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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
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Document Date: 2014-01-02 05:34:24

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City

London / /

Company

Dell / JP Morgan / Eaton / Money Macro / Emerging Market Group / Finance Research Group / Goldman Sachs / /

Continent

Asia / /

Country

Colombia / United States / Brazil / Mexico / /

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IndustryTerm

bank loan / bank lending / bank loans / correction algorithm / /

MarketIndex

aim to provide a / /

Organization

SOE government / International Monetary Fund / Cass Business School / Bank of England / US Treasury / /

Person

Shin / Victoria Saporta / Mike Bowe / Alastair Cunningham / Andrew Haldane / Ron Smith / /

/

Position

author / representative / /

Region

Latin America / Eastern Europe / Middle East / /

Technology

Heckman correction algorithm / /

URL

www.bankofengland.co.uk/wp/index.html / /

SocialTag