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

22 Pages Posted: 6 Mar 2012  

Allan Dwyer

Mount Royal University - Bissett School of Business

Date Written: 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.

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

JEL Classification: O16, F34, G12, G15

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: https://ssrn.com/abstract=2006079 or http://dx.doi.org/10.2139/ssrn.2006079

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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