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Inflation-Linked Bond Yields Track Sovereign Credit Ratings, Says S&P Report Nov 07

  • ID: 2127354
  • November 2007
  • Standard & Poors
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FEATURED COMPANIES

  • Argentina (Republic of)
  • Iceland (Republic of)
  • Italy (Republic of)
  • Japan
  • New Zealand
  • Peru (Republic of)
  • MORE

Abstract
LONDON (Standard & Poor's) Nov. 19, 2007--Despite concerns about possible manipulation of inflation indices in certain countries, real yields on government inflation-linked bonds continue to track sovereign local currency credit ratings, Standard & Poor's Ratings Services said in a report published today. The report, titled "Inflation-Linked Bonds And Sovereign Credit Risk," discusses the results of regression analysis on the yields of local-currency-inflation-linked bonds issued by 22 sovereigns rated by Standard & Poor's. "Across a sample of governments, differences in credit ratings explain 52% of the variation in yields, with higher ratings corresponding to lower yields," said David Beers, Managing Director and Global Head of Sovereign & International Finance Ratings for Standard & Poor's. "This relationship mirrors that found between foreign...

Companies mentioned in this report are:
- New Zealand
- Japan
- Italy (Republic of)
- Iceland (Republic of)
- Greece (Hellenic Republic)
- Turkey (Republic of)
- Argentina (Republic of)
- Peru (Republic of)

Action: General Comment

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2 of 3

- New Zealand
- Japan
- Italy (Republic of)
- Iceland (Republic of)
- Greece (Hellenic Republic)
- Turkey (Republic of)
- Argentina (Republic of)
- Peru (Republic of)

Note: Product cover images may vary from those shown
3 of 3
Note: Product cover images may vary from those shown

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