Overpricing in Emerging Market Credit-Default-Swap Contracts: Some Evidence From Recent Distress Cases
Since recent debt restructurings that constitute credit events have been more frequent than outright defaults, sovereign bond prices may not collapse during distress. In this case, the likely high recovery values after restructuring suggest that the cost of credit-default-swap (CDS) contracts to the...
Gespeichert in:
1. Verfasser: | |
---|---|
Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Washington, D.C
International Monetary Fund
2005
|
Schriftenreihe: | IMF Working Papers
Working Paper No. 05/125 |
Online-Zugang: | UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext |
Zusammenfassung: | Since recent debt restructurings that constitute credit events have been more frequent than outright defaults, sovereign bond prices may not collapse during distress. In this case, the likely high recovery values after restructuring suggest that the cost of credit-default-swap (CDS) contracts to the buyer (as measured by CDS spreads) may be higher than warranted. We estimate the extent of such overpricing by using the cheapest-to-deliver (CTD) bond as a proxy for the recovery-value assumption |
Beschreibung: | 1 Online-Ressource (13 p) |
ISBN: | 1451861443 9781451861440 |
Internformat
MARC
LEADER | 00000nmm a2200000 cb4500 | ||
---|---|---|---|
001 | BV048347718 | ||
003 | DE-604 | ||
005 | 00000000000000.0 | ||
007 | cr|uuu---uuuuu | ||
008 | 220713s2005 |||| o||u| ||||||eng d | ||
020 | |a 1451861443 |c 15.00 USD |9 1-451-86144-3 | ||
020 | |a 9781451861440 |c 15.00 USD |9 978-1-451-86144-0 | ||
035 | |a (ZDB-1-IMF)84587473X | ||
035 | |a (OCoLC)1337131642 | ||
035 | |a (DE-599)BVBBV048347718 | ||
040 | |a DE-604 |b ger | ||
041 | 0 | |a eng | |
049 | |a DE-20 |a DE-824 |a DE-70 |a DE-155 |a DE-29 |a DE-22 |a DE-473 |a DE-1102 |a DE-703 |a DE-859 |a DE-706 |a DE-384 |a DE-860 |a DE-19 |a DE-739 |a DE-355 |a DE-Aug4 |a DE-1049 |a DE-12 |a DE-91 | ||
100 | 1 | |a Andritzky, Jochen R. |e Verfasser |4 aut | |
245 | 1 | 0 | |a Overpricing in Emerging Market Credit-Default-Swap Contracts |b Some Evidence From Recent Distress Cases |c Andritzky, Jochen R |
264 | 1 | |a Washington, D.C |b International Monetary Fund |c 2005 | |
300 | |a 1 Online-Ressource (13 p) | ||
336 | |b txt |2 rdacontent | ||
337 | |b c |2 rdamedia | ||
338 | |b cr |2 rdacarrier | ||
490 | 0 | |a IMF Working Papers |v Working Paper No. 05/125 | |
520 | 3 | |a Since recent debt restructurings that constitute credit events have been more frequent than outright defaults, sovereign bond prices may not collapse during distress. In this case, the likely high recovery values after restructuring suggest that the cost of credit-default-swap (CDS) contracts to the buyer (as measured by CDS spreads) may be higher than warranted. We estimate the extent of such overpricing by using the cheapest-to-deliver (CTD) bond as a proxy for the recovery-value assumption | |
533 | |a Online-Ausg | ||
700 | 1 | |a Singh, Manmohan |e Sonstige |4 oth | |
856 | 4 | 0 | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
912 | |a ZDB-1-IMF | ||
999 | |a oai:aleph.bib-bvb.de:BVB01-033726986 | ||
966 | e | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |l UBW01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |l UEI01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |l LCO01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |l SBR01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |l UER01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |l SBG01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |l UBG01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |l FAN01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |l UBT01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |l FKE01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |l UBY01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |l UBA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |l FLA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |l UBM01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |l UPA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |l UBR01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |l FHA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |l FNU01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |l BSB01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |l TUM01 |p ZDB-1-IMF |x Verlag |3 Volltext |
Datensatz im Suchindex
_version_ | 1804184198956711936 |
---|---|
adam_txt | |
any_adam_object | |
any_adam_object_boolean | |
author | Andritzky, Jochen R. |
author_facet | Andritzky, Jochen R. |
author_role | aut |
author_sort | Andritzky, Jochen R. |
author_variant | j r a jr jra |
building | Verbundindex |
bvnumber | BV048347718 |
collection | ZDB-1-IMF |
ctrlnum | (ZDB-1-IMF)84587473X (OCoLC)1337131642 (DE-599)BVBBV048347718 |
format | Electronic eBook |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04947nmm a2200589 cb4500</leader><controlfield tag="001">BV048347718</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">220713s2005 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1451861443</subfield><subfield code="c">15.00 USD</subfield><subfield code="9">1-451-86144-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781451861440</subfield><subfield code="c">15.00 USD</subfield><subfield code="9">978-1-451-86144-0</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-1-IMF)84587473X</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1337131642</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV048347718</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-20</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-70</subfield><subfield code="a">DE-155</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-22</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-1102</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-859</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-860</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-Aug4</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-91</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Andritzky, Jochen R.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Overpricing in Emerging Market Credit-Default-Swap Contracts</subfield><subfield code="b">Some Evidence From Recent Distress Cases</subfield><subfield code="c">Andritzky, Jochen R</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Washington, D.C</subfield><subfield code="b">International Monetary Fund</subfield><subfield code="c">2005</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (13 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">IMF Working Papers</subfield><subfield code="v">Working Paper No. 05/125</subfield></datafield><datafield tag="520" ind1="3" ind2=" "><subfield code="a">Since recent debt restructurings that constitute credit events have been more frequent than outright defaults, sovereign bond prices may not collapse during distress. In this case, the likely high recovery values after restructuring suggest that the cost of credit-default-swap (CDS) contracts to the buyer (as measured by CDS spreads) may be higher than warranted. We estimate the extent of such overpricing by using the cheapest-to-deliver (CTD) bond as a proxy for the recovery-value assumption</subfield></datafield><datafield tag="533" ind1=" " ind2=" "><subfield code="a">Online-Ausg</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Singh, Manmohan</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-1-IMF</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-033726986</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="l">UBW01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="l">UEI01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="l">LCO01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="l">SBR01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="l">UER01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="l">SBG01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="l">FAN01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="l">UBT01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="l">FKE01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="l">UBY01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="l">UBA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="l">FLA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="l">UBM01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="l">UPA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="l">UBR01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="l">FHA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="l">FNU01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml</subfield><subfield code="l">TUM01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
id | DE-604.BV048347718 |
illustrated | Not Illustrated |
index_date | 2024-07-03T20:13:24Z |
indexdate | 2024-07-10T09:35:32Z |
institution | BVB |
isbn | 1451861443 9781451861440 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033726986 |
oclc_num | 1337131642 |
open_access_boolean | |
owner | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
owner_facet | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
physical | 1 Online-Ressource (13 p) |
psigel | ZDB-1-IMF |
publishDate | 2005 |
publishDateSearch | 2005 |
publishDateSort | 2005 |
publisher | International Monetary Fund |
record_format | marc |
series2 | IMF Working Papers |
spelling | Andritzky, Jochen R. Verfasser aut Overpricing in Emerging Market Credit-Default-Swap Contracts Some Evidence From Recent Distress Cases Andritzky, Jochen R Washington, D.C International Monetary Fund 2005 1 Online-Ressource (13 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 05/125 Since recent debt restructurings that constitute credit events have been more frequent than outright defaults, sovereign bond prices may not collapse during distress. In this case, the likely high recovery values after restructuring suggest that the cost of credit-default-swap (CDS) contracts to the buyer (as measured by CDS spreads) may be higher than warranted. We estimate the extent of such overpricing by using the cheapest-to-deliver (CTD) bond as a proxy for the recovery-value assumption Online-Ausg Singh, Manmohan Sonstige oth http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Andritzky, Jochen R. Overpricing in Emerging Market Credit-Default-Swap Contracts Some Evidence From Recent Distress Cases |
title | Overpricing in Emerging Market Credit-Default-Swap Contracts Some Evidence From Recent Distress Cases |
title_auth | Overpricing in Emerging Market Credit-Default-Swap Contracts Some Evidence From Recent Distress Cases |
title_exact_search | Overpricing in Emerging Market Credit-Default-Swap Contracts Some Evidence From Recent Distress Cases |
title_exact_search_txtP | Overpricing in Emerging Market Credit-Default-Swap Contracts Some Evidence From Recent Distress Cases |
title_full | Overpricing in Emerging Market Credit-Default-Swap Contracts Some Evidence From Recent Distress Cases Andritzky, Jochen R |
title_fullStr | Overpricing in Emerging Market Credit-Default-Swap Contracts Some Evidence From Recent Distress Cases Andritzky, Jochen R |
title_full_unstemmed | Overpricing in Emerging Market Credit-Default-Swap Contracts Some Evidence From Recent Distress Cases Andritzky, Jochen R |
title_short | Overpricing in Emerging Market Credit-Default-Swap Contracts |
title_sort | overpricing in emerging market credit default swap contracts some evidence from recent distress cases |
title_sub | Some Evidence From Recent Distress Cases |
url | http://elibrary.imf.org/view/IMF001/05075-9781451861440/05075-9781451861440/05075-9781451861440.xml |
work_keys_str_mv | AT andritzkyjochenr overpricinginemergingmarketcreditdefaultswapcontractssomeevidencefromrecentdistresscases AT singhmanmohan overpricinginemergingmarketcreditdefaultswapcontractssomeevidencefromrecentdistresscases |