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Determinants of the Dollar Value of Default Risk: A Put Option Perspective

✍ Scribed by Quentin C. Chu; Yun-Yung Lin

Book ID
110298670
Publisher
Springer US
Year
2001
Tongue
English
Weight
75 KB
Volume
16
Category
Article
ISSN
0924-865X

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## Abstract This study explores the determinants of corporate bond spreads in emerging markets economies. Using a largely unexploited data set, the paper finds that corporate bond spreads are determined by firm‐specific variables, bond characteristics, macroeconomic conditions, country‐specific sov