Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets.
This study characterizes volatility dynamics in external emerging bond markets and examines how prices and volatility respond to news about macroeconomic fundamentals. As in mature bond markets, macroeconomic surprises in external emerging bond markets are found to affect both conditional returns an...
| مؤلف مشترك: | |
|---|---|
| التنسيق: | دورية |
| اللغة: | English |
| منشور في: |
Washington, D.C. :
International Monetary Fund,
2009.
|
| سلاسل: | IMF Working Papers; Working Paper ;
No. 2009/147 |
| الوصول للمادة أونلاين: | Full text available on IMF |