Conditional spread determinants for emerging sovereign debt

Christoph Riedel, Kannan Thuraisamy () and Niklas Wagner

Working Papers from Deakin University, Department of Economics

Keywords: sovereign bonds; sovereign spreads; sovereign credit cycle; structural models of credit risk; Eurobonds; regime switching; sovereign debt crises (search for similar items in EconPapers)
Date: 2012-01-01
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Persistent link: https://EconPapers.repec.org/RePEc:dkn:ecomet:fe_2012_08

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