Brady Bonds and Default Probabilities
Author
Abstract
Suggested Citation
Download full text from publisher
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Vasilev, Aleksandar, 2015.
"Analysis of Sovereign Yield Spreads Behavior: The French Bonds Case,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 0(3).
- Vasilev, Aleksandar, 2015. "Analysis of Sovereign Yield Spreads Behavior: The French Bonds Case," EconStor Preprints 142468, ZBW - Leibniz Information Centre for Economics.
- Berardi, Andrea & Ciraolo, Stefania & Trova, Michele, 2004. "Predicting default probabilities and implementing trading strategies for emerging markets bond portfolios," Emerging Markets Review, Elsevier, vol. 5(4), pages 447-469, December.
More about this item
Keywords
WP; default probability; default; bond; price; Brady bonds; default probabilities; sovereign riskiness; Brady bond issuer; discount Brady bonds; probability of default; default probabilities Index; Bonds; Collateral; Yield curve; Asset prices; Treasury bills and bonds; Eastern Europe;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:imf:imfwpa:1998/016. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Akshay Modi (email available below). General contact details of provider: https://edirc.repec.org/data/imfffus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.