Showing 1 - 10 of 11,069
Persistent link: https://www.econbiz.de/10009771094
We examine effects of sovereign risk on bond duration in European and Latin American sovereign bond markets over the period 1996-2011. We compare the sovereign risk-adjusted duration for U.S. dollar-denominated sovereign bonds with their Macaulay duration for both investment- and...
Persistent link: https://www.econbiz.de/10013101247
Persistent link: https://www.econbiz.de/10003102534
Persistent link: https://www.econbiz.de/10010465246
Persistent link: https://www.econbiz.de/10000741285
Persistent link: https://www.econbiz.de/10000781848
Persistent link: https://www.econbiz.de/10000140076
Persistent link: https://www.econbiz.de/10000692893
Persistent link: https://www.econbiz.de/10001281588