Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets:
Gespeichert in:
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV048351023 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 220713s2004 xx o|||| 00||| eng d | ||
| 020 | |a 1451844557 |c 15.00 USD |9 1-451-84455-7 | ||
| 020 | |a 9781451844559 |c 15.00 USD |9 978-1-451-84455-9 | ||
| 035 | |a (ZDB-1-IMF)845909363 | ||
| 035 | |a (OCoLC)1337139841 | ||
| 035 | |a (DE-599)BVBBV048351023 | ||
| 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 Chan-Lau, Jorge A. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets |c Chan-Lau, Jorge A |
| 264 | 1 | |a Washington, D.C |b International Monetary Fund |c 2004 | |
| 300 | |a 1 Online-Ressource (31 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. 04/27 | |
| 520 | 3 | |a This paper examines equilibrium price relationships and price discovery between credit defaul swap (CDS), bond, and equity markets for emerging market sovereign issuers. Findings suggest that CDS and bond spreads converge despite various pressures that arise in the market. In most countries, however, we do not find any equilibrium price relationship between the bond and CDS markets and the equity markets. As for price discovery, our results are mixed. This stands in contrast to the empirical findings on corporate issuers in the United States and Europe | |
| 533 | |a Online-Ausg | ||
| 700 | 1 | |a Kim, Yoon Sook |e Sonstige |4 oth | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-1-IMF | ||
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-033730291 | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |l DE-20 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |l DE-824 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |l DE-70 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |l DE-155 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |l DE-29 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |l DE-22 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |l DE-473 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |l DE-1102 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |l DE-703 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |l DE-859 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |l DE-706 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |l DE-384 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |l DE-860 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |l DE-19 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |l DE-739 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |l DE-355 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |l DE-Aug4 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |l DE-1049 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |l DE-12 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |l DE-91 |p ZDB-1-IMF |x Verlag |3 Volltext | |
Datensatz im Suchindex
| DE-BY-TUM_katkey | 2673977 |
|---|---|
| _version_ | 1821936413257498626 |
| any_adam_object | |
| author | Chan-Lau, Jorge A. |
| author_facet | Chan-Lau, Jorge A. |
| author_role | aut |
| author_sort | Chan-Lau, Jorge A. |
| author_variant | j a c l jac jacl |
| building | Verbundindex |
| bvnumber | BV048351023 |
| collection | ZDB-1-IMF |
| ctrlnum | (ZDB-1-IMF)845909363 (OCoLC)1337139841 (DE-599)BVBBV048351023 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04989nam a2200589 cb4500</leader><controlfield tag="001">BV048351023</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">220713s2004 xx o|||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1451844557</subfield><subfield code="c">15.00 USD</subfield><subfield code="9">1-451-84455-7</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781451844559</subfield><subfield code="c">15.00 USD</subfield><subfield code="9">978-1-451-84455-9</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-1-IMF)845909363</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1337139841</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV048351023</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">Chan-Lau, Jorge A.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets</subfield><subfield code="c">Chan-Lau, Jorge A</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">2004</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (31 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. 04/27</subfield></datafield><datafield tag="520" ind1="3" ind2=" "><subfield code="a">This paper examines equilibrium price relationships and price discovery between credit defaul swap (CDS), bond, and equity markets for emerging market sovereign issuers. Findings suggest that CDS and bond spreads converge despite various pressures that arise in the market. In most countries, however, we do not find any equilibrium price relationship between the bond and CDS markets and the equity markets. As for price discovery, our results are mixed. This stands in contrast to the empirical findings on corporate issuers in the United States and Europe</subfield></datafield><datafield tag="533" ind1=" " ind2=" "><subfield code="a">Online-Ausg</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Kim, Yoon Sook</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/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.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="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-033730291</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml</subfield><subfield code="l">DE-20</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/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml</subfield><subfield code="l">DE-824</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/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml</subfield><subfield code="l">DE-70</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/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml</subfield><subfield code="l">DE-155</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/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml</subfield><subfield code="l">DE-29</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/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml</subfield><subfield code="l">DE-22</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/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml</subfield><subfield code="l">DE-473</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/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml</subfield><subfield code="l">DE-1102</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/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml</subfield><subfield code="l">DE-703</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/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml</subfield><subfield code="l">DE-859</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/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml</subfield><subfield code="l">DE-706</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/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml</subfield><subfield code="l">DE-384</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/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml</subfield><subfield code="l">DE-860</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/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml</subfield><subfield code="l">DE-19</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/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml</subfield><subfield code="l">DE-739</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/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml</subfield><subfield code="l">DE-355</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/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml</subfield><subfield code="l">DE-Aug4</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/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml</subfield><subfield code="l">DE-1049</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/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml</subfield><subfield code="l">DE-12</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/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml</subfield><subfield code="l">DE-91</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV048351023 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T19:42:21Z |
| institution | BVB |
| isbn | 1451844557 9781451844559 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033730291 |
| oclc_num | 1337139841 |
| 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 (31 p) |
| psigel | ZDB-1-IMF |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | International Monetary Fund |
| record_format | marc |
| series2 | IMF Working Papers |
| spellingShingle | Chan-Lau, Jorge A. Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets |
| title | Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets |
| title_auth | Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets |
| title_exact_search | Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets |
| title_full | Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets Chan-Lau, Jorge A |
| title_fullStr | Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets Chan-Lau, Jorge A |
| title_full_unstemmed | Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets Chan-Lau, Jorge A |
| title_short | Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets |
| title_sort | equity prices credit default swaps and bond spreads in emerging markets |
| url | http://elibrary.imf.org/view/IMF001/02068-9781451844559/02068-9781451844559/02068-9781451844559.xml |
| work_keys_str_mv | AT chanlaujorgea equitypricescreditdefaultswapsandbondspreadsinemergingmarkets AT kimyoonsook equitypricescreditdefaultswapsandbondspreadsinemergingmarkets |