Publications Search Results

May 18, 2013

The search found 45 of 11781 documents sorted by Date with the following criteria:
Subject / Keyword: Spreads

Results: 1 2 3 [Next] [New Search] [Sort by Author] [Sort by Title]
1.	Title: Emerging Market Sovereign Bond Spreads: Estimation and Back-testing Author/Editor: Comelli, Fabio Series: Working Paper No. 12/212 Published: August 1, 2012 Subject(s): Emerging markets \| Sovereign debt \| Bonds \| Economic models Author's keyword(s): Emerging economies \| sovereign bond yield spreads \| in-sample forecasts.

2.	Title: Credit Growth and the Effectiveness of Reserve Requirements and Other Macroprudential Instruments in Latin America Author/Editor: Tovar Mora, Camilo Ernesto ; Garcia-Escribano, Mercedes ; Vera Martin, Mercedes Series: Working Paper No. 12/142 Published: June 1, 2012 Subject(s): Banking systems \| Central bank policy \| Credit expansion \| Latin America \| Macroprudential policy \| Reserve requirements Author's keyword(s): Reserve requirements \| counter cyclical policy \| credit \| monetary transmission mechanism \| interest rate spreads.

3.	Title: Walking Hand in Hand: Fiscal Policy and Growth in Advanced Economies Author/Editor: Cottarelli, Carlo ; Jaramillo, Laura Series: Working Paper No. 12/137 Published: May 1, 2012 Subject(s): Developed countries \| Economic growth \| Fiscal consolidation \| Fiscal policy Author's keyword(s): Government debt \| budget deficit \| growth \| advanced economies \| sovereign spreads

4.	Title: CDS Spreads in European Periphery - Some Technical Issues to Consider Author/Editor: Bilal, Mohsan ; Singh, Manmohan Series: Working Paper No. 12/77 Published: March 1, 2012 Subject(s): Bond markets \| Bonds \| Economic models \| Europe Author's keyword(s): CDS spreads; peripheral Europe; stochastic recovery rate; probability of default; collateral use in OTC derivatives; cheapest-to-deliver bonds; price of risk

5.	Title: Pricing of Sovereign Credit Risk: Evidence from Advanced Economies During the Financial Crisis Author/Editor: Alper, C. Emre ; Forni, Lorenzo ; Gerard, Marc Series: Working Paper No. 12/24 Published: January 1, 2012 Subject(s): Credit risk \| Cross country analysis \| Developed countries \| Financial crisis \| Global Financial Crisis 2008-2009 \| Risk premium \| Sovereign debt Author's keyword(s): Advanced economies; sovereign spreads; fiscal risks.

6.	Title: The Eurozone Crisis: How Banks and Sovereigns Came to be Joined at the Hip Author/Editor: Mody, Ashoka ; Sandri, Damiano Series: Working Paper No. 11/269 Published: November 1, 2011 Subject(s): Banks \| Cross country analysis \| Economic growth \| Economic models \| Europe \| Financial crisis \| Financial sector \| Global competitiveness \| Sovereign debt Author's keyword(s): Sovereign spreads \| financial sector \| stock market \| eurozone \| Bear Stearns \| Anglo Irish

7.	Title: Spatial Spillovers in Emerging Market Spreads Author/Editor: Baldacci, Emanuele ; Dell'Erba, Salvatore ; Poghosyan, Tigran Series: Working Paper No. 11/221 Published: September 1, 2011 Subject(s): Bond markets \| Bonds \| Developed countries \| Economic models \| Emerging markets \| External debt \| Financial crisis \| Global Financial Crisis 2008-2009 \| Sovereign debt \| Spillovers Author's keyword(s): sovereign spreads \| emerging market \| spillovers \| spatial econometrics

8.	Title: Sovereign Spreads and Contagion Risks in Asia Author/Editor: Caceres, Carlos ; Unsal, D. Filiz Series: Working Paper No. 11/134 Published: June 1, 2011 Subject(s): Asia \| Bond markets \| Bonds \| Exchange rates \| Financial crisis \| Financial risk \| Global Financial Crisis 2008-2009 \| Sovereign debt Author's keyword(s): Sovereign spreads; contagion; exchange rates; market price of risk; fiscal policy.

9.	Title: The Cost of Private Debt Over the Credit Cycle Author/Editor: Aykut, Dilek ; Francis, Johanna L. ; Tereanu, Eugen Series: Working Paper No. 10/283 Published: December 1, 2010 Subject(s): Borrowing \| Business cycles \| Credit \| Debt \| Developing countries \| Emerging markets \| International bond markets \| Manufacturing sector \| Private sector \| Services sector Author's keyword(s): debt flows \| credit spreads \| syndicated lending \| credit cycles

10.	Title: Determinants of Emerging Market Sovereign Bond Spreads: Fundamentals vs Financial Stress Author/Editor: Bellas, Dimitri ; Papaioannou, Michael G ; Petrova, Iva Series: Working Paper No. 10/281 Published: December 1, 2010 Subject(s): Bonds \| Economic models \| Emerging markets \| External borrowing \| External debt \| Financial crisis \| Financial risk \| Sovereign debt Author's keyword(s): Sovereign bond spreads \| Emerging markts \| Financial crisis

11.	Title: Do Credit Shocks Matter? A Global Perspective Author/Editor: Helbling, Thomas ; Huidrom, Raju ; Kose, M. Ayhan ; Otrok, Christopher Series: Working Paper No. 10/261 Published: November 1, 2010 Subject(s): Business cycles \| Capital markets \| Credit \| Cross country analysis \| Economic models \| Economic recession \| External shocks \| Group of seven \| Time series \| United States Author's keyword(s): Business cycles \| credit spreads \| macroeconomic fluctuations \| global recession.

12.	Title: Beyond Aid: How Much Should African Countries Pay to Borrow? Author/Editor: Gueye, Cheikh A. ; Sy, Amadou N. R. Series: Working Paper No. 10/140 Published: June 1, 2010 Subject(s): External borrowing \| External financing \| Capital inflows \| International bond markets \| International capital markets \| Infrastructure \| Low-income developing countries \| Africa Author's keyword(s): Credit Ratings \| Debt \| First-Time Issuers \| Push and Pull Factors \| Sovereign Bonds \| Spreads \| Sub-Saharan Africa

13.	Title: Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals? Author/Editor: Caceres, Carlos ; Guzzo, Vincenzo ; Segoviano Basurto, Miguel A. Series: Working Paper No. 10/120 Published: May 1, 2010 Subject(s): Bonds \| Cross country analysis \| Economic models \| Financial crisis \| Fiscal policy \| Global Financial Crisis 2008-2009 \| Risk premium \| Sovereign debt \| Spillovers Author's keyword(s): Sovereign spreads \| contagion \| market price of risk \| fiscal policy

14.	Title: International Pricing of Emerging Market Corporate Debt: Does the Corporate Matter? Author/Editor: Keller, Sonja ; Mody, Ashoka Series: Working Paper No. 10/26 Published: January 1, 2010 Subject(s): Asset prices \| Bond markets \| Bonds \| Corporate sector \| Credit risk \| Emerging markets \| External borrowing \| International capital markets \| Investment \| Risk premium Author's keyword(s): Corporate bonds \| bond spreads \| Fama-French factors

15.	Title: How Does Public External Debt Affect Corporate Borrowing Costs In Emerging Markets? Author/Editor: Agca, Senay ; Celasun, Oya Series: Working Paper No. 09/266 Published: December 1, 2009 Subject(s): Access to capital markets \| Corporate sector \| Credit \| Debt management \| Economic models \| Emerging markets \| External borrowing \| External debt \| Governance \| Public debt \| Sovereign debt Author's keyword(s): Sovereign risk \| corporate debt \| syndicated loans \| yield spreads \| creditor rights

16.	Title: Euro Area Sovereign Risk During the Crisis Author/Editor: Sgherri, Silvia ; Zoli, Edda Series: Working Paper No. 09/222 Published: October 1, 2009 Subject(s): Bond markets \| Capital markets \| European Union \| External debt \| Financial crisis \| Financial sector \| Fiscal management \| Fiscal policy \| Fiscal sector \| Investment \| Pricing policy \| Public finance \| Risk premium \| Sovereign debt Author's keyword(s): Euro Area; Fiscal Policy; Sovereign Spreads; Global Risk Repricing

17.	Title: The Use (and Abuse) of CDS Spreads During Distress Author/Editor: Singh, Manmohan ; Spackman, Carolyne Series: Working Paper No. 09/62 Published: March 1, 2009 Subject(s): Credit risk \| Financial institutions \| Risk premium \| Bond markets \| Asset prices \| Bankruptcy Author's keyword(s): CDS spreads during distress \| stochastic recovery rate \| probability of default \| cheapest-to-deliver bonds \| financial institutions

18.	Title: The Value of Institutions for Financial Markets: Evidence from Emerging Markets Author/Editor: Akitoby, Bernardin ; Stratmann, Thomas Series: Working Paper No. 09/27 Published: February 1, 2009 Subject(s): Capital markets \| Financial sector \| Political economy \| Governance \| Social policy \| Emerging markets \| Cross country analysis \| Economic models Author's keyword(s): sovereign risk \| spreads \| institutions \| financial markets \| emerging markets

19.	Title: Is it (Still) Mostly Fiscal? Determinants of Sovereign Spreads in Emerging Markets Author/Editor: Baldacci, Emanuele ; Gupta, Sanjeev ; Mati, Amine Series: Working Paper No. 08/259 Published: November 1, 2008 Subject(s): Emerging markets \| Sovereign debt \| Credit risk \| Fiscal consolidation \| Political economy \| Fiscal policy \| Public investment Author's keyword(s): Sovereign spreads \| political risk \| emerging markets \| fiscal consolidation

20.	Title: Emerging Market Spread Compression: Is it Real or is it Liquidity? Author/Editor: Hartelius, Kristian ; Kashiwase, Kenichiro ; Kodres, Laura E. Series: Working Paper No. 08/10 Published: January 1, 2008 Subject(s): Emerging markets \| Liquidity \| Credit Author's keyword(s): Sovereign Spreads \| Credit Ratings \| Fundamentals \| Liquidity \| Emerging Markets.

Results: 1 2 3 [Next] [New Search] [Sort by Author] [Sort by Title]

How to Order