Colliac, Stéphane; Lapteacru, Ion - In: Journal of Multinational Financial Management 18 (2008) 2, pp. 94-111
This paper draws on public debt in Brazil, Mexico, and Russia, and develops a bond-by-bond database from 1990 to 2005 that accounts for all available information on buybacks and swaps. We estimate a de facto indicator of average maturity of debt. We analyze the behavior of these three emerging...