ABSTRACT
The bond market is a key securities market and emerging economies present exciting, new investment opportunities. This timely book provides insights into these emerging bond markets through empirical models and analytical databases, i.e. Bloomberg, Eikon Refinitiv and the Russian Cbonds.
The book looks at the dynamics of the development of emerging bond markets, their competitiveness, features and patterns using macro and micro level data. It also takes into consideration various securities type i.e. government, corporate, sub-federal and municipal bonds, to identify respective challenges and risks. The book also analyses factors that may inhibit or stimulate a well-balanced financial market. It includes case studies of Asian, Latin American and Russian bond markets, as also as cross-country comparisons.
It will be a useful reference for anyone who is interested to learn more of the bond market and the modelling techniques for critical data analysis.
TABLE OF CONTENTS
part 1|73 pages
Trends and determinants of bond market development
chapter 1|26 pages
Change in tendencies in the global debt market
part 2|98 pages
Pricing in bond markets
chapter 6|17 pages
Liquidity metrics in the bond market
part 3|36 pages
If the default is tomorrow
chapter 11|16 pages
Determinants of corporate bond defaults
part 4|31 pages
Forecasting the dynamics of the bond market
part 5|36 pages
ETFs and portfolio investment
part 6|28 pages
Anomalies in the bond markets
chapter 17|15 pages
Which investment strategy is profitable in the bond market?
part 7|19 pages
Analytical and information databases: algorithms of work