Understanding Emerging Market Sovereign Bond Yield Spread: Role of Default and Non-Default Determinants

Understanding Emerging Market Sovereign Bond Yield Spread: Role of Default and Non-Default Determinants

<p class="MsoNormal" style="margin-bottom: .0001pt; text-align: justify; text-justify: inter-ideograph; line-height: 200%;"><span style="font-size: 12.0pt; line-height: 200%; font-family: &quot;Times New Roman&quot;,&quot;serif&quot;; mso-bidi-font-w...

Full description

Bibliographic Details
Main Author: Adelia Surya Pratiwi
Format: Article
Language:English
Published: Universitas Indonesia 2015-04-01
Series:Indonesian Capital Market Review
Subjects:
emerging market, sovereign bond, asset pricing, default determinant, financial market risk, excess return, credit rating, global liquidity, financial stability
Online Access:http://journal.ui.ac.id/index.php/icmr/article/view/4357

Internet

http://journal.ui.ac.id/index.php/icmr/article/view/4357

Similar Items