F34 - International Lending and Debt Problems - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T07:48:19+00:00How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange
https://www.bankofcanada.ca/2008/12/working-paper-2008-47/
This paper uses the framework of arbitrage-pricing theory to study the relationship between liquidity risk and sovereign bond risk premia. The London Stock Exchange in the late 19th century is an ideal laboratory in which to test the proposition that liquidity risk affects the price of sovereign debt.2008-12-08T10:20:50+00:00enHow Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange2008-12-08Financial marketsInternational topicsWorking Paper 2008-47 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-47.pdfHow Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock ExchangeRon AlquistDecember 2008FF2F21F3F34F36GG1G12G15Good Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads?
https://www.bankofcanada.ca/2008/08/working-paper-2008-25/
Since 2002, spreads on emerging market sovereign debt have fallen to historical lows. Given the close links between sovereign spreads, capital flows to emerging markets, and economic growth, understanding the factors driving these spreads is very important. We address this issue in two stages.2008-08-06T10:31:29+00:00enGood Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads?2008-08-06Development economicsFinancial stabilityInternational topicsWorking Paper 2008-25 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-25.pdfGood Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads?Philipp MaierGarima VasishthaAugust 2008EE4E43FF3F34GG1G12G15