๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The pricing of risk in emerging credit markets: Bonds versus loans

โœ Scribed by William Miles


Publisher
Springer US
Year
2000
Tongue
English
Weight
752 KB
Volume
6
Category
Article
ISSN
1083-0898

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


The determinants of corporate risk in em
โœ Eduardo A. Cavallo; Patricio Valenzuela ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 199 KB

## 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 firmโ€specific variables, bond characteristics, macroeconomic conditions, countryโ€specific sov

Time-varying market price of risk in the
โœ Ramaprasad Bhar; Damien Lee ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 216 KB ๐Ÿ‘ 2 views

## Abstract In this study, a threeโ€factor model of crude oil prices is estimated, which incorporates a timeโ€varying market price of risk. The model is able to accurately capture the term structure of futures prices with evidence suggesting that risk premiums in the crude oil market are timeโ€varying

Risk premiums in financial futures marke
โœ Mark S. Rzepczynski ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 634 KB

More specifically, futures prices may influence storage and inventory decisions and may exact an important influence on production decisions. This is their price discovery function. Futures markets are seen as an efficient collector, processor, and disseminator of information. 'The large number of