A Primer for Risk Measurement of Bonded Debt from the Perspective of a Sovereign Debt Manager
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Cited by:
- Ms. Magdalena Polan & Parmeshwar Ramlogan & Mr. Carlos I. Medeiros, 2007. "A Primer on Sovereign Debt Buybacks and Swaps," IMF Working Papers 2007/058, International Monetary Fund.
- Mr. Udaibir S Das & Miss Yinqiu Lu & Mr. Michael G. Papaioannou & Iva Petrova, 2012. "Sovereign Risk and Asset and Liability Management: Conceptual Issues," IMF Working Papers 2012/241, International Monetary Fund.
- Cangoz,Mehmet Coskun & Sulla,Olga & Wang,ChunLan & Dychala,Christopher Benjamin, 2019.
"A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities,"
Policy Research Working Paper Series
8728, The World Bank.
- Cangoz, Mehmet Coskun & Sulla, Olga & Wang, ChunLan & Dychala, Christopher Benjamin, 2019. "A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities," MPRA Paper 100311, University Library of Munich, Germany.
- Thordur Jonasson & Mr. Michael G. Papaioannou, 2018. "A Primer on Managing Sovereign Debt-Portfolio Risks," IMF Working Papers 2018/074, International Monetary Fund.
- Michael Papaioannou, 2011. "Sovereign debt portfolios: risks and liability management operations," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 16(3), pages 354-360.
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Keywords
WP; interest rate; zero-coupon bond; yield to maturity;All these keywords.
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