On the Information Content of Ldc Secondary Loan Market Prices /

This note examines the impact of measurable and unmeasurable (not correlated with observed aggregates) information on secondary market LDC loan prices. The Institutional Investor country risk ratings are used to construct a proxy for the non-quantifiable information that moves debt market values. Re...

Full beskrivning

Bibliografiska uppgifter
Huvudupphovsman: Stone, Mark
Materialtyp: Tidskrift
Språk:English
Publicerad: Washington, D.C. : International Monetary Fund, 1991.
Serie:IMF Working Papers; Working Paper ; No. 1991/020
Ämnen:
Länkar:Full text available on IMF