The Determinants of Sovereign Bond Spreads: Theory and Facts From Latin America

Martín Grandes

Latin American Journal of Economics-formerly Cuadernos de Economía, 2007, vol. 44, issue 130, 151-181

Abstract: This paper aims to identify the macroeconomic determinants of sovereign bond spreads in Argentina, Brazil and Mexico and discusses the economic policies underlying the divergent fortunes experienced by these countries over 1993-2001. Those determinants, n

Keywords: Sovereign debt; default risk; contagion; Latin America; emerging markets (search for similar items in EconPapers)
JEL-codes: E43 F34 G12 (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:ioe:cuadec:v:44:y:2007:i:130:p:151-181

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Latin American Journal of Economics-formerly Cuadernos de Economía is currently edited by Raimundo Soto

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