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The Pricing of Bonds and Bank Loans in International Markets: An Empirical Analysis of Developing Countries

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  • Sebastian Edwards

    (UCLA)

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  • Sebastian Edwards, 1985. "The Pricing of Bonds and Bank Loans in International Markets: An Empirical Analysis of Developing Countries," UCLA Economics Working Papers 382, UCLA Department of Economics.
  • Handle: RePEc:cla:uclawp:382
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    File URL: http://www.econ.ucla.edu/workingpapers/wp382.pdf
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    References listed on IDEAS

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    1. Jeffrey Sachs & Daniel Cohen, 1982. "LDC Borrowing with Default Risk," NBER Working Papers 0925, National Bureau of Economic Research, Inc.
    2. Jacob A. Frenkel, 1983. "International Liquidity and Monetary Control," NBER Working Papers 1118, National Bureau of Economic Research, Inc.
    3. Melvin, Michael & Schlagenhauf, Don, 1986. "Risk in international lending: A dynamic factor analysis applied to France and Mexico," Journal of International Money and Finance, Elsevier, vol. 5(1, Supple), pages 31-48, March.
    4. Feder, Gershon & Ross, Knud Z, 1982. "Risk Assessments and Risk Premiums in the Eurodollar Market," Journal of Finance, American Finance Association, vol. 37(3), pages 679-691, June.
    5. Sebastian Edwards, 1983. "LDC's Foreign Borrowing and Default Risk: An Empirical Investigation," NBER Working Papers 1172, National Bureau of Economic Research, Inc.
    6. Feder, Gershon & Uy, Lily V., 1985. "The determinants of international creditworthiness and their policy implications," Journal of Policy Modeling, Elsevier, vol. 7(1), pages 133-156.
    7. Harberger, Arnold C, 1980. "Vignettes on the World Capital Market," American Economic Review, American Economic Association, vol. 70(2), pages 331-337, May.
    8. Feder, Gershon & Just, Richard E., 1977. "A study of debt servicing capacity applying logit analysis," Journal of Development Economics, Elsevier, vol. 4(1), pages 25-38, February.
    9. Frank, Charles Jr. & Cline, William R., 1971. "Measurement of debt servicing capacity: An application of discriminant analysis," Journal of International Economics, Elsevier, vol. 1(3), pages 327-344, August.
    10. Eaton, Jonathan & Gersovitz, Mark, 1980. "LDC participation in international financial markets : Debt and reserves," Journal of Development Economics, Elsevier, vol. 7(1), pages 3-21, February.
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    Cited by:

    1. Csontó, Balázs, 2014. "Emerging market sovereign bond spreads and shifts in global market sentiment," Emerging Markets Review, Elsevier, vol. 20(C), pages 58-74.
    2. Darlena Tartari & Albi Tola, 2019. "Does the IMF Program Implementation Matter for Sovereign Spreads? The Case of Selected European Emerging Markets," Working Papers 2019-01, Swiss National Bank.

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