Credit Risk Spreads in Local and Foreign Currencies
May 1, 2009
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Format: Chicago
Summary
Subject: Bonds, Credit, Credit risk, Currencies, Exchange rates, Financial institutions, Financial regulation and supervision, Foreign exchange, Money
Keywords: Bond, Bonds, Capital structure, Credit, Credit risk, Credit spread, Currencies, Currency composition, Currency exposure, Currency mismatch, Dollarization, Euro currency, Euro debt, Exchange rates, Expected return, Foreign currency bond, Foreign debt, Global, Merton’s model, Rate of exchange rate fluctuation, Rate of return on equity, South America, WP, Yield to maturity
Publication Details
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Pages:
20
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2009/110
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Stock No:
WPIEA2009110
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ISBN:
9781451872576
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ISSN:
1018-5941