How Important Is Sovereign Risk in Determining Corporate Default Premia? The Case of South Africa

How Important Is Sovereign Risk in Determining Corporate Default Premia? The Case of South Africa
The paper analyzes and quantifies the importance of sovereign risk in determining corporate default premia (yield spreads). It also investigates the extent to which the practice by rating agencies and banks of not rating companies higher than their sovereign ("country or sovereign ceiling") is reflected in the yields of South African READ MORE...

Publication date: November 2005
ISBN 9781451862362
$15.00

Add to Cart by clicking price of the language and format you'd like to purchase

Available Languages and Formats

Paperback

Publication date: November 2005

PDF

Publication date: November 2005

ePub

Publication date: November 2005

Mobi

Publication date: November 2005

English