Buscar
Mostrando ítems 1-10 de 131
The Determinants of Sovereign Bond Spreads: Theory and Facts from Latin America
(Instituto de Economía, Pontificia Universidad Católica de Chile, 2007)
The macroeconomic imbalance procedure: a useful tool for predicting sovereign crises?
(Universidad de Chile. Facultad de Economía y Negocios, 2018)
This paper provides an empirical analysis of the Macroeconomic Imbalance
Procedure (MIP). It explores the relationship between sovereign bond yields
spreads and the variables contained in the MIP scoreboard using ...
Are European sovereign bond spreads in concordance with macroeconomic variables evolution?
(Emerald, 2017-01)
Purpose: The last great financial crisis which arose in the middle of 2007 in the USA produced contagion effects over others economies. The purpose of this paper is focused on analyzing the evolution of a set of economic ...
Corporate Credit Spreads and the Sovereign Ceiling in Latin America
(Taylor & Francis, 2017-02-28)
We exploit a panel of 72 US dollar-denominated bonds issued by Latin American publicly listed firms between 1996 and 2004, a period of regional financial crises, to answer the following three questions: (1) Is sovereign ...
What drives European sovereign bond spreads?: A comparative benchmark analysis
(Instituto Español de Analistas Financieros, 2016-04)
El objetivo del presente trabajo se basa en determinar los principales determinantes de los spreads de bonos soberanos europeos considerando como referentes un Índice de Bono soberano alemán y otro de Estados Unidos.
El ...
Sovereign debt with adverse selection : a quantitative approach
(Escola de Pós-Graduação em Economia da FGV, 2002-10-17)
We construct a dynamic equilibrium model to quantitatively study sovereign debt with contingent services and country risk spreads such that the benefits of defaulting are tempered by higher interest rates in the future. ...
The Impact of Fiscal Policy on Emerging Markets Sovereign SpreadsO Impacto da Política Fiscal nos Spreads dos Países Emergentes
(Lociedade Brasileira de Finanças, 2012)
Efecto de las reservas internacionales en el spread soberano: Análisis para el caso peruano 2000 al 2019
(Universidad Peruana de Ciencias Aplicadas (UPC)PE, 2020)