THE CREDIT RISK DYNAMICS OF INTERNATIONAL BONDS

The objective of this paper is to test how market-determined local-, global- and USbased factors explain the behaviour of Indonesian credit spreads. Using a specific asset class of bonds issued in the international market by the Indonesian government, this paper provides evidence confirming the impo...

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Bibliographic Details
Main Author: Kannan Sivananthan Thuraisamy
Format: Article
Language:Indonesian
Published: Bank Indonesia 2019-02-01
Series:Bulletin Ekonomi Moneter dan Perbankan
Subjects:
Online Access:https://www.bmeb-bi.org/index.php/BEMP/article/view/980