Emerging Market Bond Spreads and Sovereign Credit Ratings; Reconciling Market Views with Economic Fundamentals
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- Sy, Amadou N. R., 2002. "Emerging market bond spreads and sovereign credit ratings: reconciling market views with economic fundamentals," Emerging Markets Review, Elsevier, vol. 3(4), pages 380-408, December.
References listed on IDEAS
- Nadeem Ul Haque & Manmohan S. Kumar & Nelson Mark & Donald J. Mathieson, 1996.
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- Roberto Perrelli & Christian B. Mulder, 2001. "Foreign Currency Credit Ratings for Emerging Market Economies," IMF Working Papers 01/191, International Monetary Fund.
- Barry Eichengreen & Ashoka Mody, 1998. "What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment?," NBER Working Papers 6408, National Bureau of Economic Research, Inc.
- Steven B. Kamin & Karsten von Kleist, 1999. "The evolution and determinants of emerging market credit spreads in the 1990s," International Finance Discussion Papers 653, Board of Governors of the Federal Reserve System (U.S.).
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KeywordsCredit ratings; Sovereign risk; International financial markets; International finance; Bond spreads; monitoring; risk appetite; bond; bonds; emerging market bond; market bond; Financial Institutions and Services: General;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2002-04-03 (All new papers)
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