Volatility and jump risk premia in emerging market bonds
By: prepared by John M. Matovu.
Contributors: International Monetary Fund. Middle East and Central Asia Dept.
Series: IMF working paper -- WP/07/172
Publisher: International Monetary Fund, Middle East and Central Asia Dept.
Published: 2007
Place of publication: [Washington, D.C.]
Language: eng
Number of pages: 25
Subjects: Convertible bonds -- Mathematical models.; Rate of return -- Mathematical models.; Risk -- Mathematical models.; Interest rates -- Mathematical models.
Notes: Caption title.

"July 2007".

Includes bibliographical references.