000382170 000__ 01800nam\a2200481Ia\4500 000382170 001__ 382170 000382170 003__ MiAaPQ 000382170 005__ 20211103003216.0 000382170 006__ m\\\\\o\\d\\\\\\\\ 000382170 007__ cr\cn\nnnunnun 000382170 008__ 070815s2006\\\\dcu\\\\\ob\\\i000\0\eng\d 000382170 035__ $$a(MiAaPQ)EBC3014311 000382170 035__ $$a(Au-PeEL)EBL3014311 000382170 035__ $$a(CaPaEBR)ebr10380672 000382170 035__ $$a(CaONFJC)MIL382130 000382170 035__ $$a(OCoLC)698585482 000382170 040__ $$aMiAaPQ$$cMiAaPQ$$dMiAaPQ 000382170 050_4 $$aHB615$$b.P26 2006 000382170 1001_ $$aPapaioannou, Michael G. 000382170 24512 $$aA primer for risk measurement of bonded debt from the perspective of a sovereign debt manager/$$c[prepared by] Michael Papaioannou. 000382170 260__ $$a[Washington, D.C.] :$$bInternational Monetary Fund,$$cc2006. 000382170 300__ $$a47 p. 000382170 336__ $$atext$$2rdacontent 000382170 337__ $$acomputer$$2rdamedia 000382170 338__ $$aonline resource$$2rdacarrier 000382170 4901_ $$aIMF working paper ;$$vWP/06/195 000382170 500__ $$a"August 2006." 000382170 504__ $$aIncludes bibliographical references (p. 45-47). 000382170 506__ $$aAccess limited to authorized users. 000382170 650_0 $$aRisk$$xEconometric models. 000382170 650_0 $$aInterest rates$$xEconometric models. 000382170 650_0 $$aCredit$$xEconometric models. 000382170 650_0 $$aLiquidity (Economics)$$xEconometric models. 000382170 650_0 $$aGovernment securities$$xEconometric models. 000382170 650_0 $$aDebts, Public$$xEconometric models. 000382170 655_0 $$aElectronic books 000382170 7102_ $$aInternational Monetary Fund.$$bMonetary and Capital Markets Dept. 000382170 830_0 $$aIMF working paper ;$$vWP/06/195. 000382170 852__ $$bebk 000382170 85640 $$3ProQuest Ebook Central Academic Complete $$uhttps://univsouthin.idm.oclc.org/login?url=https://ebookcentral.proquest.com/lib/usiricelib-ebooks/detail.action?docID=3014311$$zOnline Access 000382170 909CO $$ooai:library.usi.edu:382170$$pGLOBAL_SET 000382170 980__ $$aBIB 000382170 980__ $$aEBOOK 000382170 982__ $$aEbook 000382170 983__ $$aOnline