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Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter?
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Document Date: 2007-12-27 16:43:41


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File Size: 441,29 KB

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Company

Fiat SpA / CDS / Bond Pricing Dynamics / /

Country

Uruguay / United States / China / Argentina / /

Currency

USD / /

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Event

Reorganization / Debt Financing / /

IndustryTerm

empirical applications / protection seller / protection buyer / /

Organization

US Federal Reserve / Board of Governors / Federal Reserve Board / Division of International Finance / /

Person

Jon Wongswan / Mark Carey / Jaime Marquez / John Ammer / Hao Zhou / Jennifer Judge / Jon Faust / John Ammer Fang Cai / /

/

Position

author / writer / /

URL

www.federalreserve.gov/pubs/ifdp / http /

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