Investing in emerging fixed income markets
By: edited by Frank J. Fabozzi and Efstathia Pilarinu.
Contributors: Fabozzi, Frank J.; Pilarinu, Efstathia.
Series: Frank J. Fabozzi series
Publisher: John Wiley & Sons
Published: 2002
Place of publication: New York
Language: eng
Number of pages: 374
Subjects: Fixed-income securities.; Investment analysis.; Investments.
Notes: Includes bibliographical references.
Table of contents: title: Introduction -- Frank J. Fabozzi and Efstathia Pilarinu -- Section I: Emerging market characteristics.; title: Brady bonds -- Jane Sachar Brauer; title: Latin American local markets -- James C. Kennan; title: The convergence of the Central European EMGs to the European Union -- Stephen Gilmore; title: Emerging fixed income and local currency : an investment management view -- Luis R. Luis; title: A disciplined approach to emerging markets debt investing -- Maria Mednikov Loucks, John A. Penicook, Jr., and Uwe Schillhorn; title: Emerging market CBOs : considerations for portfolio managers -- Laurie Goodman -- Section II: Valuation and trading issues.; title: How swap spreads affect the performance of floating rate emerging market bonds -- Costas C. Hamakiotes; title: Quantifying dollar differentials between emerging market bonds in yield terms -- Costas C. Hamakiotes; title: From the Asian crisis to the Brazilian devaluation : the view from a trading desk -- Marcelo Fernandes de Lima Castro; title: Local fixed income arbitrage : the Brazilian case study -- Marcelo Fernandes de Lima Castro; title: Valuing options on fixed exchange rates : a case study of the Argentine peso -- James C. Kennan -- Section III: Credit issues.; title: Challenges in the credit analysis of emerging market corporate bonds -- Christopher Taylor; title: Debt covenants : applications in emerging markets -- Allen Vine and David Sohnen; title: New standards for sovereign credit analysis and risk management : the lessons of the Asia crisis -- Paul A. Pannkuk; title: Default and recovery rates in emerging markets -- Tsvetan N. Beloreshki; title: Tevecap -- Bruce Stanforth; title: Dao Heng Bank -- Andrew M. Aran.