Sovereign spread/Definition: Difference between revisions

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imported>Nick Gardner
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the [[CDS spread]] on a government's bonds, or the [[risk premium]] portion of their [[yield (finance)|yield]].
the difference between the yield on a country's bond issue and the yield on a comparable bond issued by a benchmark country such as the United States or Germany.

Latest revision as of 02:47, 8 March 2010

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Sovereign spread [r]: the difference between the yield on a country's bond issue and the yield on a comparable bond issued by a benchmark country such as the United States or Germany.