Diversifying market and default risk in high grade sovereign bond portfolios

Myles Brennan, Adam Kobor and Vidhya Rustaman
Additional contact information
Myles Brennan: World Bank
Adam Kobor: World Bank
Vidhya Rustaman: World Bank

A chapter in Portfolio and risk management for central banks and sovereign wealth funds, 2011, vol. 58, pp 49-74 from Bank for International Settlements

Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.bis.org/publ/bppdf/bispap58c.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bis:bisbpc:58-04

Access Statistics for this chapter

More chapters in BIS Papers chapters from Bank for International Settlements Contact information at EDIRC.
Bibliographic data for series maintained by Martin Fessler ().