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Emerging Market Spread Compression

Emerging Market Spread Compression »

Source: Emerging Market Spread Compression : Is it Real or is it Liquidity?

Volume/Issue: 2008/10

Series: IMF Working Papers

Author(s): Laura Kodres , Kristian Hartelius , and Kenichiro Kashiwase

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2008

ISBN: 9781451868722

Keywords: Sovereign Spreads, Fundamentals, bond, bond spreads, market bond, emerging market bond, standard deviation,

Despite recent turmoil, spreads on emerging market countries' sovereign bonds have fallen dramatically since mid-2002. Some have attributed the fall to improved economic fundamentals while others to ample global li...

Debt Crises and the Development of International Capital Markets

Debt Crises and the Development of International Capital Markets »

Source: Debt Crises and the Development of International Capital Markets

Volume/Issue: 2004/44

Series: IMF Working Papers

Author(s): Amadou Sy , and Andrea Pescatori

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2004

ISBN: 9781451846447

Keywords: Bond spreads, debt crisis, bond, debt crises, sovereign bond, bonds, Financial Institutions and Services: General,

Crises on external sovereign debt are typically defined as defaults. Such a definition accurately captures debt-servicing difficulties in the 1980s, a period of numerous defaults on bank loans. However, defining de...

Fiscal Policy and Financial Markets

Fiscal Policy and Financial Markets »

Source: Fiscal Policy and Financial Markets

Volume/Issue: 2006/16

Series: IMF Working Papers

Author(s): Bernardin Akitoby , and Thomas Stratmann

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2006

ISBN: 9781451862768

Keywords: spreads, bond, bonds, fiscal adjustment, fiscal adjustments, Fiscal Policies and Behavior of Economic Agents: Other,

This paper introduces fiscal policy in a model of sovereign risk spreads ("spreads"). Using panel data from emerging market countries, we find that reductions in public expenditure are a more powerful tool for redu...

Emerging Market Spread Compression
			: Is it Real or is it Liquidity?

Emerging Market Spread Compression : Is it Real or is it Liquidity? »

Volume/Issue: 2008/10

Series: IMF Working Papers

Author(s): Laura Kodres , Kristian Hartelius , and Kenichiro Kashiwase

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2008

DOI: http://dx.doi.org/10.5089/9781451868722.001

ISBN: 9781451868722

Keywords: Sovereign Spreads, Fundamentals, bond, bond spreads, market bond, emerging market bond, standard deviation,

Despite recent turmoil, spreads on emerging market countries' sovereign bonds have fallen dramatically since mid-2002. Some have attributed the fall to improved economic fundamentals while others to ample global li...

Debt Crises and the Development of International Capital Markets

Debt Crises and the Development of International Capital Markets »

Volume/Issue: 2004/44

Series: IMF Working Papers

Author(s): Amadou Sy , and Andrea Pescatori

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2004

DOI: http://dx.doi.org/10.5089/9781451846447.001

ISBN: 9781451846447

Keywords: Bond spreads, debt crisis, bond, debt crises, sovereign bond, bonds, Financial Institutions and Services: General,

Crises on external sovereign debt are typically defined as defaults. Such a definition accurately captures debt-servicing difficulties in the 1980s, a period of numerous defaults on bank loans. However, defining de...

Fiscal Policy and Financial Markets

Fiscal Policy and Financial Markets »

Volume/Issue: 2006/16

Series: IMF Working Papers

Author(s): Bernardin Akitoby , and Thomas Stratmann

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2006

DOI: http://dx.doi.org/10.5089/9781451862768.001

ISBN: 9781451862768

Keywords: spreads, bond, bonds, fiscal adjustment, fiscal adjustments, Fiscal Policies and Behavior of Economic Agents: Other,

This paper introduces fiscal policy in a model of sovereign risk spreads ("spreads"). Using panel data from emerging market countries, we find that reductions in public expenditure are a more powerful tool for redu...