Investing in Emerging Fixed Income Markets

Investing in Emerging Fixed Income Markets

;

John Wiley & Sons Inc

04/2002

374

Dura

Inglês

9780471218364

758

Descrição não disponível.
About the Editors. Contributing Authors. Introduction (Frank J. Fabozzi and Efstathia Pilarinu). SECTION I: EMERGING MARKET CHARACTERISTICS. Brady Bonds (Jane Sachar Brauer). Latin American Local Markets (James C. Kennan). The Convergence of the Central European EMGs to the European Union (Stephen Gilmore). Emerging Fixed Income and Local Currency: An Investment Management View (Luis R. Luis). A Disciplined Approach to Emerging Markets Debt Investing (Maria Mednikov Loucks, John A. Penicook, Jr., and Uwe Schillhorn). Emerging Market CBOs: Considerations for Portfolio Managers (Laurie Goodman). SECTION II: VALUATION AND TRADING ISSUES. How Swap Spreads Affect the Performance of Floating Rate Emerging Market Bonds (Costas C. Hamakiotes). Quantifying Dollar Differentials Between Emerging Market Bonds in Yield Terms (Costas C. Hamakiotes). From the Asian Crisis to the Brazilian Devaluation: The View from a Trading Desk (Marcelo Fernandes de Lima Castro). Local Fixed Income Arbitrage: The Brazilian Case Study (Marcelo Fernandes de Lima Castro). Valuing Options on Fixed Exchange Rates: A Case Study of the Argentine Peso (James C. Kennan). SECTION III: CREDIT ISSUES. Challenges in the Credit Analysis of Emerging Market Corporate Bonds (Christopher Taylor). Debt Covenants: Applications in Emerging Markets (Allen Vine and David Sohnen). New Standards for Sovereign Credit Analysis and Risk Management: The Lessons of the Asia Crisis (Paul A. Pannkuk). Default and Recovery Rates in Emerging Markets (Tsvetan N. Beloreshki). Tevecap (Bruce Stanforth). Dao Heng Bank (Andrew M. Aran). Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.