Emerging market sovereign bond spreads estimation and back-testing /
Saved in:
| Main Author: | Comelli, Fabio |
|---|---|
| Corporate Author: | ebrary, Inc |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Washington, DC :
International Monetary Fund,
2012.
|
| Series: | IMF working paper ;
12/212 |
| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Emerging market sovereign bond spreads estimation and back-testing /
by: Comelli, Fabio
Published: (2012)
by: Comelli, Fabio
Published: (2012)
Long-run and short-run determinants of sovereign bond yields in advanced economies
by: Poghosyan, Tigran
Published: (2012)
by: Poghosyan, Tigran
Published: (2012)
Long-run and short-run determinants of sovereign bond yields in advanced economies
by: Poghosyan, Tigran
Published: (2012)
by: Poghosyan, Tigran
Published: (2012)
Emerging market spread compression is it real or is it liquidity? /
by: Hartelius, Kristian
Published: (2008)
by: Hartelius, Kristian
Published: (2008)
Emerging market spread compression is it real or is it liquidity? /
by: Hartelius, Kristian
Published: (2008)
by: Hartelius, Kristian
Published: (2008)
Developing government bond markets a handbook.
Published: (2001)
Published: (2001)
Developing government bond markets a handbook.
Published: (2001)
Published: (2001)
Is it (still) mostly fiscal? : determinants of sovereign spreads in emerging markets /
by: Baldacci, Emanuele
Published: (2008)
by: Baldacci, Emanuele
Published: (2008)
Is it (still) mostly fiscal? : determinants of sovereign spreads in emerging markets /
by: Baldacci, Emanuele
Published: (2008)
by: Baldacci, Emanuele
Published: (2008)
A primer for risk measurement of bonded debt from the perspective of a sovereign debt manager
by: Papaioannou, Michael G.
Published: (2006)
by: Papaioannou, Michael G.
Published: (2006)
A primer for risk measurement of bonded debt from the perspective of a sovereign debt manager
by: Papaioannou, Michael G.
Published: (2006)
by: Papaioannou, Michael G.
Published: (2006)
How to evaluate GDP-linked warrants price and repayment capacity /
by: Miyajima, Ken, 1971-
Published: (2006)
by: Miyajima, Ken, 1971-
Published: (2006)
How to evaluate GDP-linked warrants price and repayment capacity /
by: Miyajima, Ken, 1971-
Published: (2006)
by: Miyajima, Ken, 1971-
Published: (2006)
Analysing and interpreting the yield curve
by: Choudhry, Moorad
Published: (2004)
by: Choudhry, Moorad
Published: (2004)
Analysing and interpreting the yield curve
by: Choudhry, Moorad
Published: (2004)
by: Choudhry, Moorad
Published: (2004)
Government bonds and their investors what are the facts and do they matter? /
by: Andritzky, Jochen R.
Published: (2012)
by: Andritzky, Jochen R.
Published: (2012)
Government bonds and their investors what are the facts and do they matter? /
by: Andritzky, Jochen R.
Published: (2012)
by: Andritzky, Jochen R.
Published: (2012)
What determines bond market development in Sub-Saharan Africa?
by: Adelegan, Olatundun Janet
Published: (2009)
by: Adelegan, Olatundun Janet
Published: (2009)
What determines bond market development in Sub-Saharan Africa?
by: Adelegan, Olatundun Janet
Published: (2009)
by: Adelegan, Olatundun Janet
Published: (2009)
The costs of sovereign default /
by: Borensztein, Eduardo
Published: (2008)
by: Borensztein, Eduardo
Published: (2008)
The costs of sovereign default /
by: Borensztein, Eduardo
Published: (2008)
by: Borensztein, Eduardo
Published: (2008)
Counterparty risk in the over-the-counter derivates market /
by: Segoviano Basurto, Miguel A.
Published: (2008)
by: Segoviano Basurto, Miguel A.
Published: (2008)
Counterparty risk in the over-the-counter derivates market /
by: Segoviano Basurto, Miguel A.
Published: (2008)
by: Segoviano Basurto, Miguel A.
Published: (2008)
Sovereign insurance and program design what is optimal for the sovereign? /
by: Messmacher, Miguel
Published: (2006)
by: Messmacher, Miguel
Published: (2006)
Sovereign insurance and program design what is optimal for the sovereign? /
by: Messmacher, Miguel
Published: (2006)
by: Messmacher, Miguel
Published: (2006)
Is there a novelty premium on new financial instruments? : the Argentine experience with GDP-indexed warrants /
by: Costa, Alejo
Published: (2008)
by: Costa, Alejo
Published: (2008)
Is there a novelty premium on new financial instruments? : the Argentine experience with GDP-indexed warrants /
by: Costa, Alejo
Published: (2008)
by: Costa, Alejo
Published: (2008)
A model of sovereign debt in democracies /
by: Alichi, Ali
Published: (2008)
by: Alichi, Ali
Published: (2008)
A model of sovereign debt in democracies /
by: Alichi, Ali
Published: (2008)
by: Alichi, Ali
Published: (2008)
Government debt in emerging market countries a new data set /
by: Jeanne, Olivier
Published: (2006)
by: Jeanne, Olivier
Published: (2006)
Government debt in emerging market countries a new data set /
by: Jeanne, Olivier
Published: (2006)
by: Jeanne, Olivier
Published: (2006)
Testing real interest parity in emerging markets
by: Singh, Manmohan, 1964-
Published: (2006)
by: Singh, Manmohan, 1964-
Published: (2006)
Testing real interest parity in emerging markets
by: Singh, Manmohan, 1964-
Published: (2006)
by: Singh, Manmohan, 1964-
Published: (2006)
Birth of a market the U.S. Treasury securities market from the Great War to the Great Depression /
by: Garbade, Kenneth D.
Published: (2012)
by: Garbade, Kenneth D.
Published: (2012)
Birth of a market the U.S. Treasury securities market from the Great War to the Great Depression /
by: Garbade, Kenneth D.
Published: (2012)
by: Garbade, Kenneth D.
Published: (2012)
Multiscale stochastic volatility for equity, interest rate, and credit derivatives
Published: (2011)
Published: (2011)
Multiscale stochastic volatility for equity, interest rate, and credit derivatives
Published: (2011)
Published: (2011)
A framework for developing secondary markets for government securities /
by: Árvai, Zsófia
Published: (2008)
by: Árvai, Zsófia
Published: (2008)
A framework for developing secondary markets for government securities /
by: Árvai, Zsófia
Published: (2008)
by: Árvai, Zsófia
Published: (2008)
Primary surplus behavior and risks to fiscal sustainability in emerging market countries a "fan-chart" approach /
by: Celasun, Oya
Published: (2006)
by: Celasun, Oya
Published: (2006)
Similar Items
-
Emerging market sovereign bond spreads estimation and back-testing /
by: Comelli, Fabio
Published: (2012) -
Long-run and short-run determinants of sovereign bond yields in advanced economies
by: Poghosyan, Tigran
Published: (2012) -
Long-run and short-run determinants of sovereign bond yields in advanced economies
by: Poghosyan, Tigran
Published: (2012) -
Emerging market spread compression is it real or is it liquidity? /
by: Hartelius, Kristian
Published: (2008) -
Emerging market spread compression is it real or is it liquidity? /
by: Hartelius, Kristian
Published: (2008)