Sovereign spread/Definition: Difference between revisions

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the ''CDS spread'' on a government's bonds.
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 03:47, 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.