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Browsing ECO Articles by Author "VALENZUELA, Patricio"
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Title:The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis
Author(s):CAVALLO, Eduardo A.; VALENZUELA, PatricioDate:2010Type of Publication:ArticleAbstract:This Study explores the determinants of corporate bond spreads in emerging markets economics. Using a largely unexploited data set, the paper finds that corporate bond spreads are determined by firm-specific variables, ...