Emerging bond markets : shedding light on trends and patterns
著者
書誌事項
Emerging bond markets : shedding light on trends and patterns
(Routledge studies in the modern world economy)
Routledge, 2020
- : hbk
大学図書館所蔵 全4件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Includes bibliographical references and index
内容説明・目次
内容説明
The bond market is a key securities market and emerging economies present exciting, new investment opportunities. This timely book provides insights into these emerging bond markets through empirical models and analytical databases, i.e. Bloomberg, Eikon Refinitiv and the Russian Cbonds.
The book looks at the dynamics of the development of emerging bond markets, their competitiveness, features and patterns using macro and micro level data. It also takes into consideration various securities type i.e. government, corporate, sub-federal and municipal bonds, to identify respective challenges and risks. The book also analyses factors that may inhibit or stimulate a well-balanced financial market. It includes case studies of Asian, Latin American and Russian bond markets, as also as cross-country comparisons.
It will be a useful reference for anyone who is interested to learn more of the bond market and the modelling techniques for critical data analysis.
目次
Part 1 Trends and determinants of bond market development 1. Change in tendencies in the global debt market: Specifics of development of emerging markets 2. Asian bond markets: Potential benefits for global investors 3. National currency weakness and collective investment as determinants of development of domestic corporate bond markets Part 2 Pricing in bond markets 4. The determinants of government bond yields in emerging markets 5. Regional bond yields: Debt burden and liquidity are the key factors 6. Liquidity metrics in the bond market: Explaining yields in the non-financial and banking sectors 7. Determinants of bank bond spreads in Latin America 8. Specifics of pricing of corporate bonds with embedded put and call options 9. Do covenants really reduce the cost of debt in emerging markets? Part 3 If the default is tomorrow 10. If the default is tomorrow: Factors influencing corporate bond recovery rates 11. Determinants of corporate bond defaults: The role of corporate governance in emerging markets Part 4 Forecasting the dynamics of the bond market 12. Sanction shock and the SSA Caterpillar method: Forecasting the market dynamics 13. Modelling and forecasting systemic risk on the bond market Part 5 ETFs and portfolio investment 14. A new tool for an investor in the bond market: Corporate bond ETF 15. Portfolio investment in emerging bond markets: Trends and determinants Part 6 Anomalies in the bond markets 16. Calendar effects in emerging bond markets 17. Which investment strategy is profitable in the bond market Reverse or momentum? What about risk? Part 7 Analytical and information databases: Algorithms of work 18. Eikon Refinitiv, Bloomberg and Cbonds databases for solving research problems
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