The term structure of credit spreads in project finance

The term structure of credit spreads in project finance

The term structure of credit spreads in project finance

BIS Working Papers | No 159 | 01 August 2004by Blaise Gadanecz and Marco SorgePDF full text (1,548kb) | 64 pagesThis paper analyses the peculiar nature of credit risk in project finance by means of a comparative econometric analysis of ex ante credit spreads for a large cross section of international loans and bonds between 1993 and 2001 in both industrialised and emerging countries.

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