The Determinants of Corporate Risk in Emerging Markets; An Option-Adjusted Spread Analysis
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- Eduardo A. Cavallo & Patricio Valenzuela, 2010. "The determinants of corporate risk in emerging markets: an option-adjusted spread analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(1), pages 59-74.
- Eduardo A. Cavallo & Patricio Valenzuela, 2007. "The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis," Research Department Publications 4513, Inter-American Development Bank, Research Department.
- Eduardo A. Cavallo & Patricio Valenzuela, 2007. "The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis," IDB Publications (Working Papers) 1953, Inter-American Development Bank.
References listed on IDEAS
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More about this item
KeywordsBonds; Corporate sector; Credit risk; Interest; Corporate bond spreads; sovereign ceiling; default risk; emerging market; bond; sovereign risk; corporate bond; bond spreads;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- F30 - International Economics - - International Finance - - - General
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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