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 Info | New York : John Wiley & Sons, ©2002. |
| Description | ix, 374 pages : illustrations, charts ; 24 cm. |
| Supplemental Content | Table of contents |
| Subjects |
| Series | Frank 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 note | Includes bibliographical references. |
| LCCN | 2002284686 |
| ISBN | 0471218367 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Joyner | General Stacks | HG4650 .I58 2002 | ✔ Available | Place Hold |