22 Pages Posted: 6 Mar 2012
Date Written: February 15, 2012
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: 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