The document discusses the external debt burden of emerging market (EM) countries, focusing on the impact of currency denomination and market repricing on EM IG commodity names. It also analyzes the volatility risk premium in equity markets, using historical parallels to assess market conditions. A table lists high volatility premium episodes and their impact on the S&P 500 index.
documents/vol00010-efta01362029-pdf.pdf
{"title":"US Fixed Income Weekly","document_date":"2015-09-04","document_type":"tabular","key_locations":["Chile","Mexico","Brazil","Indonesia","Russia","Turkey","China"],"key_organizations":["Deutsche Bank","Banco do Brasil","Bradesco","ITAU","Pemex","Ecopetrol","Vale","Codelco"]}