An important body of literature in Financial Economics accepts bond ratings as a sufficient
metric for determining homogeneous groups of bonds for estimating either risk-neutral …

We examine the determinants of sovereign Eurobond spread at issuance covering 1991–
2000. The results of the regression models showed that yield spread increases with maturity …

This paper tries to identify the risks embodied in foreign-currency denominated sovereign
bond spreads. It adopts an instrumental variables method, which attributes the explanatory …

The eurobonds market is an important source of capital for many multinational companies
and various government agencies. Statistics obtained from the International Bonds Manual …

Assymetric information associated with issues of transparency, governance and the
country's financial, economic and political organization make it difficult to price bonds issued …

Liquidity is often cited as an important component of asset prices, particularly for sovereign
bonds. Relative to canonical explanations (asymmetric information, thin markets), this paper …

According to various studies, sovereign bond spreads often deviate from any" sensible"
perception of default risk. It is usually attributed to behavioral effects (overreaction) or …

We use the performance of Indian Eurobonds over the period 1990-1992 to examine the
sensitivity of India's creditworthiness to the Iraqi invasion of Kuwait on August 2, 1990. We …

In this paper, we examine the connection between the corporate governance of
predominantly European companies and the evaluation of credit instruments. Since" good" …

Der Beitrag untersucht erstmalig empirisch die Einflussfaktoren der Übernahmeprovision
(Underwriting Spread) der emissionsführenden Banken bei der Begebung von …