May 11th, 2007, 4:43 pm
I am in the process of modelling developed and emerging market Credit Spreads.I know that JP Morgan and Morgan Stanley provide Spread Indices on eurobonds.Anyone who has used them and can give us feedback? Also are there and data vendorsquoting Emarging Market Credit Spread Indices?ThanksGPS I mean Credit Spreads NOT CDS Spreads