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|n Title subscribed to via ProQuest Academic Complete
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|a dlr
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4 |
|a HG3810
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| 049 |
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|a HCDD
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| 100 |
1 |
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|a Galai, Dan,
|e author.
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1 |
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|a Credit risk spreads in local and foreign currencies /
|c prepared by Dan Galai and Zvi Wiener.
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| 260 |
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|a [Washington, D.C.] :
|b International Monetary Fund,
|c ©2009.
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| 300 |
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|a 1 online resource (20 pages) :
|b color illustrations
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| 336 |
|
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 340 |
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|g polychrome.
|2 rdacc
|0 http://rdaregistry.info/termList/RDAColourContent/1003
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| 347 |
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|a data file
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| 490 |
1 |
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|a IMF working paper ;
|v WP/09/110
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| 504 |
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|a Includes bibliographical references (pages 18-20).
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0 |
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|a Print version record.
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| 520 |
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|a The paper shows how-in a Merton-type model with bankruptcy-the currency composition of debt changes the risk profile of a company raising a given amount of financing, and thus affects the cost of debt. Foreign currency borrowing is cheaper when the exchange rate is positively correlated with the return on the company's assets, even if the company is not an exporter. Prudential regulations should therefore differentiate among loans depending on the extent to which borrowers have ""natural hedges"" of their foreign currency exposures
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| 506 |
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|3 Use copy
|f Restrictions unspecified
|2 star
|5 MiAaHDL
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| 533 |
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|a Electronic reproduction.
|b [Place of publication not identified] :
|c HathiTrust Digital Library,
|d 2011.
|5 MiAaHDL
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| 538 |
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|a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
|u http://purl.oclc.org/DLF/benchrepro0212
|5 MiAaHDL
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| 583 |
1 |
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|a digitized
|c 2011
|h HathiTrust Digital Library
|l committed to preserve
|2 pda
|5 MiAaHDL
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| 546 |
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|a English.
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| 505 |
2 |
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|a Model -- Numerical examples and illustrations -- Credit spreads and modigliani and miller propositions -- Implications and conclusions.
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| 650 |
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|a Bank deposits.
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| 650 |
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|a Credit.
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| 650 |
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|a Banks and banking, Foreign.
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| 650 |
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7 |
|a credit.
|2 aat
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| 650 |
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7 |
|a Bank deposits
|2 fast
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| 650 |
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7 |
|a Banks and banking, Foreign
|2 fast
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| 650 |
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7 |
|a Credit
|2 fast
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| 700 |
1 |
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|a Wiener, Zvi,
|e author.
|
| 710 |
2 |
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|a International Monetary Fund.
|b Monetary and Capital Markets Department.
|
| 758 |
|
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|i has work:
|a Credit risk spreads in local and foreign currencies (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCGdBhxvQdRktVbDDGvbmkC
|4 https://id.oclc.org/worldcat/ontology/hasWork
|
| 776 |
0 |
8 |
|i Print version:
|a Galai, Dan.
|t Credit risk spreads in local and foreign currencies.
|d [Washington, D.C.] : International Monetary Fund, Monetary and Capital Markets Dept., ©2009
|w (OCoLC)631109823
|
| 830 |
|
0 |
|a IMF working paper ;
|v WP/09/110.
|
| 856 |
4 |
0 |
|u https://ebookcentral.proquest.com/lib/holycrosscollege-ebooks/detail.action?docID=1608302
|y Click for online access
|
| 880 |
0 |
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|6 505-01/(S
|a Contents; I. Introduction; II. The Model; III. Numerical Examples and Illustrations; Tables; 1. The Euro-Denominated Debt Spread, Face Value, PD, and the Cost of Credit Risk as a Function of Correlations; IV. Credit Spreads and Modigliani and Miller Propositions; Figures; 1. Spreads on Foreign-Currency Bonds and Correlations; 2. Betas of Stocks and Foreign Currency Bonds for Various Correlations; 2. The Expected Return on Stock (yS) as a Function of the B/S Ratio; V. Implications and Conclusions; 3. The Expected Return on Stock y S as a Function of the B/S Ratio and Correlation Coefficient ρ.
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|a EBC-AC
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|a 92
|b HCD
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