Sovereign vs. Corporate Debt and Default: More Similar than You Think
Despite their fundamental differences, high-yield corporate and emerging market sovereign bonds have displayed similar risk-return patterns, default rates, and haircuts over the past two decades.
Featured in No. 66 on 18 Sep 2024 · 5 days after release · 2 citations today
- Released
- 13 Sep 2024
- First featured
- No. 66 · 18 Sep 2024
- Citations (Semantic Scholar)
- 2
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4955265
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