Investing in emerging fixed income markets / edited by Frank J. Fabozzi and Efstathia Pilarinu.

Other author Fabozzi, Frank J.
Other author Pilarinu, Efstathia.
Format Book
Publication InfoNew York : John Wiley & Sons, ©2002.
Descriptionix, 374 pages : illustrations, charts ; 24 cm.
Supplemental ContentTable of contents
Subjects

SeriesFrank J. Fabozzi series
Frank J. Fabozzi series. ^A518921
Contents 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.
Bibliography noteIncludes bibliographical references.
LCCN 2002284686
ISBN0471218367

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks HG4650 .I58 2002 ✔ Available Place Hold