Abstract

http://ssrn.com/abstract=2006079
 


 



Human Security as a Proxy for Country Risk in the Credit Ratings of Frontier Market Sovereign Bonds


Allan Dwyer


Mount Royal University - Bissett School of Business

February 15, 2012


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.

Number of Pages in PDF File: 22

Keywords: Credit default swaps, sovereign debt, credit ratings, ratings agencies, country risk, human security

JEL Classification: O16, F34, G12, G15

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Date posted: March 6, 2012  

Suggested Citation

Dwyer, Allan, Human Security as a Proxy for Country Risk in the Credit Ratings of Frontier Market Sovereign Bonds (February 15, 2012). Available at SSRN: http://ssrn.com/abstract=2006079 or http://dx.doi.org/10.2139/ssrn.2006079

Contact Information

Allan Dwyer (Contact Author)
Mount Royal University - Bissett School of Business ( email )
4825 Mount Royal Gate SW
Calgary, Alberta T3E 6K6
Canada
14034408438 (Phone)
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