Advanced search
Publication Cover
Applied Economics Letters Volume 5, 1998 - Issue 6
Submit an article Journal homepage
27
Views
2
CrossRef citations to date
0
Altmetric
Original Articles

Empirical models for secondary market debt prices

Thomas M. Fullerton
Pages 393-395 | Published online: 05 Oct 2010

References

  • Alford , A. and Lussier , J. 1993 . An examination of the price discount on the external debt of developing countries . World Economy , 16 : 713 – 724 .
  • Anayiotos , G. and de Pinies , J. 1990 . The secondary market and the international debt problem . World Development , 18 : 1655 – 1669 .
  • Christ , C. F. 1993 . Assessing applied econometric results . Federal Reserve Bank of St Louis Review , 75 : 71 – 94 .
  • Diebold , F. X. and Mariano , R. S. 1995 . Comparing predictive accuracy . Journal of Business and Economic Statistics , 13 : 253 – 263 .
  • Fullerton , T. M. Jr. June 1991 . Ecuador, Latin America Economic Outlook , June , 6.1 – 6.14 . The WEFA Group .
  • Fullerton , T. M. Jr . 1992 . Confessions of an international forecaster . Business Economics , 27 : 61 – 65 .
  • Fullerton , T. M. Jr. 1993 . Predictability of secondary-market developing-country debt prices . Applied Economics , 25 : 1365 – 1371 .
  • Gennotte , G. , Kharas , H. J. and Sadeq , S. 1987 . A valuation model for developing-country debt with endogenous rescheduling . World Bank Economic Review , 1 : 237 – 271 .
  • Hakkio , C. and Rush , M. 1991 . Cointegration: how short is the long run? . Journal of International Money and Finance , 10 : 571 – 581 .
  • Klein , L. R. 1994 . The importance of the forecast . Journal of Forecasting , 3 : 1 – 9 .
  • Phillips , P. C. B. 1996a . Forward exchange market unbiasedness: the case of the Australian dollar since 1984 . Asian-Pacific Economic Literature , forthcoming
  • Phillips , P. C. B. 1996b . Robust non-stationary regression . Econometric Theory , forthcoming
  • Pindyck , R. S. and Rubinfeld , D. L. 1991 . Econometric Models and Economic Forecasts , 3rd edn , New York : McGraw Hill .
  • Purcell , J. F. H. and Orlanski , D. J. 1989 . “ Developing country loans: refinements to the relative value model for the secondary market ” . In International Loan Trading Analysis , 1 – 16 . Salomon Brothers .
  • Stone , M. R. 1991 . Are sovereign debt secondary market returns sensitive to macroeconomic fundamentals? . Journal of International Money and Finance , 10 : S100 – S122 .
  • Wakeman-Linn , J. 1991 . The market for developing country debt . World Bank Research Observer , 6 : 191 – 203 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.