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May 22, 2013

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Subject/Keyword: sovereign ceiling

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1. Title: The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis   Author/Editor: Cavallo, Eduardo A. ; Valenzuela, Patricio   Series: Working Paper No. 07/228   Published: September 01, 2007   Subject(s): Credit risk | Corporate sector | Bonds | Emerging markets | Interest   Author's Keyword(s): Corporate bond spreads | sovereign ceiling | default risk | emerging market   2. Title: How Important Is Sovereign Risk in Determining Corporate Default Premia? The Case of South Africa   Author/Editor: Peter, Marcel ; Grandes, Martín   Series: Working Paper No. 05/217   Published: November 01, 2005   Subject(s): Economic models | Risk premium | South Africa   Author's Keyword(s): sovereign risk | corporate risk | sovereign ceiling | default premium | South Africa

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