Search Results for credit spreads

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This paper quantifies financial spillovers from global risk factors to banks' funding costs in...

Financial Sector Assessment Program; Technical Note-Insurance Stress Testing

Using a panel data set for international corporate bonds and capital account restrictions in...

We examine how the cost of corporate credit varies around fiscal consolidations aimed at reducing...

The paper shows how-in a Merton-type model with bankruptcy-the currency composition of debt...

We test the hypothesis of a link between exchange rate policy and sovereign bonds. We analyze the...