Governed by the cycle : direct and inverted interest-rate sensitivity of emerging market corporate debt
An innovative approach to quantify interest rate sensitivities of emerging market corporates is proposed. Our focus is centered at price sensitivity of modeled investment grade and high yield portfolios to changes in the present value of modeled portfolios composed of safe-haven assets, which define...
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| Formato: | workingPaper |
| Idioma: | eng |
| Publicado em: |
2016
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| Texto completo: | http://hdl.handle.net/10400.5/12303 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/12303 |