Please use this identifier to cite or link to this item:
https://sphere.acg.edu/jspui/handle/123456789/2480| Title: | Credit spreads & convergence trades |
| Authors: | Xanthaki, Irene |
| Keywords: | Credit spreads Convergence trades |
| Issue Date: | 15-Dec-2005 |
| Abstract: | In a world of globalization, where all markets and economies tend to converge, the cost of money for sovereign bond issuers tends to converge as well. Assuming that there are certain specific factors that drive this convergence, we observe that the 2004 tranche EU members have reached their goal and have managed to complete the accession talks and become full members. A sample of those will be used for this paper. The volatility of their cost of funding together with the factors affecting it will be studied and analyzed here. |
| URI: | https://sphere.acg.edu/jspui/handle/123456789/2480 |
| Appears in Collections: | Program in Finance |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Irene_Xanthaki_Credit_spreads_and_convergence_trades.pdf | 74.99 kB | Adobe PDF | View/Open |
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