Empirical determinants of emerging market economies’ sovereign bond spreads Gianluigi Ferrucci Working Paper no. 205

First Page		Document Content
Date: 2014-01-02 05:34:24 Fixed income analysis Yield spread Corporate bond Credit rating agency Credit risk Liquidity risk Bond Capital market imperfections Financial Fragility Economics Financial economics Financial markets		Empirical determinants of emerging market economies’ sovereign bond spreads Gianluigi Ferrucci Working Paper no. 205 Add to Reading List Source URL: www.bankofengland.co.uk Download Document from Source Website File Size: 302,30 KB Share Document on Facebook

	An Experimental Study of Bond Market Pricing∗ Matthias Weber† John Duffy‡ Arthur Schram§ DocID: 1roHP - View Document
	BUREAU OF THE TREASURY Auction Committee SUMMARY OF AWARD Instrument : DocID: 1rjIW - View Document
	When volatility is low but uncertainty is high….…buy interest rate options. There is something of a conundrum in interest rate markets at the moment. Market View 1 (Thinking uncertainty): Bond rates are near long-run DocID: 1rjeG - View Document
	http://www.frankfabozzi.com/tutorials/fia.htm DocID: 1rjc8 - View Document
	Procedure For The Submission and Review DocID: 1riE1 - View Document