{"title":"Human Security as a Proxy for Country Risk in the Credit Ratings of Frontier Market Sovereign Bonds","authors":"Allan Dwyer","doi":"10.2139/ssrn.2006079","DOIUrl":null,"url":null,"abstract":"This paper will employ the concept of human security as a proxy for measuring the country risk component of frontier market bond credit spreads. A secondary goal is to propose several specific markers of human security and assess how they might perform together as measures of risk.","PeriodicalId":431629,"journal":{"name":"Econometrics: Applied Econometric Modeling in Financial Economics eJournal","volume":"41 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2012-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Econometrics: Applied Econometric Modeling in Financial Economics eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.2006079","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
This paper will employ the concept of human security as a proxy for measuring the country risk component of frontier market bond credit spreads. A secondary goal is to propose several specific markers of human security and assess how they might perform together as measures of risk.