Determinants of emerging-market bond spreads: Cross-country evidence

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dc.contributor.authorMin, Hong Ghiko
dc.contributor.authorLee, DukHeeko
dc.contributor.authorNam, Changiko
dc.contributor.authorPark, MyeongCheolko
dc.contributor.authorNam, Sang-Hoko
dc.date.accessioned2019-03-07T18:37:52Z-
dc.date.available2019-03-07T18:37:52Z-
dc.date.created2012-02-06-
dc.date.issued2003-12-
dc.identifier.citationGLOBAL FINANCE JOURNAL, v.14, no.3, pp.271 - 286-
dc.identifier.issn1044-0283-
dc.identifier.urihttp://hdl.handle.net/10203/250961-
dc.description.abstractThis paper investigates the importance of liquidity and solvency variables in determining bond spreads in emerging economies. First, we find that liquidity and solvency variables explain most of the spread variations in 11 emerging economies during the 1990s. Second, the U.S. interest rate and macroeconomic fundamentals play a significant role for the determination of bond spreads of emerging economies. Third, it is shown that Latin countries have a negative yield-maturity relationship. © 2003 Elsevier Inc. All rights reserved.-
dc.languageEnglish-
dc.publisherElsevier-
dc.titleDeterminants of emerging-market bond spreads: Cross-country evidence-
dc.typeArticle-
dc.identifier.scopusid2-s2.0-0742324067-
dc.type.rimsART-
dc.citation.volume14-
dc.citation.issue3-
dc.citation.beginningpage271-
dc.citation.endingpage286-
dc.citation.publicationnameGLOBAL FINANCE JOURNAL-
dc.contributor.localauthorMin, Hong Ghi-
dc.contributor.localauthorLee, DukHee-
dc.contributor.localauthorNam, Changi-
dc.contributor.localauthorPark, MyeongCheol-
dc.contributor.nonIdAuthorNam, Sang-Ho-
dc.subject.keywordAuthorBond spread-
dc.subject.keywordAuthorEmerging market-
dc.subject.keywordAuthorLiquidity variables-
dc.subject.keywordAuthorMacroeconomic fundamentals-
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