Conditional spread determinants for emerging sovereign debt

Riedel, Christoph, Thuraisamy, Kannan S. and Wagner, Niklas 2012, Conditional spread determinants for emerging sovereign debt, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

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Title Conditional spread determinants for emerging sovereign debt
Author(s) Riedel, Christoph
Thuraisamy, Kannan S.
Wagner, Niklas
Publication date 2012
Series School Working Paper - Financial Econometrics Series ; SWP 2012/08
Total pages 30
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) sovereign bonds
sovereign spreads
sovereign credit cycle
structural models of credit risk
Eurobonds
regime switching
sovereign debt crises
RePEc:dkn:ecomet:fe_2012_08
Language eng
HERDC Research category CN.1 Other journal article
Copyright notice ©2012, The Authors
Persistent URL http://hdl.handle.net/10536/DRO/DU:30105833

Document type: Report
Collection: RePEc Working Papers
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