RePEc: Research Papers in Economics · 2004 · 13 citations · 20 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsPublic DebtBond MarketsCredit RiskFinancial RiskGovernment Bond MarketsMarket RiskCredit Spread DeterminantsEmerging Market RiskExternal Government DebtFiscal Solvency AnalysisMarket Risk PremiumRisk Premium AnalysisTreasury BondsTreasury Securities Statistics
The goal of this paper is to identify the determinants of the risk premium on Brazilian government debt traded in the emerging markets bonds. The empirical evidence presented does not reject the hypotheses that fiscal solvency and the size of the public debt affect the risk premium as measured by the spread over treasury securities of the Brazilian C-bond.
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