2020, 3, p. 296-325
|
Subject: | Credit default swaps | sovereign debt | emerging markets | market efficiency | price discovery | Schwellenländer | Emerging economies | Kreditderivat | Credit derivative | Effizienzmarkthypothese | Efficient market hypothesis | Öffentliche Anleihe | Public bond | Länderrisiko | Country risk | Kreditrisiko | Credit risk | Welt | World | Öffentliche Schulden | Public debt | Rentenmarkt | Bond market |
-
IJEFMS, Editor, (2022)
-
The Anatomy of Sovereign Credit Contagion
Kalotychou, Elena, (2015)
-
Tsuruta, Masaru, (2020)
- More ...
-
Efficiency of capital markets : a new perspective on the value premium and day-of-the-week effect
Procasky, William J., (2018)
-
The impact of gender-diverse board and institutional investors on accruals management
Oyotode-Adebile, Renee, (2022)
-
Board gender diversity and US corporate bonds
Oyotode-Adebile, Renee M., (2019)
- More ...