Country and industry effects in corporate bond spreads in emerging markets

We use corporate bond data from firms belonging to 13 emerging markets and eight industries from 2007 to 2013 to study whether and how country and industry effects determine the spread between their yield and the respective sovereign debt yield. Existing models ignore country and industry effects as...

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Detalles Bibliográficos
Autores Principales: Garay, U., González, M., Rosso, J.
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: 2020
Materias:
Acceso en línea:http://hdl.handle.net/1992/47021