The term structure of credit spreads in project finance

This paper analyses the peculiar nature of credit risk in project finance by means of a comparative econometric analysis of ex ante credit spreads for a large cross section of international loans and bonds between 1993 and 2001 in both industrialised and emerging countries.

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Year of publication:	2004-08
Authors:	Sorge, Marco ; Gadanecz, Blaise
Institutions:	Bank for International Settlements (BIS)
Subject:	project finance \| term structure of credit spreads \| political risk \| capital requirements

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Extent:	application/pdf text/html
Series:	BIS Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 159 64 pages
Classification:	F34 - International Lending and Debt Problems ; G12 - Asset Pricing ; G28 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005187758