Emerging market debt: measuring credit quality and examining relative pricing

We investigate the pricing of ‘Brady’ bonds that are issued by the governments of five developing countries as part of debt and debt service reduction agreements. We first present a measure of credit quality that takes account of the individual features of each bond and is comparable across bonds, a...

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Bibliographic details
Volume: 20
Main Author: Cumby, Robert E
Pastine, Tuvana
Format: Journal Article
Language: English
Zielgruppe: Professional
Academic
Place of publication: OXFORD Elsevier Ltd 2001
ELSEVIER SCI LTD
Elsevier
Elsevier B.V
published in: Journal of international money and finance Vol. 20; no. 5; pp. 591 - 609
Data of publication: 2001
ISSN: 0261-5606
1873-0639
EISSN: 1873-0639
Discipline: Business
Series: Journal of International Money and Finance
Subjects:
F32
F34
Online Access: Fulltext
Database: Web of Knowledge
Social Sciences Citation Index
Web of Science
Web of Science - Social Sciences Citation Index - 2001
RePEc IDEAS
RePEc
CrossRef
Academic OneFile (A&I only)
Database information Databases - DBIS