Publications Search Results

November 23, 2014

The search found 45 of 12897 documents sorted by Date with the following criteria:
Subject / Keyword: Spreads

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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: C. Emre Alper ; Lorenzo Forni ; Marc Gerard
Series: Working Paper No. 12/24
Published: January 1, 2012
Subject(s): Credit risk | Developed countries | 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): Corporate sector | Credit risk | Emerging markets | External borrowing | 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.

 

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