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Emerging Market Bond Spreads and Sovereign Credit Ratings

Emerging Market Bond Spreads and Sovereign Credit Ratings »

Source: Emerging Market Bond Spreads and Sovereign Credit Ratings : Reconciling Market Views with Economic Fundamentals

Volume/Issue: 2001/165

Series: IMF Working Papers

Author(s): Amadou Sy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2001

ISBN: 9781451858051

Keywords: Bond spreads, monitoring, risk appetite, bond, bonds, emerging market bond, market bond, Financial Institutions and Services: General,

This paper uses a panel data estimation of a simple univariate model of sovereign spreads on ratings to analyze statistically significant deviations from the estimated relationship. We find evidence of an asymmetri...

The Role of Subordinated Debt in Market Discipline

The Role of Subordinated Debt in Market Discipline »

Source: The Role of Subordinated Debt in Market Discipline : The Case of Emerging Markets

Volume/Issue: 2000/215

Series: IMF Working Papers

Author(s): Cem Karacadag , and Animesh Shrivastava

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2000

ISBN: 9781451875034

Keywords: Subordinated debt, capital standards, banking regulation, investors, bond, commercial banks, bond markets

This paper evaluates the potential role of mandatory subordinated debt (MSD) in enhancing market discipline in emerging markets. The conceptual merits and key preconditions of MSD are first reviewed. Then, the exte...

International Pricing of Emerging Market Corporate Debt

International Pricing of Emerging Market Corporate Debt »

Source: International Pricing of Emerging Market Corporate Debt : Does the Corporate Matter?

Volume/Issue: 2010/26

Series: IMF Working Papers

Author(s): Sonja Keller , and Ashoka Mody

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2010

ISBN: 9781451962475

Keywords: Corporate bonds, bond spreads, Fama-French factors, equity returns, bonds, bond, General Financial Markets, Corporate Finance And Governance,

We examine risk spreads charged on corporate bonds placed by emerging market borrowers on international exchanges. While global developments have an important effect on spreads, changes in firm-level default risk a...

Emerging Market Bond Spreads and Sovereign Credit Ratings
			: Reconciling Market Views with Economic Fundamentals

Emerging Market Bond Spreads and Sovereign Credit Ratings : Reconciling Market Views with Economic Fundamentals »

Volume/Issue: 2001/165

Series: IMF Working Papers

Author(s): Amadou Sy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2001

DOI: http://dx.doi.org/10.5089/9781451858051.001

ISBN: 9781451858051

Keywords: Bond spreads, monitoring, risk appetite, bond, bonds, emerging market bond, market bond, Financial Institutions and Services: General,

This paper uses a panel data estimation of a simple univariate model of sovereign spreads on ratings to analyze statistically significant deviations from the estimated relationship. We find evidence of an asymmetri...

The Role of Subordinated Debt in Market Discipline
			: The Case of Emerging Markets

The Role of Subordinated Debt in Market Discipline : The Case of Emerging Markets »

Volume/Issue: 2000/215

Series: IMF Working Papers

Author(s): Cem Karacadag , and Animesh Shrivastava

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2000

DOI: http://dx.doi.org/10.5089/9781451875034.001

ISBN: 9781451875034

Keywords: Subordinated debt, capital standards, banking regulation, investors, bond, commercial banks, bond markets

This paper evaluates the potential role of mandatory subordinated debt (MSD) in enhancing market discipline in emerging markets. The conceptual merits and key preconditions of MSD are first reviewed. Then, the exte...

International Pricing of Emerging Market Corporate Debt
			: Does the Corporate Matter?

International Pricing of Emerging Market Corporate Debt : Does the Corporate Matter? »

Volume/Issue: 2010/26

Series: IMF Working Papers

Author(s): Sonja Keller , and Ashoka Mody

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2010

DOI: http://dx.doi.org/10.5089/9781451962475.001

ISBN: 9781451962475

Keywords: Corporate bonds, bond spreads, Fama-French factors, equity returns, bonds, bond, General Financial Markets, Corporate Finance And Governance,

We examine risk spreads charged on corporate bonds placed by emerging market borrowers on international exchanges. While global developments have an important effect on spreads, changes in firm-level default risk a...