Ditemukan 1 dokumen yang sesuai dengan query
Adelia Surya Pratiwi
"
This paper is motivated by the fact that emerging market assets size has been expanding and trying
to use sovereign debt market as part of capital market as main research focus. It is highlighting
the distinction between default and non-default determinants and examining their significance in
explaining emerging market sovereign bond yield spread. Using Cross-Sectional Fixed-Effect Panel
Estimator, we found that both default (as proxied by Credit Rating and Outlook Index) and non-default
(as proxied by 3-month Fed Funds Futures) ...
"
Ministry of Finance Republic of Indonesia, Centre of Macroeconomic Policy, 2015
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Artikel Jurnal Universitas Indonesia Library
