Oil Prices and Government Bond Risk Premiums
This article analyses the impact of oil prices on bond risk premiums issued by emerging economies. No empirical study has yet focused on the effects of oil prices on government bond risk premiums. We develop a model of credit spread with data from the EMBIG index of 17 countries, from 1998 to 2008....
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Lahore School of Economics
2012-06-01
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| Series: | The Lahore Journal of Business |
| Subjects: | |
| Online Access: | https://journals.lahoreschool.edu.pk/LJB/LJB/article/view/5 |